Excel Integration Overview

 

You can use the Excel Integration function (also known as RTD) to populate Excel spreadsheets with real-time market data from Ultimate Trader.

 

System Requirements:

 

Operating System

Microsoft Windows 2000 or Windows XP

Microsoft .NET Framework 1.1 Package

Click here for an overview of Microsoft .NET

.NET is the Microsoft Web services strategy to connect information, people, systems, and devices through software. Integrated across the Microsoft platform, .NET technology provides the ability to quickly build, deploy, manage, and use connected, security-enhanced solutions with Web services. .NET-connected solutions enable businesses to integrate their systems more rapidly and in a more agile manner and help them realize the promise of information anytime, anywhere, on any device.

The latest version of the Microsoft .NET Framework is required for Excel integration.

 

If you do not have Microsoft .NET Framework already installed, the Excel Intregration package will install it for you.

 

Software

Microsoft Excel 2002 or 2003

 

 

NOTES:

 

 

Perform the following to install and configure the Excel Integration package:

  1. Click here for instructions to install the Excel Integration Package

  2. Click here for instructions to configure the system and Excel

 

 

 

Information on the Excel Integration API

The sample excel files need be updated and will be installed by the installation program as well.  There will also be a setup program (see attached screenshot).

The Excel->Ultimate Trader api is as follows:

RTD("OmniProRTD",,"<publisher>", "<key>", "<field>")

So, for example, typing in

=RTD("OmniProRTD",,"minder", "QQQQ", "bid")   

will populate the bid price for QQQQ into that cell.

The names of the publishers are the same as those documented in the Remote Control API (minder, balance, blotter and risk).  They are not case sensitive.

The keys are the symbol for the minder, <account>.<symbol> for the blotter, <account> for the balance and <account> for the risk.   The keys are case-sensitive.

The field names are the same as defined in the Remote Control API for each publisher and are not case sensitive.

You may also fetch key names from the RTD server for each publisher as follows:

=RTD("OmniProRTD",,"blotter", "key@", "0")

will return the name of the first account/symbol pair for the blotter which can then be used in subsequent data fetch calls.  If there is no key defined for the specified index, an empty value ("") will be returned.

For now, Omni Pro needs to be running with the remote interface enabled before an RTD formula is entered into Excel.

The log file is placed in the same directory as the Omni Pro log file (Documents and Settings\user\.its) and is called rtd.log

 

Some cell values and their meaning to assist in debugging:

#N/A - RTD Server is not running or is inaccessible -- check your spelling, Excel permissions, make sure Omni Pro is running with correct port configuration and that the RTD Serve is installed and correctly configured.  You can also look at the log file for omni pro and rtd server for more information.

#UNDEFINED - Omni Pro has not returned a value for the specified field.  Make sure you spelled the field name correctly.

#PENDING - A request for the data has been forwarded to Omni Pro and the result is pending

#BAD STATE - An internal error occurred in the RTD server most likely as a result of a bug.

#BAD REQUEST - The RTD call is missing parameters

#BAD PUBLISHER - Unknown publisher specified - check your spelling for the publisher name