I need to automate an Excel worksheet for polling high-frequency financial data on the Korean KOSPI200 index. I already have a worksheet set up that? calls a brokerage-developed DLL to return data, however only 40 records at a time are returned. Also, requesting data only occurs with a mouse click. I need to poll data at a frequency of at least once per second (my brokerage puts a limit on data requests at 60 requests per 30-second period). In addition, I would like to calculate in real-time the average, max value, min value, top 97.5% percentile and bottom 2.5% percentile for the highlighted columns in the worksheet.
Developers? may have difficulties because data? requests can only be made by customers of the brokerage and furthermore, the trading front-end is in Korean. I have? provided a description of the relevant classes and objects? in an attached file, but testing will probably have to be done at my end.?
## Deliverables
In the worksheet, 'FutOptRest_sample' only the 40 most-recent data records are retrieved when the 2nd button (under the first) is pressed. Also, each time data is retrieved, it overwrites the existing data. I need? the existing data to be preserved.
Currently, consecutive data is called using a for-next loop. I tried to use a Do While loop (which is commented out at the bottom of the code), but it didn't work. I need to find a way to automate the request process so I don't have to click everytime I want to see new data.
If the app will run faster in VB6, then please feel free to develop it in that language. However VB.NET must NOT be used, as my brokerage's system doesn't work so well with .NET.
Testing will be difficult, because the developer doesn't have access to my brokerage's trading program, which is in Korean. Testing will have to be done on my end, and I will record any errors that occur and get back to the developer.
If a copy of the relevant DLL's is needed, I can send them on request.
Thank you.