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The AspenTick function facilitates real-time data exports from Excel to Aspen. AspenTick automatically updates a synthetic symbol whenever an Excel cell changes.
Prior to using AspenTick, you must first, create a synthetic symbol in the Aspen database.
The AspenTick function sends information to Aspen as tick data. The Aspen Graphics Server places tick data in its TICKS.DAT database file. You will be able to see exported ticks in 0 to 1439 minute charts, but not in charts derived from daily data.
To insert daily data, use Visual Basic for Applications (VBA) to keep track of the daily bar during the trading day. Then, insert the daily bar at market close using the method described in Exporting Historical Data from Excel topic.
Once you have a cell in Excel that is producing the values you want to export to Aspen, follow these steps:
Select Function... from the Insert menu.
This displays the Paste Function dialog.
In the Function Category pane, choose User Defined.
In the Function Name pane, select AspenTick.
Click OK.
Excel's formula syntax helper is displayed.
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Field |
Entry |
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Symbol |
Enter the name of the symbol you created.
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Price |
Single-left click on the cell which contains the value that you want to link to Aspen.
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Count |
To have this link update only when its value changes, enter a zero (0). If this field is left blank, the link will update any time any link on the spreadsheet updates.
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Bate |
If you want to define the price as a TRADE, BID, ASK, SETTLE, OPEN or CLOSE, enter that quote code here. If left blank, it will default to Trade.
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TkVol |
Enter the tick volume associated with the price. If left blank, the value will be 1. |
Click Finish to return to the spreadsheet.
In Aspen Graphics, display a tick chart (0 minute), and enter the name of the symbol you created. You will see ticks plot on the chart as the value updates in Excel.