While using RMDS API in C++ we can get information about StreamState and DataState (included in messages).
Is there any possibility to get analogical data in Excel while using some functions to retrieve real-time data? For example if I would like to retrieve BID and ASK for EUR/PLN=D2 using function RData.
In general we would like to know if data we receive via Excel is valid and have a tool for distinguish no market movement and some connections/data issues. Of course this tool should be fully automatic.
TR/RData functions have this functionality included. When state of the subscription changes, the spreadsheet function will return an error, e.g. #N/A Item Stale.
As for the COM API (rtx.dll), there will be a state change event that you need to subscribe to, that will provide you with the current state (RT_ItemStatus). For more info, have a look at this tutorial.
Here is a list of possible statuses:
RT_ITEM_OK RT_ITEM_INVALID RT_ITEM_UNKNOWN RT_ITEM_STALE RT_ITEM_DELAYED RT_ITEM_NOT_PERMISSIONED