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Capturing DDE or Qlink data in intervals

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  • Capturing DDE or Qlink data in intervals

    Does anyone have a solution for bringing data into Excel in intervals? I am trying to capture b/a for options so i can calculate impied volatilities. since i do this for several hundred options at the same time, this can crash excel. so i would like to capture the b/a for the options and futures at the same time, say once a second rather than trying to keep up with every tick.

    basically a snapshot taken every second or so of the futures and options b/a.
    Last edited by thinkingfield; 09-04-2010, 09:48 AM.
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