Excel and Desktop APIs

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With a seamless Excel integration and Desktop APIs, the Infront Professional terminal offers you all the tools to maximize your work.

Excel Add-in and RTD

Infront provides a two-way integration with Microsoft Excel, which lets you populate Excel spreadsheets with live market data and analytics from Infront, build your own or use ready-made Excel models, and import lists from Excel into the Infront terminal.

Live streaming market data into Excel

Easily populate Excel with streaming data from Infront and use it to build your own calculations.

 

Use one-click export or Excel Add-in

Infront provides two ways to export data from the Infront terminal to Excel. You can click on the Excel icon beside a data set to bring it up directly in Excel:

Or, you can begin in Excel. Use the integrated Excel Add-in to build your models and data sets and import data. You can also start with ready-made Excel models provided by Infront.

Import from Excel

Import your watch list, portfolio or basket of orders into Infront from an Excel spreadsheet with the easy to use Excel import function in the terminal.

 

 

 

Desktop APIs for R and Python

Using Infront’s Destop API for R and Python, you can conduct portfolio analyses, simulate extreme events and their effect on prices, create visualizations and indicators to better understand the market dynamics, and much more.

R and Python, as your daily companion with your Infront Professional terminal, provides you with over 114,000 open-source packages covering thousands of use cases.

Copy code snippets from your Infront Professional terminal

Quickly fetch data by selecting symbols in your Infront Professional terminal, and paste your snippet into your editor.

Clean and intuitive syntax and output

 With a consistent symbology across all Infront products, you can quikly modify requests. The outputs are presented neatly in date-time-indexed dataframes. 

 

library(InfrontConnect)

InfrontConnect(user = "myUser", password = "myPassword")

 

MySymbols = GetHistory(tickers = ("LSE:BLND","LSE:BLT","LSE:BNZL"), 

                       fields = ("open","high","low","last","bid","ask","volume"), 

                       start_date = "2017-07-28", 

                       end_date = "2017-08-27")