Excel Price Feed includes several functions which are specially designed to be used from VBA. They all begin with EPF.IG.VBA and can be used for market analysis, position analysis etc.
EPF.IG.VBA.Mid
EPF.IG.VBA.Bid
EPF.IG.VBA.Offer
EPF.IG.VBA.High
EPF.IG.VBA.Low
EPF.IG.VBA.Change
EPF.IG.VBA.ChangePercent
EPF.IG.VBA.MarketID
EPF.IG.VBA.TradeableStatus
EPF.IG.VBA.MarginFactor
EPF.IG.VBA.MinimumDealSize
EPF.IG.VBA.MinimumDealSizeUnits
EPF.IG.VBA.MinimumStopOrLimitDistance
EPF.IG.VBA.MinimumStopOrLimitDistanceUnits
EPF.IG.VBA.MaximumStopOrLimitDistance
EPF.IG.VBA.MaximumStopOrLimitDistanceUnits
Returns the current value for the specified epic code.
returnValue = Application.Run(functionName, epicCode)
All of these functions have the one single parameter:
Parameter | Description |
---|---|
epicCode | The IG Index epic code for the instrument |
1. Return the live mid price of EURUSD spot:
Dim midPrice As Variant
midPrice = Application.Run("EPF.IG.VBA.Mid", "CS.D.EURUSD.TODAY.IP")
2. Return the live bid price of Apple stock:
Dim bidPrice As Variant
bidPrice = Application.Run("EPF.IG.VBA.Bid", "UA.D.AAPL.DAILY.IP")
2. Return the minimum deal size for GBPUSD:
Dim bidPrice As Variant
bidPrice = Application.Run("EPF.IG.VBA.MinimumDealSize", "CS.D.GBPUSD.TODAY.IP")
EPF.IG.VBA.SentimentLong
EPF.IG.VBA.SentimentShort
Returns the current IG Index client sentiment (long or short) for the specified the market id.
longSentiment = Application.Run("EPF.IG.VBA.SentimentLong", marketID)
shortSentiment = Application.Run("EPF.IG.VBA.SentimentShort", marketID)
These functions all have the one single parameter:
Parameter | Description |
---|---|
marketID | The IG Index market id for the instrument |
1. Return the current short sentiment value of EURUSD spot:
Dim shortSentiment As Variant
shortSentiment = Application.Run("EPF.IG.VBA.SentimentShort", "EURUSD")
2. Return the current long sentiment value of Apple stock:
Dim longSentiment As Variant
longSentiment = Application.Run("EPF.IG.VBA.SentimentLong", "AAPL")
EPF.IG.VBA.Positions
Retrieves all open positions.
returnValue = Application.Run("EPF.IG.VBA.Positions")
The EPF.IG.VBA.CloseAllPositions function has no parameters and returns a VBA variant array containing current position information.
The structure of the array is:
Array Index | Description |
---|---|
1 | The IG Index epic code eg: CS.D.EURUSD.TODAY.IP |
2 | The instrument name |
3 | The position size |
4 | The opening level of the position |
5 | The current price of the instrument (bid or offer depending on long or short) |
6 | Stop Level |
7 | Limit Level |
8 | Profit/Loss |
9 | Deal ID |