I have a working excel workbook connected to Interactive brokers DDE API. I am struggling to upgrade to a more robust environment like Java. I tried to change it to ActiveX for Excel but the refreshing rate is limited and IB does not support microsoft RTD server. Can anybody suggest the easiest way to migrate my DDE workbook to Java. Since IB provides a java sample which provide the basic connection between TWS. Is it possible to feed the quote from Java API into the excel for calculation?

  • $\begingroup$ this statement ". Can anybody suggest the easiest way to migrate my DDE workbook to Java" Doesn't really make alot of sense to me. What does it mean to migrate a spreadsheet to Java? $\endgroup$
    – chollida
    Jul 9 '14 at 21:14
  • $\begingroup$ Hi Chris, What I want to do is Export my EXCEL worksheet to a plaform (SQL server? ) and then utilize the connectivity of JAVA based sample program provided by the Broker in order to increase the robustness and stability of the program $\endgroup$
    – Marcus
    Jul 13 '14 at 15:22
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    $\begingroup$ you're going to be disappointed. There really isn't any way to do that short of opening Eclipse and coding this yourself. Stick with excel for now as it will let you concentrate on your strategy. If you have to code a trading environment first you'll get bogged down in all the gory details that excel currently hides for you. $\endgroup$
    – chollida
    Jul 14 '14 at 13:40
  • $\begingroup$ For IB you may also try this specialized group: linkedin.com/groups/… $\endgroup$
    – Pam
    Jul 16 '14 at 17:05
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    $\begingroup$ This question appears to be off-topic because it isn't about quantitative finance $\endgroup$
    – chollida
    Dec 29 '14 at 17:19

You rewrite your XL functions as unique, massive function, which receives all the input your Excel needs and outputs the valu(es) you are interested in. Transform this unique function into an executable. You access this executable as a Java function.

The only java code you have to write will be a call of this function, representing the executable and in my opinion You may use any editor. The function itself, internally, continues to be VBA code. I do hope that I have correctly understood your issue :(

  • $\begingroup$ This doesn't really answer the OP's question in anything but a very superficial way. How do you get market data if it was originally from an excel RTD? How do you handle the updates that excel used manage? Just reimplementing the excel function in java does nothing. You are missing the entire piece that calls one function when its dependencies change, etc. $\endgroup$
    – chollida
    Jul 16 '14 at 17:42
  • $\begingroup$ The implementation of the function is something like $\endgroup$
    – user7056
    Jul 17 '14 at 18:41

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