How do I export data to Excel?

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 Field Codes.xlsx

 

Step-by-Step RTD Linking

1. Open a Market window/custom list: 

open market window

 

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.

select columns

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.

export data to Excel

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.

open as Excel sheet

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.

cell referencing Excel

 

=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.

paste into Excel

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)

 

last price instrument Excel

 

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.

change symbol ticker Excel

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)

import historical market data

4. Paste into Excel: 

paste historical data in 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")

request open price Excel

 

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:

formula open price Excel

formula open price Excel

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:

formula open price Excel

 

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.

Excel Analytics 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:

install Excel analytics add-in