Live Feed to Excel

Spark can export LIVE PRICE FEEDS to Excel via a technology called OLE which Excel supports.

1,5,15-Seconds and 1,5,15-Minutes [Open,High,Low,Close,Average,Volume] feed to Excel

Unlike using DDE, where you only get the last sets of Live Prices in Excel, OLE allows you to get a history of those live prices by writing to a new row for each trade or second or minute or 5-minutes.

Besides the usual Bid Qty, Bid, Ask, Ask Qty, Last Price, Last Qty, Spark can also export the type of each trade:

         NORMAL
         CROSS
         STANDARD_COMBO
         AUCTION
         COMBO_MATCH_WITH_OUTRIGHT

For chart plotting and analysis purpose, you can setup Spark to exclude all other trade type excep NORMAL as those trades usually have abnormal prices and could mislead your analysis and charts.

Export Live Ticker Feeds to Excel

 

The top row gives you the latest LIVE prices

Starting for row 5, Spark write the period HIGH,LOW,OPEN,CLOSE, QTY, WEIGTHED AVERAGE PRICE, TRADE COUNTS to a new row for each period.

Column A to H is for 1-Minute periods where as Column J to Q are for 5-Minutes Periods.   Column S to Z are for 15-Minutes periods.

Live Minutes Feed to Excel

See our Frequently Asked Questions.