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Excel / TOS RTD Support Guessing this has been asked here several times before, but I cannot seem to figure out how to get Real Time Data to stream from TOS to Excel. In Excel, I've tried going File - Options - Add-ins - COM Add-ins - GO - Add - then navigate to TOS RTDStreaming.dll file, but it tells me that it's not a valid office add-in. RTD is an Excel function that, for our purposes, opens up communications with ThinkOrSwim. RTD can act upon information sent between parenthesis in a particular order: “TOS.RTD” is sent as the 1 st RTD parameter.

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Listen to real-time data feed from ThinkOrSwim using Node JS and Excel

Only works with Windows operating systems due to limitations with ThinkOrSwim.

Setup

Launch ThinkOrSwim and log in.
Open 'MarketWatch' tab and customize a data set.
1. Click the tiny settings icon in the right most column then click 'Customize'.
Click the 'Show actions menu' button (list icon) in the top right.
Hover over 'Export' and click 'To Microsoft Excel'.
1. The current watchlist, formatted for Excel, is copied to the clipboard.
Open 'tos-rtd.xlsm' from the tos_rtd repository.
Either paste directly into the Excel document or into 'scanner.csv' and save the file.
1. The Excel script is written to 'pick up' the changes made to scanner.csv every minute.
Using a terminal app like Command Prompt navigate to the tos_rtd directory and run 'node listen.js'.

Once a watchlist has been configured, only step #1, #5, and #7 are needed. To edit a watchlist, all steps are required.

How it works

Tos Rtd Functions

Excel acts as a middle man between ThinkOrSwim and Node JS by importing data from TOS and exporting for use with Node.

ThinkOrSwim creates a new RTD server instance for use with RTD client applications like Microsoft Excel.
Once the RTD connection has been established, an Excel script (VBA) runs in the background to listen for changes to the Excel document.
If a change is detected, that row of data is exported to a file in the tos_rtd directory in a querystring format:

The Node JS script 'listen.js' uses a built-in function to listen for changes in the 'data-stream' directory and parses the contents of the changed file.

Thinkorswim Excel Add In

If you are a DDE user you’ve noticed that it’s broken after this latest Think Desktop update. I just got word from the developers that they are looking to release improved capability this coming weekend. Now, please remember that development estimates are just that: estimates. This weekend is the goal. Don’t burn down your local village if it doesn’t happen on time. 😉

What they have should be better than the old DDE in terms of what we could do with it. It’s not two-way interaction with ToS, so done get that excited. It’s faster and more improved data handling that should be much easier to work with and more powerful for data handling inside of Excel. I’ll update as I know more.

Tags: DDE, excel

Thinkorswim Rtd Excel