Ladder interface in Excel

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Ladder interface in Excel

Postby superhans » Wed Oct 06, 2010 7:58 am

Hi

Does anyone know - is it possible to import prices in Excel beyond the usual top three back and top three lay prices, plus the money queued at each? I'm trying to build an Excel sheet analogous to the ladder interface for algo trading.

Thanks!
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Postby GaryRussell » Wed Oct 06, 2010 8:32 am

There is a COM interface function which provides the full market depth. See http://gruss-software.co.uk/forum/viewtopic.php?t=3825 for an example. You should be able to adapt the VBA code for your requirements.
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Postby superhans » Wed Oct 06, 2010 11:22 am

Marvellous - thanks, Gary!
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