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The multiplier column in Twsdde.xls is not used by the code that constructs the links to retrieve data. Filling it in has no affect on the contract received. This creates an issue when attempting to retrieve data for Futures with more than one contract available with the same contract expiration month. As an example, SPY futures Continue reading How to retrieve live data for SPY futures in Twsdde.xls This post includes links to two example xls files that show both VBA and Formula based calculations for the indicator MACD or Moving Average Convergence Continue reading MACD VBA If you have ever wanted to take your existing Open High Low Close historical trading data and convert it into larger time frame, the following Excel VBA based data converter I wrote may do the trick. DataConverter.xls allows you to configure the Number of OHLC bars that should be condensed down into a single bar. You Continue reading Data Converter to Convert OHLC Data to a larger timeframe. |
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