How fast can Excel capture Real-Time Data (RTD)?

Question

My client's Excel sheet uses the RTD function to get stocks data from Schwab's ThinkOrSwim.

Example: =RTD("tos.rtd", , "BID", "AAPL")

When the cell changes, a Worksheet_Calculate event copies the values to a table.

We discovered that ToS updates its info several times a second, but my macro isn't capturing every one. It's been more like one every few seconds.

I'm limited with the experimentation I can do, because I personally can't get RTD to work. (But that's another posting.) I have to send my versions of the workbook to my client and let him them himself. For this issue, my guess is that either:

• The changes come in only every few seconds, because the transfer can't keep up with ToS's speed.
• The changes come into the feed several times per second, but the Worksheet_Calculate event can't trigger that fast.
• The worksheet calculates several times per second, but my macro can't keep up with Worksheet_Calculate.

If the last point is, in fact, the problem, I could change the macro so that instead of pasting the rows one at a time, it saves them in batches to an array and pastes them.

Do we have reason to believe that the issue is one of the other points?

Answer 1

Very slow, but depends on your internet and whether the file is on cloud or local.