Data is being pushed through the COM objects rather than RTD if i don't miss recall to get those speeds.

If the RTD output is for human being consumption, asking what's the max update speed is likely a wrong question.If you want to use a RTD server to get real time data for computer to consume, you should write an application that hosts a RTD server component. In this way, you are not limited by the Excel's throttling. And in fact to host a RTD server in a C# or C++ application is very simple. If you indeed want to use some Excel functions (other than the RTD), you should make your application as a master that hosts a RTD server along with an Excel application object, not to let Excel as the master.BTW, using RTD in Excel even does not guarantee all data is delivered especially during a high frequency situation. This feature is by design. There is thorough discussion on this point in this book (chapter 2) and relevant reasoning/sample code to explain this.So I think the bottom line is "RTD in Excel" is not design for computer based high-frequency trading/analysis. It is designed for human to diagnose / analysis data.

Hi all, Just came across this and thought you'd perhaps find it interesting. Supposedly one could set the refresrate of RTD in Excel:http://msdn.microsoft.com/en-us/library ... eers,Stale.

Becareful with this setting. If you set this value to a small interval you will see a big performance hit to Excel. If you created your own RTD object I would recommend adjust the timing there instead of this global setting.

I've done some research with some good developers and the solution goes far beyond the RTD features. I don't know the techinal characteristics of it but I already started the project.RTD has to call or request an update and this is where it fails.