Conrad,

Another approach, suitable at least for passive applications, is to monitor real time market data within Excel using the RTD("tos.rtd", ...) function. "tos" is an acronym for Think Or Swim, an option trading subsidiary of TDAmeritrade. The market data, once in Excel, can be accessed from Mathematica using NetLink.

TraderXL sounds interesting.

Tom

Kay, I am just getting started into this, but my strategy at the moment is going to be pass through to Excel via TraderXL for the actual trade executions. Their macro works (confirmed) and it's free. I was looking for a more elegant way to do it just now until I stumbled on your post.

Hello! -Conrad