Purpose

The ICE XL add in allows users to access real time and historical data in an intuitive, flexible, and powerful interface.  The functionality and workflow encourages users to create dynamic worksheets that increase productivity and decrease risk.  The program uses Excel RTD calls and .NET in order to provide a light, responsive, and integrated tool.  From simple requests to complicated formulas, this Excel tool offers an easy and effective way to utilize data

 

ICE XL User Guide – Feature Summary Table

Icon

 Feature

Description
Settings

 Settings Configure global parameters controlling data behavior, defaults, and ICE XL system settings.
Quote table

 Quote Table Displays real‑time market quotes with customizable fields, formatting options, and parameters.
Datapoint

 Data Point Retrieves individual market data values via dialog interface or direct Excel formula calls.
Timeseries

 Time Series Provides historical data with custom granularity (seconds to monthly) using date ranges and the ICESeries formula.
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 Formula Builder Assists users in generating ICE XL formulas without needing manual syntax entry.
Curves

  Curves Builds custom forward curve structures with symbols, studies, and formulas—creates editable Excel outputs.
t&s

 Time & Sales Delivers real‑time and historical tick‑level trade data (snapshot BID/ASK).
Waterfall

 Waterfall Streams market data in real time with customizable fields and filtering; live-updating table format.
Market depth

 Market Depth Provides Level 2 order book data with configurable instruments, fields, depth, and display types (Market by Order / Market by Price).
Options

 Options Creates customizable futures or equity options matrices including pricing, Greeks, Black‑Scholes metrics, and formatting controls.
Refresh

 Refresh Updates ICE XL worksheets by refreshing data feeds and recalculating content.
Download Templates

 Download Templates Accesses pre‑built Excel templates designed for frequent market data workflows.
Training Videos

 Training Videos Offers video tutorials to guide users through ICE XL functionality.
Manage Version

 Manage Version Displays current ICE XL version and enables update management.
  Appendix Includes reference materials, support contact info, regional numbers, and ICE Service Community links.

Features

  • Excel RTD functions - Uses Excel syntax and is compatible with all other Excel functions and VBA codes
  • Clean, intuitive syntax - RTD syntax is precise and straightforward, enabling users to create powerful dynamic spreadsheets
  • Comprehensive data access - Handles the full gamut of request types, from live quotes to historical time-series values
  • Dynamic expressions - Allows for cell referencing, dynamic expressions, and concatenated strings to drive any aspect of your output
  • Flexible interface - The uncomplicated ICE XL interface generates output that can be modified from the output syntax itself or by returning to the interface
  • Lightweight technology - Built using Excel RTD calls and .NET to provide a light, responsive, and integrated tool
  • Productivity enhancement - Workflow designed to create dynamic worksheets that increase productivity and decrease risk
  • Real-time and historical data - Provides access to both real-time and historical data in an intuitive, flexible, and powerful interface
     

Tips

  • Live vs. Snapshot: By default, quotes update in real-time. Switch to "Download Values" in Parameters for snapshot data
  • Layout Options: Use Parameters to flip between horizontal (fields as columns) or vertical (fields as rows) layouts
  • Cell References: Check "Use Reference" in Parameters to link symbols/fields to other cells—makes updates easier!
  • ICE XL data operates like normal Excel data, so you can format cells, write formulas, and perform calculations without any special steps.
  • Combine ICE XL data with your custom Excel formulas, formatting, charts, and pivot tables.