Learn how to use IBKR TWS Excel APIs, featuring the RealTimeData Server with our GitHub Reference Guide.
The IBKR API – RTD Server for Excel is a dynamic link library that allows our clients to request real-time market data from IBKR’s Trader Workstation (TWS) via our API, as well as Microsoft Excel. RTD technology is open source and thus very popular. It is a newer technology compared to Excel DDE and easier to use compared to VB-built ActiveX. Take a look at this comparison of Excel API features:
Image Source: IBKR API Support Team
Follow the below installation instructions:
- Install the IBKR API from here http://interactivebrokers.github.io/.
The RTD Server is built in C# so the source file will be installed in the TWS API/source/CSharpClient/TwsRtdServer directory.
- The latest TWS from here: https://www.interactivebrokers.com/en/index.php?f=16040
- Excel RTD Server API serves as a dynamic link library that helps algo traders get real-time market data from TWS via the API using Microsoft Excel. Explore this setup and requirements https://interactivebrokers.github.io/tws-api/tws_rtd_server.html
A sample RTD spreadsheet is provided within the API installation directory. Visit the GitHub page for details: https://interactivebrokers.github.io/tws-api/rtd_examples.html
Important to remember is that API installer for RTD Server is compatible with 64-bit Excel.
Disclosure: Interactive Brokers
The analysis in this material is provided for information only and is not and should not be construed as an offer to sell or the solicitation of an offer to buy any security. To the extent that this material discusses general market activity, industry or sector trends or other broad-based economic or political conditions, it should not be construed as research or investment advice. To the extent that it includes references to specific securities, commodities, currencies, or other instruments, those references do not constitute a recommendation by IBKR to buy, sell or hold such investments. This material does not and is not intended to take into account the particular financial conditions, investment objectives or requirements of individual customers. Before acting on this material, you should consider whether it is suitable for your particular circumstances and, as necessary, seek professional advice.