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Smoothing real-time data in Excel

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programmernovice

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Aug 9, 2021, 11:23:55 AM8/9/21
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I receive into Excel some real-time data which varies constantly.

For example, Cell A4 contains a number which varies in real time. How would I set up a VBA script so that one number every 15 seconds is stored and after some given time interval (say 3 minutes) their average is computed and posted to Cell A5?

This would allow the smoothing of data, and give more accurate results than the individual numbers.

It would seem inconvenient to store so many numbers temporarily on the worksheet itself, so it may be necessary to name some container containing them.

I'd appreciate all hints, suggestions, etc. on how to go about this. Many thanks in advance.

Auric__

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Aug 10, 2021, 12:35:20 PM8/10/21
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It might be better to do this outside of Excel. Where does the data come from
in the first place? How is it acquired? How is it imported into Excel?

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Problem not solved, but acceptably worked around.

programmernovice

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Aug 10, 2021, 3:56:50 PM8/10/21
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On Tuesday, August 10, 2021 at 11:35:20 AM UTC-5, Auric__ wrote:

> It might be better to do this outside of Excel. Where does the data come from
> in the first place? How is it acquired? How is it imported into Excel?

Thanks for replying.

Data is from financial markets, via RTD from a broker. It is imported into Excel using a formula for the RTD platform, by specifying the variables for the instrument in question into the formula (for instance date, symbol, bid, asked, etc). It works very well with Excel, but the real time numbers jump around and there needs to be some procedure to establish a trend, for instance using a moving average.

I can do some rudimentary VBA programming in Excel, but would not know how to use any outside program for the purpose.

Thanks again.


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