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I have implemented some spread trading in futures from an Excel
spreadsheet - the data is from TWS. It appears to be running well,
submitting orders & getting quotes. However, I am keeping an eye on it
to make sure it doesn't misbehave.
What I wanted to ask is.. what are the gotchas with this kind of a
setup? Any experiences to share? For example, I have noticed that after
the nightly data loss from TWS, the spreadsheet stops getting quotes -
but other clients using a socket connection resumes the data feed.
Any suggestions would be much appreciated.
Abhijit
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