Excel Setup

What it is

The Excel tools let you place orders into one or many accounts straight from a spreadsheet. There are ready-made bulk order tools for copying and placing orders across accounts, and an Add-in that exposes all the API functions for anyone who codes strategies in VBA (Excel macros).

How it connects

Excel is a bridge client. Your spreadsheet writes order requests to files on your computer. The Desktop Client, running locally, reads those files and sends the real instructions on to AutoTrader Web and your broker. So you need the Desktop Client installed and running.

Before you begin

Have these ready first:

• The AutoTrader Desktop Client, installed and running in MONITORING state.
• Excel on Windows or Mac.
• An AutoTrader Web account, with your API key set in the Desktop Client.
• At least one broker account added as a pseudo account.

Important note for option traders

The desktop client has a feature called Parallel Execution. It is on by default and runs orders in parallel, which speeds up execution. The downside is that when you send orders in bulk, the order of execution is not guaranteed.

This matters for option strategy traders who need their orders to reach the broker in a fixed sequence. To keep your orders in order, turn off Parallel Execution in the desktop client settings. See the desktop client settings to know more.

Tools

We provide bulk order tools in Excel that place orders in multiple accounts. All sample files are in the Excel Utilities folder.

You can make as many copies of these Excel tools as you like. Many users keep one copy per strategy. These are normal Excel files, so you can do a lot of automation to auto-fill the order data using Excel formulae or Excel macros.

There are 4 bulk order utilities, described below.

Warnings to clear first

Excel may show the warnings below. Here is what to do for each (see the screenshots that follow).

• Enable Editing
• Enable Content (Enable Macros)
• Unblock Macros
  • Open Windows File Explorer and go to the folder where you saved the file.
  • Right-click the file and choose Properties from the context menu.
  • At the bottom of the General tab, select the Unblock checkbox and select OK.
• Mac OS (the following changes are only needed on Mac OS)
  • Enter communication folder path
    • This is only needed on Mac OS or non-Windows operating systems.
    • Go to the “settings” sheet and enter the “communication folder” value. You can find this value in the at-desktop application’s settings tab.
  • Allow folder access
    • This is only needed on Mac OS or non-Windows operating systems.
    • Give read/write access to the communication folder (Default: /Users/user_name/autotrader).

See the screenshots below for more details.

Enable Editing

Enable Macros

Excel – Unblock Macros

Allow folder access on Mac OS

Tool 1 – Copy bulk orders across multiple accounts

Download

This tool lets you:

• Copy many orders across many accounts
• Place bulk orders into one or many accounts across different brokers
• Place bulk orders at a specific time (for example, when the market starts)

Enter your orders in the orders sheet. There is no limit on the number of orders; the system stops when it sees a blank row.

The system enters every order in the sheet into every account listed in the accounts sheet. So if you enter one order and have 3 accounts in the accounts sheet, your order is copied across all 3 accounts. These accounts must be pseudo accounts.

Tool 2 – Copy a single order across multiple accounts with different quantity

Download

This tool lets you:

• Copy one order across many accounts, but with different quantities
• Place a single order into one or many accounts across different brokers
• Place the order at a specific time (for example, when the market starts)

Enter your orders in the orders sheet. There is no limit on the number of orders; the system stops when it sees a blank row.

Enter the quantities in the accounts sheet.

The system enters the order into every account listed in the accounts sheet. So if you enter one order and have 3 accounts in the accounts sheet, your order is copied across all 3 accounts. These accounts must be pseudo accounts. Each account uses the quantity you set in the accounts sheet.

Tool 3 – Place bulk orders across multiple accounts

Download

This tool lets you:

• Place bulk orders into one or many accounts across different brokers
• Place bulk orders at a specific time (for example, when the market starts)
• Note: This Excel tool does not copy orders. It only places orders.

Enter your orders in the orders sheet along with the pseudo accounts in the last column. There is no limit on the number of orders; the system stops when it sees a blank row.

The system enters every order in the sheet into its respective pseudo account.

Tool 4 – Order splitting or slicing

Download

Note: This feature is now supported on our website. There is no need to use this Excel tool for order splitting.

This tool lets you:

• Split or slice an order with a large quantity into smaller order slices
• This is useful to get past the maximum quantity limit for an order (also known as the Quantity Freeze Limit)
• Copy many orders across many accounts
• Place bulk orders into one or many accounts across different brokers
• Place bulk orders at a specific time (for example, when the market starts)

Enter your orders in the orders sheet. There is no limit on the number of orders; the system stops when it sees a blank row.

The system enters every order in the sheet into every account listed in the accounts sheet. So if you enter one order and have 3 accounts in the accounts sheet, your order is copied across all 3 accounts. These accounts must be pseudo accounts.

More information

Find the correct Exchange & Symbol from the Global Instrument Search system. Remember to use the Broker Independent Symbol assigned by AutoTrader.

Certain columns must have valid values. You can see these in the validation sheet.

The timer sheet lets you set a timer. When the timer expires, all of your orders are placed. This is very useful in some cases. For example, many traders want their orders entered exactly when the market starts. This feature uses system time, so make sure your system time is correctly synced with the stock exchange time.

Excel users are advised to keep Portfolio Sync OFF in the Desktop Client’s settings tab.

Add-in

The Add-in provides all the API functions of AutoTrader Web. It is useful for Excel developers who code trading strategies in VBA (Excel macros).

Download Add-in

See the “Add or remove an Excel add-in” section in the Excel Add-in install guide.

Make sure you install and activate the add-in using the steps on the link above.

API functions

A detailed explanation, with examples, is provided for each function in the API documentation.