Building a Real Time Data for Excel: How RTD servers work, part 3
For example, lets say that I'm showing data in excel that is also displayed on the grid to user. When user updates the data on grid, I want that update to be displayed in excel and when I close the application, excel gets informed that the server is no longer available. Learn more. Asked 9 years, 10 months ago. Active 9 years, 2 months ago. Viewed 7k times. Sheraz Khan Sheraz Khan 71 1 1 silver badge 8 8 bronze badges.
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Upcoming Events. Featured on Meta. Feedback post: New moderator reinstatement and appeal process revisions. The new moderator agreement is now live for moderators to accept across the…. Allow bountied questions to be closed by regular users. Linked The Server argument indicates the name of the machine on which the RealTimeData server is run; this argument can be a null string or omitted if the RealTimeData server is to run locally.
The remaining arguments simply represent parameters to send to the RealTimeData server; each unique combination of these parameters represents one "topic," which has an associated "topic id. For example, the following illustrates calls to the RTD server that would result in three separate topic ids:. ServerStart should return a 1 on success, and a negative value or 0 on failure. The first parameter of the ServerStart method is a callback object that the RealTimeData server uses to notify Excel when it should gather updates from the RealTimeData server.
HeartBeat : Called by Excel if a given interval has elapsed since the last time Excel was notified of updates from the RealTimeData server. RefreshData : Called when Excel is requesting a refresh on topics. RefreshData is called after the server notifies Excel that updates exist, and it returns a count of the topics to update along with the topic id and value for each topic. The following sample demonstrates how to create and use a RealTimeData server with Microsoft Excel This server simply provides a counter that is updated every 10 seconds on a worksheet.
The server accepts up to two topic strings. The second string is a numeric value that represents how the return value should be incremented.
If the second string is omitted, the increment value defaults to 1. If the second string is not numeric, the server returns NUM!
For example, select one of the following:. On the Project menu, click Project1 Properties. Add the following code to RTDFunctions:. On the Project menu, click Add Class Module.
Change the class module Name property to Topic and change the Instancing property to Private. Add the following code to the Topic class module:. The initial return value is "AAA: 0". The initial return value is "BBB: 0". Every five seconds the cell value increments by 3. The initial return value matches the contents of cell A1 because this is the same "topic" that is used in A1.
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The initial return value is "AAA: 0. Note that the return value does not match the contents of cell A1 or A3 because the combination of parameters passed to the server is different.
For this illustration, the RTD server was compiled and Excel was using the run-time version of the component.Office ProPlus is being renamed to Microsoft Apps for enterprise. For more information about this change, read this blog post. When you have to create a workbook that includes data that is updated in real time, for example, financial data or scientific data, you can now use the RTD worksheet function.
For more information about how to create an RTD server, see the "References" section. The function result is updated whenever new data becomes available from the server and the workbook can accept it. The server waits until Excel is idle before updating. This relieves the developer of having to determine whether Excel is available to accept updates.
The RTD function differs from other functions in this regard because other functions are updated only when the worksheet is recalculated. Although the RTD function provides a link to data on a server, it is not the same type of link as references to cells in other worksheets or workbooks. For example, if you use the RTD function in a workbook, you do not receive the Links startup message when you open the workbook, nor can you manage the status of an RTD function through the Edit Links dialog box.
A string that represents the name of the server on which the RTD server is to be run. Strings that determine the data being retrieved. You can use from one to 28 topics, although only one topic is required.
As an example of the RTD function, consider retrieving information from a server that delivers continuous data for runners in several simultaneous races. The general form of the RTD function as used with this server might be as follows.
The number of topics and the nature of the associated data is determined by the developer of the COM server. For example, the race-reporting server might deliver different data if you use the following RTD function:. In this case, the data returned indicates the current position of runner number 25 in race number 3.
In this manner, the same function can be used differently throughout the workbook to retrieve different data from the same server, all of which is updated automatically. These then become wrappers for the RTD function. This approach can be useful in shielding users from the details of the RTD server name and ProgID, and in enabling them to focus only on the data that is important to them.
These functions assume that the user is always dealing with the same server and race number. Therefore the user only has to specify a runner's ID to receive current data on the runner's elapsed time and position, respectively.Thinkorswim RTD Excel
Because RTD updates data when Excel is idle, it continues to receive information if Excel is in manual calculation mode.It allows displaying streaming live or minute delayed market data in Excel by entering formulas into an Excel cell following a specific syntax. No trading capability or other data types are supported.
Market Data Subscription is required for requesting live streaming market data. There are several generic tick types being requested that are only supported in TWS or higher. Sending any RTD market data request with default generic tick list to an old build of TWS will trigger a "TwsRtdServer error" indicating incorrect generic tick list is sent. The default socket port TWS will listen on is for a live session, and for a paper session. You can use any valid port for connection as you wish, and you just need to make sure that the port you are trying to connect to via the API is the same port your TWS is listening on.
If you are using bit Microsoft Excel, you would need to re-compile RTD server dll file into bit and register the library by re-building the RTD source solution using Visual Studio.
Beginning in API v Customer can request market data by entering the following formula with corresponding parameters into an Excel spreadsheet cell:. A resourceful Syntax Samples page is provided for demonstration of RTD formulas categorized by security type using different syntaxs. Contact us. RTD Server for Excel. Each subscription or cancellation request counts as 1 message messages in the opposite direction are not included. So a spreadsheet can have hundreds of streaming tickers, but the subscriptions must be spread out over time so that no more than 50 new subscriptions are made per second, or the spreadsheet can become disconnected.
This way you will be familiar with the requisite details of COM. As we shall see, an RTD server must also implement the IRtdServer interface, without which the server cannot manage the intricate communication between the server and Excel. Because MyServer. MyClass has been registered, Excel can lookup the information necessary to instantiate a MyClass object in the system registry. As a part of the initialization, Excel will provide the RTD server with a callback reference.
The RTD server can then use this callback reference to inform Excel when there is new data to be loaded. This can be done at a regularly recurring interval using timers, if appropriate. Once Excel has been notified that data is ready for update, it is up to Excel to ask the RTD server for the update. Of course, this takes a finite amount of time to complete, and many developers have swamped Excel with too many updates in too short a time interval.
The sample project includes two servers in a single dll. One, the SimpeRtdServer, returns the system time to Excel. Like using a sledgehammer to swat a fly, but it has the advantage of providing clear visual feedback that the updating is occurring correctly.
The primary difference between SimpleRtdServer and the second example, StockQuote, is in the use of topics. It is important to appreciate that even though 5 topic strings ight be provided as arguments, as far as the RTD server is concerned, there is only one topic.
For the SimpleRtdServer, we assume that there is only one topic and the server returns only a single value, a formatted time string. In the StockQuote server, we will increase the complexity just a tad and use topic to specify the ticker symbol of the desired stock. To create an RTD server, we must reference Microsoft. Excel, which includes, among other things, the definition of the required interface, IRtdServer.
Note that we have also added System. Generic, which provides the Dictionary class useful for managing topics and System. Timers for, well, I think you can figure that one out. OpenStandardInput. OpenStandardOutput. Dispose. Start. Stop .If you have just come to this page, I suggest you read all parts in order, here is Building a Real Time Data for Excel, part 1.
All the examples rely on a toy timer-driven application, which is not how real-world applications work. The simplest way to explain it is to describe the process that happens once a user enters an RTD formula in a spreadsheet.
This is what goes on behind the scenes:. It works, for a while, and then all of a sudden you fire up the Task Manager and there are 41 orphaned copies of Excel in the tasklist.
How to create a RealTimeData server for Excel
Or maybe one of your active Excel sessions will crash. Or a host of other strange things. E-mail address will not be published.
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The RTD Server technology introduced in Excel is used to provide the end user with a flow of changing data such as stock quotes, currency exchange rates etc. This instructs Excel to load the RTD server and wait for data from it; the bit of data to be retrieved is identified by the topic that the RTD function call specifies. A topic is a string or a set of strings that uniquely identifies a data source or a piece of data that resides in a data source; the data source is any source of data that you can access programmatically.
When the RTD server gets new data, it notifies Excel.
When the RTD function returns a new value, Excel calculates the formula in the caller cell, recalculates dependent cells, and refreshes the work sheet s to reflect the changes; find background information in Excel Recalculation. An Excel RTD Server can be registered either for the current user the user running the installer or for all users on the machine. Registering for all users means writing to HKLM and that means the user registering a per-machine RTD server must have administrative permissions.
Make sure that you have administrative permissions before running Visual Studio. Run Visual Studio via the Run as Administrator command.
This starts the RTD server project wizard. In the first wizard window, you choose your programming language CVB. NET are supported :. When in the window below, choose Generate new or specify an existing. If you do not know anything about strong names or do not have a special strong name key file, choose Generate new.
If you are in doubt, choose Generate new. If, later on, you need to use a specific strong name key file, you will be able to specify its name on the Signing tab of your project properties; you are required to unregister your add-in project before using another strong name. The solution contains an only project, the RTD server project. To review its source code, right-click the file in the Solution Explorer and choose View Code in the context menu.
In the code of the module, pay attention to the CurrentInstace property. It returns the current instance of the RTD module. This is useful for example, when you need to access a method defined in the module from the code of another class.
The module designer allows setting real-time data server properties and adding components to the module. Click the designer surface when you need to set properties of your real-time data server in the Properties window.
Select the newly created component and, in the Properties window, enter string values identifying the topic in the String properties. In this sample, the My Topic string in the String01 property identifies the topic. The table below provides links to step-by-step instructions for deploying RTD servers.
Find background information in Deploying Office extensions. Per-user RTD server Installs and registers for the user running the installer.