I'm usign the RTD function in excel to retrieve data from Thinkorswim. The data comes in as text (I presume, since its on the left side of the cell), I need the data to be number, so I can use it in calculations. See attached spreadsheet for example (you need thinkorswim to get the function to work). The RTD function “pulls” data from Thinkorswim but Thinkorswim is not allowed to “push” data to Excel. Therefore Thinkorswim is not able to push a new list of ticker symbols into Excel. In order to update the list of ticker symbols in Excel you must manually export them from Thinkorswim. RTD links from Thinkorswim; RTD database quotes; An RTD spreadsheet; John Locke's RTD presentations. Part 1; Part 2; Part 3; Part 4; WEBINAR NOTES. Mac Excel cannot do RTD. Set display settings in TOS to 5 decimals places to minimize rounding errors. F9 refreshes a spreadsheet; RTD.ThrottleInterval defaults to two seconds.

Connecting ThinkOrSwim to Excel via RTD Hi forum. I have the tradingplatform Think or Swim (ToS) and would like to get live datafeed from ToS to Excel via the RTD. As far as I know, we can't use the RTD server directly in vb.net application. You can use Excel automation and set the formula of a cell to the RTD function and use the timer to read the corresponding value. Here is the code example about automating Excel and read the corresponding data from the cell. Hope this helps.

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smithers63/tos_rtdBy Daniel Smith

Listen to real-time data feed from ThinkOrSwim using Node JS and Excel

Documentation Initial release of tos_rtd

Removed vba fileCleanup of VBA script text. Removed .vba file. added commentCommits on Apr 10, 2020Removed gitignoreRemoved password for VBA scriptadded gitignoreused 'code' formatting for snippetdropped period in headerUpdate README.mdremoved non-technical verbiage.Update README.mdUpdate README.mdInitial commit including Excel file and Node script.Initial commit

Full source code including readme, vba, and Node JS script.

Overview

The RTD database contains preconfigured tables for getting real-time data from Thinkorswim thinkDesktop.

Quote tables are designed for getting data for stocks, futures, and currency pairs. Use option tables for options.

Since RealTimeToDB 2.5, RTD functions are used by default.
To update existing DDE formulas, you can use patches from the database folders.

You can disable unusable columns to reduce the server overhead.

Note that Thinkorswim thinkDesktop can crash if more than 200 000 topics are being requested.

The RTD server does not contain an actual data time field.
The DateTime, Date, and Time fields are updated using the PC time adjusted to the table time zone (Eastern Standard Time).

Real-Time Data Tables

Table Configurations

Microsoft SQL Server and Microsoft SQL Server Compact:

TABLE_SCHEMA	TABLE_NAME	LOAD_CODE	IS_HISTORY
`rtd`	QuoteListTOS
`rtd`	QuotesTOS	`SELECT Code AS Symbol FROM rtd.QuoteListTOS`
`rtd`	QuoteDayHistoryTOS	`SELECT Code AS Symbol FROM rtd.QuoteListTOS`
`rtd`	QuoteTickHistoryTOS	`SELECT Code AS Symbol FROM rtd.QuoteListTOS`	1

MySQL, MariaDB, and PostgreSQL:

TABLE_SCHEMA	TABLE_NAME	LOAD_CODE	IS_HISTORY
`rtd`	quote_list_tos
`rtd`	quotes_tos	`SELECT CODE AS SYMBOL FROM rtd.quote_list_tos`
`rtd`	quote_day_history_tos	`SELECT CODE AS SYMBOL FROM rtd.quote_list_tos`
`rtd`	quote_tick_history_tos	`SELECT CODE AS SYMBOL FROM rtd.quote_list_tos`	1

Oracle Database, IBM DB2, and NuoDB:

TABLE_SCHEMA	TABLE_NAME	LOAD_CODE	IS_HISTORY
`RTD`	QUOTE_LIST_TOS
`RTD`	QUOTES_TOS	`SELECT CODE AS SYMBOL FROM RTD.QUOTE_LIST_TOS`
`RTD`	QUOTE_DAY_HISTORY_TOS	`SELECT CODE AS SYMBOL FROM RTD.QUOTE_LIST_TOS`
`RTD`	QUOTE_TICK_HISTORY_TOS	`SELECT CODE AS SYMBOL FROM RTD.QUOTE_LIST_TOS`	1

* Click on the table name to go to the table description.

Task Table Examples

Thinkorswim Rtd Excel File

rtd.QuoteListTOS for Microsoft SQL Server and Microsoft SQL Server Compact:

Code
AAPL
GOOG

rtd.quote_list_tos for MySQL, MariaDB, Oracle Database, IBM DB2, NuoDB, and PostgreSQL:

CODE
AAPL
GOOG

Primary Key Columns

Microsoft SQL Server and Microsoft SQL Server Compact:

TABLE_SCHEMA	TABLE_NAME	COLUMN_NAME	RTD_FORMULA	COMMENT
`rtd`	QuotesTOS	Symbol	`PK`
`rtd`	QuoteDayHistoryTOS	Symbol	`PK`
`rtd`	QuoteDayHistoryTOS	Date	`=Date()`	`PK`
`rtd`	QuoteTickHistoryTOS	ID	`PK, IDENTITY`

MySQL, MariaDB, and PostgreSQL:

TABLE_SCHEMA	TABLE_NAME	COLUMN_NAME	RTD_FORMULA	COMMENT
`rtd`	quotes_tos	SYMBOL	`PK`
`rtd`	quote_day_history_tos	SYMBOL	`PK`
`rtd`	quote_day_history_tos	DATE	`=Date()`	`PK`
`rtd`	quote_tick_history_tos	ID	`PK, IDENTITY`

Thinkorswim Rtd Excel

Oracle Database, IBM DB2, and NuoDB:

TABLE_SCHEMA	TABLE_NAME	COLUMN_NAME	RTD_FORMULA	COMMENT
`RTD`	QUOTES_TOS	SYMBOL	`PK`
`RTD`	QUOTE_DAY_HISTORY_TOS	SYMBOL	`PK`
`RTD`	QUOTE_DAY_HISTORY_TOS	DATE	`=Date()`	`PK`
`RTD`	QUOTE_TICK_HISTORY_TOS	ID	`PK, IDENTITY`

Real-Time Formulas for Microsoft SQL Server and Microsoft SQL Server Compact

rtd.QuotesTOS

The table contains the last data values of stocks, futures, and currency pairs from Thinkorswim thinkDesktop.

COLUMN_NAME	RTD_FORMULA	COMMENT
Symbol	`PK`
DateTime	`=DateTime()`
Date	`=Date()`
Time	`=Time()`
Description	`=RTD('tos.rtd','DESCRIPTION',[Symbol])`
Last	`=RTD('tos.rtd','LAST',[Symbol])`
Change	`=RTD('tos.rtd','NET_CHANGE',[Symbol])`
PercentChange	`=RTD('tos.rtd','PERCENT_CHANGE',[Symbol])`
LastSize	`=RTD('tos.rtd','LAST_SIZE',[Symbol])`
LastX	`=RTD('tos.rtd','LX',[Symbol])`
Mark	`=RTD('tos.rtd','MARK',[Symbol])`
MarkChange	`=RTD('tos.rtd','`