The IBKR API – RTD Server for Excel is a dynamic link library that allows our clients to request real-time market data from IBKR’s Trader Workstation (TWS) via our API, as well as Microsoft Excel. RTD technology is open source and thus very popular. It is a newer technology compared to Excel DDE and easier to use compared to VB-built ActiveX.
The RTD Server is built in C# so the source file will be installed in the TWS API/source/CSharpClient/TwsRtdServer directory.
Follow the below installation instructions:
- Install the IBKR API from here http://interactivebrokers.github.io/
- The latest TWS from here: https://www.interactivebrokers.com/en/index.php?f=16040
A sample RTD spreadsheet is provided within the API installation directory. Visit the GitHub page for details: https://interactivebrokers.github.io/tws-api/rtd_examples.html
Important to remember is that API installer for RTD Server is compatible with 64-bit Excel.
Finally, check out the IBKR RTD API article for additional syntax, market data and scanner function updates.
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