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which language will be the fastest to connect API to excel?

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  • which language will be the fastest to connect API to excel?

    I'm already familiar with VBA, but I now understand the need to connect to the API for my datafeed and broker. As a newbie programmer looking to get connected asap, should I use VB or C++? I know long term I will want to learn C++ (ultimately I won't be using excel at all), but I really want to get this rolling in the next few months.

    Also, should I get the new version of Visual Studio 10? Or go with the last one Visual Studio 8? Or does that even matter?

    Thank you for getting me started in the right direction!

  • #2
    In Excel, you can connect via the API by simply adding a reference (Tools>Reference) to the WinSig application, then use VBA to code your macro as you would normally do. I've been there, done that, and would strongly suggest that you get rid of the overhead of Excel, the limitations of VBA, and move to a more robust development environment like Visual Studio (VS). It will take a little longer to get up and running, but it will be well worth it in the long run.

    As far as VB or C++, since you already know VBA, the learning curve will be much shorter moving from VBA to VB due to the similarities between the two languages. I don't code in C++, nor do I interact with brokers through the API, so I can't tell you absolutely whether you will get a *noticeable* performance benefit by using C++ over VB, but I doubt it. Also, there will be much more support available online if you code in VB or C# and all that online support will make for an easier transition.

    VS 2008 versus VS 2010: I've never believed in learning with old versions of software. That said, it may take eSignal some time before they start supporting VS 2010. If you can buy 2008 and get a free upgrade to 2010, that might be the best route for you to take. I use VS 2008 Pro/VB and haven't really looked into 2010 yet, but I know I won't upgrade until at least the end of this year -- gotta give 'em time to work the bugs out.

    You can find the eSignal API Developer's Reference and some sample code here:


    George

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    • #3
      wow, thank you for the excellent response. I thought connecting the desktop API to excel would be a little more involved.

      Your advice makes sense to me.

      My plan now is to connect the api to excel, I already have the vba code to work with the data, and then learn VB as quickly as I can. I know that eventually that is where this is taking me.

      I went ahead and installed VS 2010 express to start becoming familiar with it, and I'm sure I'll be purchasing the pro soon enough.

      Thank you

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