I am trying to read price data from Eikon Excel to Python Pandas DataFrame during real time updates.
The issue is that Eikon Excel does not save streaming data in real time, while Python can only read saved excel files. I tried to use an Excel macro to automatically save the file during real time updates, but unfortunately, it crashes Eikon Excel addon. It seems that the two events (macro save and Eikon updates) cannot run at the same time.
Is there a way to stream price data from Eikon Excel to Python without saving the Excel file?
PS.: I am using MetaStock subscription, thats why I cant read directly from your Data Feed API using Python.