I pull in thousands of lines of real-time / tick-by-tick stock option data via my brokerage's RTD server, and I then run a bunch of formulas / calculations on all of the data I pull in (some of them resource-intensive, like real-time ranking, INDEX lookups on a table of 4,000+ rows, etc, though I've made a point to avoid array or dynamic formulas which I'm told are resource-hogs). This results in a performance lag rendering my book largely unusable.
For example: when I populate a new workbook with ONLY the RTD formulas, all of the cells update very promptly (at least once / second). However in my workbook with all of the ancillary formulas and calculations, cells can take 45-seconds or more to update after a value changes in the brokerage's software window, rendering it un-usable for live trading.
But I got an interesting suggestion: if it's the auto-calculation resulting from every new tick (of which there are hundreds coming in every second) that's causing the lag, maybe I can set my workbook to MANUAL calculation, and simply emulate auto-calc by forcing a recalc at a prescribed interval (maybe once / second). How would I accomplish that?
For example: when I populate a new workbook with ONLY the RTD formulas, all of the cells update very promptly (at least once / second). However in my workbook with all of the ancillary formulas and calculations, cells can take 45-seconds or more to update after a value changes in the brokerage's software window, rendering it un-usable for live trading.
But I got an interesting suggestion: if it's the auto-calculation resulting from every new tick (of which there are hundreds coming in every second) that's causing the lag, maybe I can set my workbook to MANUAL calculation, and simply emulate auto-calc by forcing a recalc at a prescribed interval (maybe once / second). How would I accomplish that?