Streaming data into Excel

For many years it has been difficult to stream data into Excel. You needed to know the details of how the IRTDServer interface works, and then create an appropriate implementation with all the associated ConnectData() methods and so on. Not to mention handling issues with COM registrations and thread safety.

xlSlim makes it dramatically easier to stream data into Excel. Any Python iterator can be used to stream data.

A generator function like this can be used to stream a sequence of numbers into Excel:

xlSlim supports asynchronous iterators too:

A benefit of using standard Python iterator functionality is that all code can be fully tested within your favourite editor or IDE. You can make sure the code works before trying to integrate the functionality into Excel.

The new streaming functionality was used to create this demo that streams numpy arrays from Kafka into Excel:


The full code required to stream the video into Excel was:


I have committed working examples for streaming Kafka, Bloomberg and IEX data in the GitHub examples repo.

Details are available in the streaming documentation.

Have a look and let me know what you think in the comments.

Back to blog

Leave a comment