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
|
Feature |
Description |
| Settings | Configure global parameters controlling data behavior, defaults, and ICE XL system settings. |
| Quote Table | Displays real‑time market quotes with customizable fields, formatting options, and parameters. |
| Data Point | Retrieves individual market data values via dialog interface or direct Excel formula calls. |
| Time Series | Provides historical data with custom granularity (seconds to monthly) using date ranges and the ICESeries formula. |
| Formula Builder | Assists users in generating ICE XL formulas without needing manual syntax entry. |
| Forward Curve | Builds custom forward curve structures with symbols, studies, and formulas—creates editable Excel outputs. |
| Time & Sales | Delivers real‑time and historical tick‑level trade data (snapshot BID/ASK). |
| Waterfall | Streams market data in real time with customizable fields and filtering; live-updating table format. |
| Market Depth | Provides Level 2 order book data with configurable instruments, fields, depth, and display types (Market by Order / Market by Price). |
| Options | Creates customizable futures or equity options matrices including pricing, Greeks, Black‑Scholes metrics, and formatting controls. |
| Refresh | Updates ICE XL worksheets by refreshing data feeds and recalculating content. |
| Download Templates | Accesses pre‑built Excel templates designed for frequent market data workflows. |
| Training Videos | Offers video tutorials to guide users through ICE XL functionality. |
| 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. |
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.