How to export data from the terminal to Excel

Modified on Tue, 31 Aug 2021 at 11:33 AM

Infront can display live, streaming data or historical data from the Infront Terminal in Microsoft Excel. The rule of thumb is that if the column is available in Infront's market windows, custom lists or chains and there is data available, then you should be able to export this data to Excel.

Both RTD (Real Time Data) and DDE (Dynamic Data Exchange) links provide access to the same information. RTD, however, is a newer protocol that offers several advantages over DDE, including more flexibility and better performance and reliability.

System Requirements

• RTD requires Excel 2002 or later. For older version of Excel, use DDE links instead.
• The Infront terminal must be running in order for the RTD links to return any data; please make sure the Infront terminal has started and is completely logged in before opening any spreadsheets containing RTD links.

RTD Formula

An RTD formula consists of the following elements:

=RTD("ontrade.quotes","",feed code,symbol ticker,field name)

ontrade.quotes
Infront's terminal application name for the quotes module.
feed code
The cell which contains the market feed code
symbol ticker
The cell which contains the ticker symbol
field name
The cell that contains the name of the field data to display


In the below example, the formula is requesting the bid price for BMW on the Frankfurt Stock Exchange (XET):

=RTD("ontrade.quotes","","XET”,”BMW","bid")

All of the field names and market codes are available in the below document:

Feed and Fields Codes.xlsx


Step-by-Step RTD Linking

1. Open a Market window/custom list.

2. Right click on the column headings and choose "Select Columns". From the “Select Columns” window, you can add and delete column headings. These will be the fields you wish to export to Excel.

3. There are two ways to export to Excel using RTD links. The first step for both methods is to select the cells you want to be exported to Excel by holding down left click on the mouse and dragging the mouse across all of the data you want to export.

When you have highlighted your selection, you can export the selection to Excel following the below directions:

3.1 Open as Excel sheet

Left click on the Excel icon which appears to the top of the window. This will automatically open an Excel sheet with your selection. Alternatively, use the keyboard shortcut Ctrl + Shift + E when you make the selection.

If you click on one of the cells, you can see the RTD function used to get the data in the formula bar.

As you can see from the below, the formula uses cell referencing and is therefore dynamic and more flexible.

=RTD("ontrade.quotes","",$C6,$D6,F$5)

ontrade.quotes
Infront's terminal application name for the quotes module.
C6
The cell which contains the market feed code
D6
The cell which contains the ticker symbol
F5
The cell that contains the name of the field data to display


3.2 Copy RTF Link

Right click the selection and choose Edit > Copy RTD Link. Alternatively use the keyboard shortcut Ctrl + R.

Paste into Excel and the highlighted selection will populate the Excel worksheet.

If you click one of the cells you can see the RTD function used to get the data in the formula bar.

Differing from the cell referencing method used in the 3.1 example, this method is hard coded and references specific feed codes and ticker symbols in the formula.

=RTD("ontrade.quotes","","LSE","AV.","bid")

ontrade.quotes
Infront's terminal application name for the quotes module.
“LSE”  
The cell which contains the market feed code
“VOD”
The cell which contains the ticker symbol
“bid”
The cell that contains the name of the field data to display

RTD Cell referencing

One benefit of RTD links, is that it is like any other function in Excel. This means that RTD links support referencing to other cells (as can be seen in the section “How do I export data to Excel?).

An RTD formula consists of the following elements:

=RTD("ontrade.quotes","",feed code,symbol ticker,field name)

ontrade.quotes
Infront's terminal application name for the quotes module.
feed code  
The cell which contains the market feed code
symbol ticker
The cell which contains the ticker symbol
field name
The cell that contains the name of the field data to display


With the following formula (cell F6) to get the Last price for an instrument:

“ontrade.quotes”
Cell A1
feed code 
Cell C6 (LSE)
symbol ticker
Cell D6 (AV.)
field name
Cell F5 (last)

 

The result is shown above, and any changes to the feed code, ticker symbol or field name we make in cells C6 (feed code), D6 (symbol) and F5 (field name) will be reflected immediately in cell F6.

In the following example, I change the symbol ticker from AV. to VOD and the description and last price reflect this change.

The feed name and different field names can be easily found by referencing the Excel document "Feeds and Field Codes" or alternatively, in the Infront terminal by adding "Feed exchange code" or any other field as a column to a market or custom list.

Feed and Field codes.xlsx


Dynamic dates for historical data

Export dynamic historical data from Infront terminal using RTD to Excel. This means that each date is dynamically updated every day.

**Please note that it is only possible to copy RTD links for historical data if you have an Infront Plus terminal. If you do not have Infront Plus, you can still use “Copy DDE Link” when copying historical prices.

 

Historical RTD Formula

A historical RTD formula consists of the following elements:

            =RTD("ontrade.hist","",feed code,symbol ticker,"prices",row number,field name)

ontrade.hist
The module in the Infront terminal where data is requested
feed code
The cell which contains the market feed code
symbol ticker
The cell which contains the ticker symbol
prices
Specifies pricing data
row number
The date for the most recent day available will be 0. If the row is 1, this will always be yesterday, row 2 will be 2 days ago etc.
field name
The cell that contains the name of the field data to display

 

Step-by-Step Historical Data Export using RTD

1. Open a symbol overview. Navigate to the History tab.

2. Highlight the selection of data you want to export by holding down the left click on your mouse and dragging across your data selection.

3. Right click > Edit > Copy RTD Link (or use the keyboard shortcut Ctrl + R)

4. Paste into Excel:

In the below example, the formula is requesting the open price for BARC on feed LSE (London Stock Exchange) for the row 0 (the most recent date available):

=RTD("ontrade.hist","","LSE","BARC","Prices","0","open")

Static Historical Data by Date

Export static historical prices. This means that the data will not dynamically update every day, but rather be static and reference data on specific dates instead.

A historical RTD formula consists of the following elements:

            =RTD("ontrade.hist","",feed code,symbol ticker,PricesByDate,date,field name,CW/ C/ "")

ontrade.hist
The module in the Infront terminal where data is requested
feed code
The cell which contains the market feed code
symbol ticker
The cell which contains the ticker symbol
PricesByDate
Reference to a specific date in the formula
date
The date for which you want to view the data
field name
The cell that contains the name of the field data to display
CW
Copy data for weekdays only, do not copy weekends
C
Copy data for all days (including weekends)
“”
Copy data for all days excluding national holidays


For example, in the below example, the formula is requesting the open price for BMW on feed XET (Frankfurt Xetra, Equities) for 20/04/2017:

            =RTD("ontrade.hist","","XET","BMW","PricesByDate","2017-04-20","open","CW")

Using this method of exporting historical data, you can change the date to reflect the value of that specific date.

So for example, start by using cell referencing to reference a cell instead of a specific date in the formula.

Now, if I change the date in cell A1 from 20/04/2017 to 20/04/2016, the open price will change to reflect the open price on the new date.

Excel Add-in

The Infront Plus terminal comes with an advanced equity and sector Analytics platform. Install the Infront Excel Add-in to utilize the full depth of equity fundamental information available in Excel.

Download the Infront Excel Add-in

To download and install the Excel add-in, type “Excel” into the Ctrl +F search bar and choose “Install Excel Add-in”. This will direct you to the Infront website and a set of instructions for installing the Add-in.

Infront Analytics Knowledge Base

Once you have installed the Infront Excel Add-in, you can access the Infront Analytics Knowledge base through the terminal to help you effectively use the Add-in. To access this, please following the below directions:

Main menu > Analytics > Help Center > Knowledge Base > Excel Add-In



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