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Requesting Tick Data via Excel VB

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    Requesting Tick Data via Excel VB

    Hello

    Basically I want to do my charting and price analysis in excel instead (but keep placing orders manually via NinjaTrader, so no need for any automated order placing). I want to establish a connection between NT and Excel that would allow me to have price data flowing from the NT to the Excel. (and that's it)

    I've done some research and became aware of the COM Interface with Visual Basic, and before I spend sometime studying it, I would like to first know if it's possible to use it to:

    1) Request some historical tick data (e.g. of the 3 previous days), from NT to excel
    2) Continue to add new ticks in real time, from NT to excel

    quite similarly to what a normal chart within NT does (i.e. request historical data and keep updating it in real time).

    So can this be done? and if not, is there another way to do it (other than the COM interface)?
    Last edited by Marven; 12-24-2010, 02:25 PM.

    #2
    Hello Marven,

    Thank you for your post.

    You may be able to interface this directly with your broker and/or data provider. Unfortunately NinjaTrader doesn't offer a full blown API allowing this access to Excel.

    Perhaps some of the other programmers on the forum could offer some suggestions regarding a workaround or some method to accomplish this end result you are seeking.
    ChipNinjaTrader Customer Service

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      #3
      Thanks Chip.

      Could you please move the thread to the programming section to see if I can get some more input?

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        #4
        i have built an indicator which makes a dde connection where NT acts as the server. any client application (like excel) can get the data from NT using it.

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          #5
          Nice, thank you bukkan. That should solve the "getting real time data" part.

          Now all I need is some way to get historical tick-data from NT to excel in an automated (preferably programmable) fashion. Suggestions are welcome.

          Comment


            #6
            There is a thread on Big Mikes that covers some of this:

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