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Gits (Hooglede) Belgium
Legendary Market Wizard
Experience: Master
Platform: NinjaTrader, Proprietary,
Broker: Ninjabrokerage/IQfeed + Synthetic datafeed
Trading: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
Posts: 3,003 since Sep 2013
Thanks Given: 2,442
Thanks Received: 5,863
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There are a few options to do what you want to do :
1. create an excel plug-in, this means you create functionality that would be available
to any workbook that you open
https://msdn.microsoft.com/en-us/library/cc668205.aspx
2. create VB script that calls the data, that code is then specifically part of you current
workbook, it is a macro that you activate and that goes and gets the data
3. You can use DDE (dynamic data exchange to talk to IB TWS)
https://www.interactivebrokers.com/en/?f=%2Fen%2Fgeneral%2Feducation%2Fpdfnotes%2FPDF-TwsExcelAPI.php
Each of the solutions have their pro's and con's
Good luck
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