Limitations of Excel RTD

General Limitations

• Please keep in mind that the Excel RTD offering can only retrieve streaming market data. There is no other established utility for this offering.
• Sample spreadsheet applications are distributed with the API download for each of the API technologies (RTD Server, ActiveX, DDE). It is important to keep in mind that the sample applications are intended as simple demonstrations of API functionality for third party programmers. They do not have robust error handling functionality and are not intended to be used as production level trading tools.
• Excel must be set to the US convention for numbers.
  • Commas , denote digit grouping
  • Period . denote decimal symbol
  • Microsoft Guide for changing Regional Settings with Microsoft 365
• Since the TWS RTD Server API technology directly refers to the C# API client source functions, it is supported on Windows Environment only.

Outgoing Message Rate Limitation

It is important to keep in mind the 50 message/second API limit applies to RTD Server in the same way as other socket-based API technologies. So the Excel spreadsheet can send no more than 50 messages/second to TWS. Each subscription or cancellation request counts as 1 message (messages in the opposite direction are not included). So a spreadsheet can have hundreds of streaming tickers, but the subscriptions must be spread out over time so that no more than 50 new subscriptions are made per second, or the spreadsheet can become disconnected.

Watchlist Data Limitations

It is important to mention that our real time market data is not tick-by-tick, meaning you will not obtain every single price movement happening in the market. Instead, real time data is given as snapshots generated at a fixed given pace: