Introduction to Deriscope – Part 5: Live Feeds
Deriscope enables you to receive in Excel live feeds from several different providers.
These feeds include real time or almost real time prices of financial securities (stocks, ETFs, indices, currencies, cryptocurrencies, futures and options), bid/offer quotes and sizes, time series of historical prices and statistical indicators, company financial data and market news.
Below is a table that summarizes the relative strengths and weaknesses of the supported providers. Click on the provider's name for a detailed guide on how to access data in Excel from that provider.
|Provider||Securities||Domain||Time Delay||1 Min Time Series||Daily Time Series||Extra||Free Version Limits|
| Alpha Vantage||Stocks, Indices, Currencies, Crypto||Global||1 min||1 day||20 y||Statistical Indicators||1 symbol/query, |
| Barchart||Stocks, Indices, ETFs, Futures, Options, Currencies, Crypto||Global||15 min||1 month||6 months in free version||||25 symbols/query, |
No Indices, ETFs, Futures, Options
| IEX||US Stocks, US ETFs||US||No Delay||1 day||5 y||Bids, Asks, Earnings, News||500,000 Messages per month|
| IEXTops||US Stocks, US ETFs||US||No Delay||No||No||Bids, Asks||None|
| TrueFX||Currencies (43 currency pairs)||Global||No Delay||No||No||||None|
|World Trading Data||Stocks, Indices, ETFs, Currencies||Global||varies||Up to 30 days||30 y||||5 symbols/query, |
| Yahoo Finance||Stocks, Indices, ETFs, Futures, Options, Currencies, Crypto||Global||varies||1 week||48 y||||None|
The video below (click to play) is a continuous loop of a 10-second recording of a spreadsheet with feeds coming in simultaneously from three different providers. The update interval is set to 1 second. The seen colors are an optional Deriscope visual indication of the direction of any changes occurred in the displayed data: Green for upticks, red for downticks and yellow for non-numeric changes.
You can train your trading skills by using anyone of the two trading simulator spreadsheets available from Deriscope.
The first spreadsheet acts as a stock trading simulator. It is completely realistic as it is based on the bid and offer quotes on US stocks received in real time from IEX Tops. You can place simulated BUY and SELL orders on several stocks simultaneously and watch your total Profit & Loss updated tick by tick. All transactions include a brokerage fee and are kept in a ledger. More details are available in this article.
The second spreadsheet acts as a forex trading simulator. It is also realistic as the bid and offer quotes are coming in real time from TrueFX. You can specify your leverage and the currencies into which you wish to trade. You may trade simultaneously in several different currencies and watch the total P&L as well as the P&L per each currency. All transactions including brokerage fees are stored in the ledger area. More details are available in this article.
Storing Feeds in Text File
The menu option displayed below allows you to store incoming feeds to one or more designated text files. As soon as new feeds arrive, a new row is appended at the bottom of the relevant text files. This operation runs in the background without interfering with other Excel tasks and can be as fast as one file update operation per second.
Below you see the Excel function and its input as generated and pasted in the spreadsheet by the wizard. This setup acquires the last traded price and volume from YF for the three tickers MSFT, GOOG and FB every 5 seconds and stores these feeds in a file named FeedsYF.csv located in the folder C:\Users\Yannis\Documents using semicolon ";" as column separator.
The Storage Type= input allows you to decide how the incoming feeds are stored. For example, rather than aggregating all feeds in one single file, you can instruct Deriscope to create a separate file for each ticker or for each field.
The Storage Path= and _Storage Files= fields shown in the wizard allow you to navigate to the respective folder and files with one mouse click.
Displaying all possible fields
If the cell validation dropdown does not list all the fields that are supported by the given provider, you can generate them as follows: First select the cell containing one such field, such as the cell D8 containing the field volume and then click on Tools followed by Copy Allowed Parameter Values as shown below:
This loads all values that apply to the selected cell into your clipboard.
Next you may select any empty cell and press CTRL-v to paste the list of the copied values.
Below you see the list of fields supported by the YF provider:
You may download the spreadsheet produced with the above steps here.
Feel free to contact me if you want to share any thoughts with regard to this product or if you want to request any particular features. Contact info and social media links are available at my web site https://www.deriscope.com