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Using .Net IBKR API with Excel VBA


Evan
 

Hi everyone, the break yesterday in DDE communication between Excel and IBKR API after the latest TWS update while easy enough to fix (roll back to stable reversion) got me thinking it might be worth upgrading from this older communication style between apps. 


After some investigation I see that IBKR offers a .Net API and I’m wondering if anyone has tried to get Excel talking to the .Net API via VBA code? If it’s not directly possible maybe there is a COM workaround to invoke C# methods from VBA?


Before I head down any rabbit holes I’d love to hear if anyone has considered this or has any example projects or suggestions to consider. 


I’m also hoping my assumptions are correct that using the .Net API would be faster and more reliable than DDE as I believe a lot of the performance chug and slow down in my worksheet is caused by DDE gateway.


Any thoughts? Thanks!