Excel RTD (Real Time Data) client other than Excel?

Question

I have been looking all over, and couldn\'t find any example for an RTD CLIENT (many RTD server samples, though).

My goal is to \'pull\' data from an RTD server into

Answer 1

You can indeed create RTD "clients" outside Excel by emulating the calls that Excel would make to the RTD server. The RTD server is, after all, just a COM component that implements IRtdServer (and IRTDUpdateEvent for the callback).

You must follow the call sequence that Excel itself uses when interacting with the RTD. But once you do that, the RTD should quite happily pump data into your "client". Indeed, there might be an advantage to doing this because whereas Excel will only pull data from the RTD about every two seconds, your client can pull data as fast as it wants. This is certainly an advantage for algorithmic trading.

Whether such a client can work side-by-side with Excel is something I have not tested.