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Eikon Excel COM Not Streaming Price Updates Properly


Eikon Excel COM Addin is not updating prices in real time as it should be. Not all prices are updated on time. Sometimes, I have to manually click on "Refresh All Workbooks" to get the latest prices data. Shouldn't Eikon be streaming price updates to Excel automatically without human intervention?

Thank you!

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Hi @sinan_islam

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@sinan_islam just to get some more details about the behaviour? Are you running 32bit excel? Are you using the COM APIs with VBA (ie AdxRT.dll) or with .NET? Is the sheet set to automatic calculation or manual calculation?

Also can you try to see if streaming is working in the sheet using an Eikon worksheet function such as an RTGet or RData?

On a more general note these are quite old APIs now and we have much newer easier to use APIs that you could look at here. In terms of realtime they provide a streaming websocket connection and an ease of use library in python and also in .NET (currently in alpha release) - you are able to use the streaming part with an Eikon App Key - generated from the APPKEY generator. You can see a realtime sample here. In fact if you use a product like xlwings you can easily remove the reliance on VBA (if thats what you are using) entirely and have a much more modern and robust workflow. Please see our recorded webinar here.

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@jason.ramchandani thanks alot for your highly informative reply. I have to agree that exporting data from Eikon Excel COM to another external application is inefficient.

I dont use Excel neither VBA. I have developed my trading systems in Python and I wish to feed it with real time data. I am interested in your new Eikon Data API (Python). But if I am not mistaken, to use the API, I have to purchase the whole Refinitiv Data Platform for $1,100 a month.

I am a day trader who uses trading systems. The tools of Refinitiv Data Platform are intended for the use of fundamental traders, like Warren Buffet. So I will pay for a platform that I will never use. That's why I am stuck with your old excel COM. All what I need is the data feed. Only two companies provide data for the market I trade, Refinitiv and eSignal (and perhaps Bloomberg).

I am currently accessing Eikon through MetaStock subscription. So the generated APPKEY wont work with Eikon Data API.

Now back to your questions. I am using COM API with VBA macros, not .NET. The sheet is set to Automatic Calculation. The function I am using is @RHistory.

@sinan_islam Ah I see you are using Metastock - so please see this post. Don't shoot the messenger! Further, the RHistory API (which is for timeseries history) cannot be used outside of the Excel VBA environment - so for example a standalone VB editor cannot use it. I will however send a copy of this thread and discuss with our product team. I do feel your pain. Out of interest which market are you trading?

If you would like to upgrade please let me know and I will get an appropriate person to contact you.

I hope this can help.

@jason.ramchandani thanks alot for the huge favor. I have been having tough search for a while. I welcome an upgrade to Eikon Data API ofcourse. It would be great to access the data feed directly without the fundamental analysis tools. Please, forward my request to a sales representative.

I am trading the Saudi Stock Exchange (Tadawul - TASI). It is extremely difficult to get proper real time data feed API for Middle Eastern exchanges. Thanks again!

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