What is it?
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Real-Time Data (RTD) is a Windows®-specific function that allows Microsoft Excel® users to retrieve and display data from external sources in real time.
The thinkorswim® platform has an RTD plugin included which enables users to call our Component Object Model (COM) Automation server to stream watchlist data (from the MarketWatch > Quotes tab) into Excel. Once you connect to the RTD function and click on one of the imported cells, you will see the function calling the data from the COM Automation server running in thinkorswim.
Examples
To get the Description of symbol NDX, the following formula is loaded into the cell:=RTD("thinkorswim.rtd", , "DESCRIPTION", "NDX")
For LAST formula is as follows:=RTD("thinkorswim.rtd", , "LAST", "NDX")
These formulas call the RTD server running locally on the computer, which then consume data from thinkorswim.
How to Activate the Feed
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To activate the feed:
- Navigate to MarketWatch > Quotes in thinkorswim.
- Load the watchlist you want to export/view in Excel.
- Click the Show actions [ icon (under OnDemand).
- Select Export > To Microsoft Excel. You will be then prompted to paste the live data into Excel.
- Open Excel.
- Right-click and paste (or use Ctrl+V) in the first cell.
NOTE: If your thinkorswim platform is installed for "All users" (into the Program Files folder), you will need to ensure Excel is run as administrator to activate the feed.
Supported Functions
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To see the full list of supported RTD functions within thinkorswim:
- Navigate to MarketWatch > Quotes.
- Click the Show actions [ icon (under OnDemand).
- Select Export > Help on data Export.
RTD Formula
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The "Export to Excel" feature will export data using the following standard formula:
=RTD("thinkorswim.rtd", , "FIELD", "SYMBOL")
For example:
=RTD("thinkorswim.rtd", , "LAST", "SCHW")
Find the list of the exportable columns here:
List of exportable columns
- 52HIGH
- 52LOW
- ACT_WARNING
- ASK
- ASKX
- ASK_SIZE
- AV_TRADE_PRICE
- AX
- BACK_EX_MOVE
- BACK_VOL
- BA_SIZE
- BETA
- BID
- BIDX
- BID_SIZE
- BX
- CALL_VOLUME_INDEX
- CLOSE
- COVERED_RETURN
- DELTA
- DESCRIPTION
- DIV
- DIV_FREQ
- EPR Lower
- EPR Upper
- EXCHANGE
- EXPIRATION
- EXPIRATION_DAY
- EXTRINSIC
- EX_DIV_DATE
- EX_MOVE_DIFF
- FRONT_EX_MOVE
- FRONT_VOL
- FX_PAIR
- GAMMA
- HIGH
- HTB_ETB
- IMPL_VOL
- INITIAL_MARGIN
- INTRINSIC
- LAST
- LASTX
- LAST_SIZE
- LOW
- LX
- MARK
- MARKET_CAP
- MARK_CHANGE
- MARK_PERCENT_CHANGE
- MARK_PERCENT_UNDERLYING
- MAX_COVERED_RETURN
- MRKT_MKR_MOVE
- MT_NEWS (Currently causing issues when exporting)
- NAME
- NET_CHANGE
- OPEN
- OPEN_INT
- OPTION_VOLUME_INDEX
- PE
- PERCENT_CHANGE
- PERCENT_IN_THE_COLUMN
- PERCENT_OUT_THE_MONEY
- POSITION_N_L
- POSITION_QTY
- PROB_OF_EXPIRING
- PROB_OF_TOUCHING
- PROB_OTM
- PUT_CALL_RATIO
- PUT_VOLUME_INDEX
- P_L_DAY
- P_L_OPEN
- P_L_PERCENT
- P_L_YTD
- QUOTE_TREND
- RHO
- ROC
- ROR
- SHARES
- STOCK_BETA
- STRENGTH_METER
- STRIKE
- SYMBOL
- THETA
- VEGA
- VOLUME
- VOL_DIFF
- VOL_INDEX
- WEIGHTED_BACK_VOL
- YIELD
- MISC
Note that you can also export all of your custom columns.
FAQs
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1. Can I use RTD on macOS?
- No, macOS is not currently supported. Microsoft only supports RTD on Windows operating systems.
2. Can I use RTD with the web version of Excel?
- No, the web version of Excel doesn't support RTD. Clients will need to have the full desktop version of Excel to use RTD.
3. If I add/remove columns and/or symbols to a watchlist, will that sync with Excel?
- If you add/remove columns or symbols to a watchlist in thinkorswim, then you will need to export from thinkorswim again to manually sync the changes. There is not a way to have Excel automatically pick up changes made to a watchlist on thinkorswim.
4. My Excel worksheet stopped updating but other Excel sheets are working and pulling data from thinkorswim through RTD. What is the issue?
- This is likely due to an issue with the Excel sheet, but it could also be Excel settings. You can try restoring the worksheet from a backup or reaching out to Microsoft Office Support.
5. I am receiving an error (Unexpected error detected. java.lang.NullPointerException null). How do I prevent this when exporting?
- If this error pops up when exporting, a common cause of this is the column “MT_NEWS.” By removing this column before exporting, you can prevent this error.
Troubleshooting RTD
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Below are a few troubleshooting steps you can try if RTD is not exporting correctly to Excel:
1. Check the folder that thinkorswim is installed to. An easy way to do this is to right-click on the thinkorswim desktop icon and select Properties.
If thinkorswim is installed to a local folder and not the main Program Files folder, this is likely the issue. Sometimes Excel cannot locate the THINKORSWIM RTD plugin if it is not installed to the main Program Files folder.
2. Open a new, blank Excel sheet and paste the formulas generated from thinkorswim under the MarketWatch > Quotes tab.
If the data is streaming and working as expected in the new Excel sheet, then the issue is with the previously used Excel sheet. You can try restoring the file from a backup (if you have one) or rebuilding the Excel sheet.
3. When using spreadsheets with RTD formulas, be sure to have only one instance of the thinkorswim application open. It is also recommended to only run one spreadsheet document with RTD formulas open at a time.
4. Restart the computer: RTD works as a service in the background, so restarting the computer will restart the service.
5. Ensure Formulas > Calculation mode is set to Automatic.