Getting Started

General Formulas

Technical Analysis Toolkit

Yahoo Finance

IG Index / IG Markets

EODHistoricalData.com

Quandl

VBA Functions Reference: IG Index

All Excel Price Feed VBA functions can be used from VBA by using the Application.Run function.

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.

Click on a category below to view the formulas:

Live Market/Price Functions
Streaming Control Functions
Client Sentiment Functions
Historical Client Sentiment
Positions

Live Market/Price Functions

`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`

Description

Returns the current value for the specified epic code.

Syntax

`returnValue = Application.Run(functionName, epicCode)`

All of these functions have the one single parameter:

Parameters

Parameter	Description
epicCode	The IG Index epic code for the instrument

Examples

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")

3. Return the minimum deal size for GBPUSD:


                Dim bidPrice As Variant

                bidPrice = Application.Run("EPF.IG.VBA.MinimumDealSize", "CS.D.GBPUSD.TODAY.IP")

Streaming Control Functions

`EPF.IG.VBA.StartStreaming`

`EPF.IG.VBA.StopStreaming`

Description

These functions control streaming data from IG, they take no parameters, and if successful return an empty string otherwise an error message:

Syntax

`returnValue = Application.Run("EPF.IG.VBA.StartStreaming")`

`returnValue = Application.Run("EPF.IG.VBA.StopStreaming")`

Client Sentiment Functions

`EPF.IG.VBA.SentimentLong`

`EPF.IG.VBA.SentimentShort`

Description

Returns the current IG Index client sentiment (long or short) for the specified the market id.

Syntax

`longSentiment = Application.Run("EPF.IG.VBA.SentimentLong", marketID)`

`shortSentiment = Application.Run("EPF.IG.VBA.SentimentShort", marketID)`

These functions all have the one single parameter:

Parameters

Parameter	Description
marketID	The IG Index market id for the instrument

Examples

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")

Historical Client Sentiment Functions

`EPF.IG.VBA.SentimentHistoricDailyLookback`

`EPF.IG.VBA.SentimentHistoricHourlyLookback`

Description

Returns historical IG Index client sentiment for the specified epic and number of points.

Syntax

`historicalSentiment = Application.Run("EPF.IG.VBA.SentimentHistoricDailyLookback", epic, numDataPoints, order, includeHeaders)`

These two functions have 4 parameters:

Parameters

Parameter	Description
epic	The IG Index epic code for the instrument
numDataPoints	The requested number of points to return (lookback period), either number of hours or days depending on the function
order	The order to return the data, either "Desc" so latest first otherwise "Asc" which is for oldest first
includeHeaders	Whether to include the column headers in the returned array, either 1 or headers or 0 for no headers

The variant array returned has the following "columns":

Array Index	Description
1	The date/time
2	The IG Index epic code eg: CS.D.EURUSD.TODAY.IP
3	The percentage of clients long at the close of the period
4	The percentage of clients short at the close of the period
5	The percentage of clients long at the open of the period
6	The percentage of clients short at the open of the period
7	The high percentage of clients long during the period
8	The high percentage of clients short during the period
9	The low percentage of clients long during the period
9	The low percentage of clients short during the period

Examples

1. Return the historical daily client sentiment of the S&P500 for the past 10 days (in descending order with column headers):


                Dim historicalSentiment As Variant

                historicalSentiment = Application.Run("EPF.IG.VBA.SentimentHistoricDailyLookback", "IX.D.SPTRD.DAILY.IP", 10, "Desc", 1)

IG Index Excel VBA historical client sentiment function

2. Return the historical hourly client sentiment of bitcoin for the past 24 hours (in ascending order with column headers:


                Dim historicalSentiment As Variant

                historicalSentiment = Application.Run("EPF.IG.VBA.SentimentHistoricHourlyLookback", "CS.D.BITCOIN.TODAY.IP", 24, "Asc", 1)

Positions Function

`EPF.IG.VBA.Positions`

Description

Retrieves all open positions.

Syntax

`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