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Capture data with Excel VBA

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  • Capture data with Excel VBA

    win7, excel 2010, Qlink 3.0.0062

    Hi All,
    I am not a programmer but can work with cutting/pasting code fairly well!

    I want to capture data/changes into excel with VBA for a large number of symbols for different time periods. I do not need all the time periods at one time.
    But I do want to get the equivalent of the entire NYSE or SP500 within a short period of time, minutes. So for this discussion we can use 'hourly' data.

    I am only interested in the last 20 periods of time. So this would mean 20 hours each time it's requested.
    It is ok to have a couple of minutes to request the data. I understand the concept of stress on the servers.
    I have read that there may be timing issues also.

    I think in Qlink the historical data can be used as opposed to having code watch a specific cell and recording it elsewhere.
    I may be wrong, but I think that assigning so many Qlink arrays into the cells directly (one for each symbol) could be to taxing to the worksheet. Maybe a For..Next loop can be used against a list of symbols?


    Grateful for any help on this.
    I looked through many forum posts but did not seem to find any VBA for doing what I want. Please point out any post or PM me with any files or where to find.

    Maybe Qcollector is the right tool for this?


  • #2
    So it's been about 2 years and 8 mos...

    Has anyone seen or have any excel worksheets that use VBA macro code to collect data for multiple symbols?
    e.g. on a worksheet maintain a list of symbols, say in column A. Then have code that loops through those symbols collecting intraday minutes or days.


    NOTE: searching only the three-letter term "VBA" does not work in the forums! One of my major gripes! It would be so great to have that feature! Searcing RSI, CCI, SMA, ...VBA would be a breeze!
    Last edited by VSAtrader; 01-16-2014, 09:18 AM.

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