Ensure that TWS is running, and that you have entered your user name in the User Name field in the Which Trader Workstation? section of all pages in the Excel spreadsheet to properly connect to TWS.
To create a ticker using the Create Ticker button
Click the Tickers tab at the bottom of the spreadsheet.
Click the line number to the left of a blank row to select the row. You must have a blank row selected to create a ticker line.
Click the Create Ticker button on the toolbar and enter information in the Tickers box.
For stocks, you only need to specify the Symbol, Type, Exchange (usually SMART), and Currency.
To create a ticker on the spreadsheet
Select a blank cell in the Symbol column and enter a symbol.
Tab through the all contract description fields and enter data where necessary, for example if you are entering a stock ticker, you don't need values in the Expiry, Strike, P/C and Multiplier fields.
The Exchange field accepts the following values: SMART (for smart order routing), and any valid exchange acronym.
To request market data for a ticker
Select the ticker row for which you want to request market data by clicking the row number.
Press Ctrl+R, or click Request Market Data on the toolbar.
To get market data for a group of tickers, select multiple ticker rows while holding down the Shift key, then click Request Market Data multiple times until all rows are showing data.
To set the refresh rate
The refresh rate determines how often the DDE link to TWS is refreshed.
· Type the refresh rate value (in milliseconds) in the Refresh Rate field, then click Set Refresh Rate on the toolbar.
TWS market data updates every 300 milliseconds by default, so setting the refresh rate to 250 will get every tick to the spreadsheet.
To set the processing rate
The server processing rate affects the speed at which the DDE handles requests between TWS and the spreadsheet.
· Type the processing rate value (in milliseconds) in the Processing Rate field, then click Set Processing Rate on the toolbar.
The allowed range is 100 ms- 200 ms, inclusive.
To set the level of detail for logging of API client requests
In the Log Level field in the Which Trader Workstation? area, enter the desired log level value (1 =SYSTEM, 2=ERROR, 3=WARNING, 4=INFORMATION, 5=DETAIL).
Move your cursor out of the Log Level field, then click the Set Log Level button.
To remove all DDE links to TWS
The Clear All Links button on the Tickers page lets you remove all DDE links from the TwsDde.xls spreadsheet to TWS that the Visual Basic for Applications (VBA) code provided with the spreadsheet could create. You typically use this button when you are preparing to save the spreadsheet.
Clicking this button cancels all market data, historical data, market scanner subscriptions, and other data requests. If you add your own links to existing or new pages, update the clearAllLinks macro to clear those links as well. Each page in the spreadsheet contains its own clearLinks macro; these are all called by the clearAllLinks macro.
Clearing all links does NOT cancel orders.