Tick data RTD server
QuoteLink is able to download past tick data from the server site and to collect current ticks. The data maybe accessed using the historical data formula with 0 as period. The data collection is done by the underlying QuoteLink platform not by Excel and all ticks are collected.
Write a series definition formula in a cell:
=SDF(<symbol>, 0, <days to retrieve>, <feed>)
Write cells that refer to that SDF:
=S(<reference to a SDF>, <order>, <field>)
| parameter | description |
|---|---|
| symbol | symbol of ticker |
| field | the field to get it may be one of these: VOLUME, OPEN, HIGH, LOW, CLOSE, TOTAL |
| order | tick order ( < 0 before starting > 0 after starting |
| feed | the feed to use |
The tick order are always negative values.