Getting Started

Step One:

Open the EveryTick Spreadsheet and enter your user name and password.

Step Two:

Navigate to the Settings Tab

Step Three:

Choose your data feed provider from the dropdown list. This will ensure that the data is written in the correct format that your Trading Software provider requires.

Step Four:

Choose the directory where you'd like the data files to be stored. For SierraChart, this will be C:\SierraChart\Data\. For any of the other Trading Software providers, you are free to create a folder anywhere you'd like to designate as the data folder. Be sure to use a backslash (\) and not a forward slash(/). Also, don't forget the trailing slash at the end of the path like this:

Step Five:

Choose the interval (in seconds) that you'd like the data written to your files. For example, entering a number "1" will write data to your files every 1 second. This can be changed at anytime (even while EveryTick is running). For example, if you want data written every 1 second during the first hour of trading (when volume is the heaviest) but then would like to reduce the interval to every 2 seconds, you can simply change the "1" to a "2" without stopping the EveryTick Macro. Thereafter, the timestamps will spread out to every 2 seconds.

Last Step:

Make up a Text symbol and enter it into Column 1 of the "Write" sheet. Be careful not to use any existing symbols that trade on any exchanges. To be safe, you might want to include a number in the symbol you make up. For instance AAPL1 is sure not to interfere with AAPL. Now enter a DDE or RTD subscription code into Column 2. For instance, for IQFeed, the DDE format is =IQLINK|AAPL!Last or IQLINK=|AAPL!Volume. Then press "Start." You are now logging data!

Other Tips and a Couple of Rules

  1. For tracking Volume, enter a DDE or RTD subscription code into Column 3. Typically, volume data is fed as the total volume of the day and the value climbs throughout the day. If you only want to write the Volume that has occurred over your write interval (i.e. over the last X seconds based on your Settings), just make the text in that cell Bold. This will ensure that if volume shifts upward from 50,200 to 50,300, that only a value of 100 gets written out.
  2. Be sure to keep the rows on the Write tab consecutive. Avoid having a row filled with data you want to write on Rows 1, 3, 8 and 9. Instead always use consecutive rows like 1, 2, 3 & 4.
  3. Advanced Strategies

  4. Don't just limit yourself to writing out an Instruments' Last Price and Volume. Instead of putting a DDE or RTD directly into the Write sheet, create a new sheet, add the DDE or RTD link there and build your own Technical Indicators from its data. Try combining it's volume with other members from its Sector or tracking all of the volume from its options contracts. You can also use DDE or RTD links to Indicator Data if your Trading Platform provides them.