Live prices into Excel

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Live prices into Excel

The key for me to being able to automate a strategy is non-delayed live streaming prices.

I need my prices to match the quotes in IG as price acts as a final trigger. Do you think I am wasting my time trying to do this in Excel as the prices will be too slow or is the speed more a function of my own internet connection, pc power etc?

In short, is it possible to get live prices matching those actually on IG into Excel or should I be looking to use a different language/platform?

I'd rather know in advance that automation in Excel is not really feasible as using the test spreadsheet so far has not resulted in timely prices appearing.

Are others getting realtime prices without delay using another means?

Live Prices in Excel

I suggest you test it yourself; one of the parameters that you can get on the lightstreamer is "Update_time"
If you pick an instrument that has high frequency of ticks you should be able to measure the difference between your computer time and the "update_time" This will give you a measure of the latency in the system and how much it varies, (provided you can set your computer time accurately too).
Obviously if you are trying to monitor hundreds of instruments in real time your latency is not going to be very good.

Using Excel I have compared the open , high , low and close that I got for the DAX over 15 minutes by monitoring the light streamer with the data downloaded at the end of the day for the 15 minute bars using the historic function. I have done this throughout a day or two. The results were pretty good, the largest error was 4 points the mean error was 0.8 points. Standard deviation of error 0.9 points.
I have been running an automatic system in EXCEL and I have not had any real problems with latency. i.e. when I place a market order I get in at the price I expect.
My only real problem is when I lose the lightstreamer connection there is no way to restart it automatically. However this is problem with the APi and not limited to Excel.

Great, thanks for your help

Great, thanks for your help Offthelip. Yes, I have been testing it and the results were slow, hence my question to see if the issue was at my end etc.

I am only trying to view a few 5 minute binaries, 9 instruments so it shouldn't to overkill.

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