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Are there any free, open source VBA addins or R packages that can be linked using the yahoo finance/Google finance/other data sources api to continuously download intraday data into excel or R?

https://code.google.com/p/finance-data-to-excel/

This is the closest I have found to loading D/M/Y prices into excel but it doesn't allow for intraday. I have a few charts with my own technical indicators that I would love to have have refreshed every few seconds with new data. I know that yahoo finance only provides delayed data but that's not an issue for me.

I miss having Bloomberg :(

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3 Answers 3

you need real-time tick in order to achive this. IB, esignal, iqfeed both provides RTD/DDE api to excel integration.

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Hi Clebson, thank you for sharing this. Any free data providers that can allow you to load intraday data into excel? I don't mind if its delayed and I am not concerned if its not tick. –  jessica Jul 1 '13 at 22:47
    
@jessica Yahoo offers 15 minutes delayed stock updates. They have a CSV you can download and parse it quite easily. so in your excel sheet just set a timer using an excel API ( Application.OnTime ) as for example (: –  Clebson Derivan Jul 1 '13 at 23:26

You may want to try http://www.deriscope.com for a freeware Excel addin that assists in getting live feeds from Yahoo Finance within Excel.

Disclosure: answerer is author of the package.

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Yahoo Finance does not provide HF data. –  Bob Jansen Jul 29 at 15:24
    
What do you mean by HF? High Frequency? I have experienced feed update from Yahoo Finance up to every second in liquid markets, such as fx. Check the tutorial <youtube.com/watch?v=lG_cPwZqoR4>; on how to access live feeds in Excel using Deriscope. It's just calling the ds() spreadsheet function. –  Yannis Jul 29 at 17:35
    
HFT implies sub-second trading and by its nature requires undelayed feeds. –  Bob Jansen Jul 29 at 17:42
    
I must admit that the asker maybe doesn't care about this distinction. However, my comment about proper disclosure still stands. –  Bob Jansen Jul 29 at 17:54

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