Streaming RTD From Alpaca To Excel Using PyXLL

• PyXLL is a paid library/add in/tool that enables you to integrate python into Excel. While there are other tools that one could use for python+excel, I found this to be the only one that supported Real Time Data (RTD).
  • This means data is constantly pushed to excel and the values in excel update automatically
  • Use the code ROSSAUTOMATEDSOLUTIONS10 to get 10% off the first year with PyXLL
• There is an example in the examples/tutorials that shows how to stream data from BitMex to Excel
  • This was inspired by that and can stream quotes, trades, and bars into Excel.

Video link of tool: YouTube Link

• As you can see, we are streaming in RTD quotes, trades, and bars of tickers
• We can add tickers and it will populate accordingly
• Please note
  • This can be done for crypto too, but not at the same time as non crypto streaming
  • This has only been tested on windows based machines

Please note:

• There are Alpaca imposed limitations on how much can be subscribed to. More can be found here.

Link to tool for purchase