Live IBKR Data in Excel

A CSV export is a snapshot. The OptionsRealTime add-in streams live values from Interactive Brokers accounts into Excel through Real-Time Data (RTD) formulas, so a cell updates as the market moves. No file is exported or imported.

The Accounts sheet of the template workbook, with an RTD formula in the formula bar
The Accounts sheet: one formula per cell, values arriving live from each IBKR account.

Each formula returns one value

Four tables are available for any account: position, underlying, portfolio and system. A formula requires an account, a table, a contract and a field, and returns the value. The field can be any column in that table, including PnL, delta, gamma, theta, vega, implied volatility, bid, ask and Net Liquidation. Scenario values are available too: one metric at nine implied volatility levels and nine underlying moves.

Positions for one IBKR account in Excel, with PnL, theta, delta, gamma and vega columns
Positions for one account, with PnL and Greeks pulled field by field from the position table.
A volatility scenario grid in Excel, charted across underlying moves and implied volatility levels
Scenario values in a grid: one metric across underlying moves and implied volatility levels.

The download includes a template workbook

The workbook has sheets for accounts, underlyings, positions by account, positions by underlying, positions by expiration, vol scenarios, vol exposure and system health. You choose the account by name from a dropdown on each sheet, so no account ID appears in the file. It is a plain .xlsx with no Visual Basic and no macros.

The underlying sheet of the template workbook, with the account chosen by name from a dropdown
A template sheet: the account is chosen by name at the top, and the sheet tabs run along the bottom.

Excel reads the same data as the browser

Excel and the browser show the same numbers at the same moment. Excel can run on multiple machines on your local area network. The browser does not need to be open.

Documentation

The function reference lists each RTD formula and its arguments.

Excel documentation