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IG Index / IG Markets

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VBA Functions Reference: IG Index

Excel Price Feed includes several functions which are specially designed to be used from VBA. They all begin with EPF.IG.VBA and can be used for market analysis, position analysis etc.

Click on a category below to view the formulas:

• Live Market/Price Functions
• Streaming Control Functions
• Client Sentiment Functions
• Historical Client Sentiment
• Positions

Live Market/Price Functions

EPF.IG.VBA.Mid

EPF.IG.VBA.Bid

EPF.IG.VBA.Offer

EPF.IG.VBA.High

EPF.IG.VBA.Low

EPF.IG.VBA.Change

EPF.IG.VBA.ChangePercent

EPF.IG.VBA.MarketID

EPF.IG.VBA.TradeableStatus

EPF.IG.VBA.MarginFactor

EPF.IG.VBA.MinimumDealSize

EPF.IG.VBA.MinimumDealSizeUnits

EPF.IG.VBA.MinimumStopOrLimitDistance

EPF.IG.VBA.MinimumStopOrLimitDistanceUnits

EPF.IG.VBA.MaximumStopOrLimitDistance

EPF.IG.VBA.MaximumStopOrLimitDistanceUnits

Description

Returns the current value for the specified epic code.

Syntax

returnValue = Application.Run(functionName, epicCode)

All of these functions have the one single parameter:

Parameters

Parameter	Description
epicCode	The IG Index epic code for the instrument

Examples

1. Return the live mid price of EURUSD spot:

Dim midPrice As Variant
midPrice = Application.Run("EPF.IG.VBA.Mid", "CS.D.EURUSD.TODAY.IP")

2. Return the live bid price of Apple stock:

Dim bidPrice As Variant
bidPrice = Application.Run("EPF.IG.VBA.Bid", "UA.D.AAPL.DAILY.IP")

3. Return the minimum deal size for GBPUSD:

Dim bidPrice As Variant
bidPrice = Application.Run("EPF.IG.VBA.MinimumDealSize", "CS.D.GBPUSD.TODAY.IP")

Streaming Control Functions

EPF.IG.VBA.StartStreaming

EPF.IG.VBA.StopStreaming

Description

These functions control streaming data from IG, they take no parameters, and if successful return an empty string otherwise an error message:

Syntax

returnValue = Application.Run("EPF.IG.VBA.StartStreaming")

returnValue = Application.Run("EPF.IG.VBA.StopStreaming")

Client Sentiment Functions

EPF.IG.VBA.SentimentLong

EPF.IG.VBA.SentimentShort

Description

Returns the current IG Index client sentiment (long or short) for the specified the market id.

Syntax

longSentiment = Application.Run("EPF.IG.VBA.SentimentLong", marketID)

shortSentiment = Application.Run("EPF.IG.VBA.SentimentShort", marketID)

These functions all have the one single parameter:

Parameters

Parameter	Description
marketID	The IG Index market id for the instrument

Examples

1. Return the current short sentiment value of EURUSD spot:

Dim shortSentiment As Variant
shortSentiment = Application.Run("EPF.IG.VBA.SentimentShort", "EURUSD")

2. Return the current long sentiment value of Apple stock:

Dim longSentiment As Variant
longSentiment = Application.Run("EPF.IG.VBA.SentimentLong", "AAPL")

Historical Client Sentiment Functions

EPF.IG.VBA.SentimentHistoricDailyLookback

EPF.IG.VBA.SentimentHistoricHourlyLookback

Description

Returns historical IG Index client sentiment for the specified epic and number of points.

Syntax

historicalSentiment = Application.Run("EPF.IG.VBA.SentimentHistoricDailyLookback", epic, numDataPoints, order, includeHeaders)

These two functions have 4 parameters:

Parameters

Parameter	Description
epic	The IG Index epic code for the instrument
numDataPoints	The requested number of points to return (lookback period), either number of hours or days depending on the function
order	The order to return the data, either "Desc" so latest first otherwise "Asc" which is for oldest first
includeHeaders	Whether to include the column headers in the returned array, either 1 or headers or 0 for no headers

The variant array returned has the following "columns":

Array Index	Description
1	The date/time
2	The IG Index epic code eg: CS.D.EURUSD.TODAY.IP
3	The percentage of clients long at the close of the period
4	The percentage of clients short at the close of the period
5	The percentage of clients long at the open of the period
6	The percentage of clients short at the open of the period
7	The high percentage of clients long during the period
8	The high percentage of clients short during the period
9	The low percentage of clients long during the period
9	The low percentage of clients short during the period

Examples

1. Return the historical daily client sentiment of the S&P500 for the past 10 days (in descending order with column headers):

Dim historicalSentiment As Variant
historicalSentiment = Application.Run("EPF.IG.VBA.SentimentHistoricDailyLookback", "IX.D.SPTRD.DAILY.IP", 10, "Desc", 1)

2. Return the historical hourly client sentiment of bitcoin for the past 24 hours (in ascending order with column headers:

Dim historicalSentiment As Variant
historicalSentiment = Application.Run("EPF.IG.VBA.SentimentHistoricHourlyLookback", "CS.D.BITCOIN.TODAY.IP", 24, "Asc", 1)

Positions Function

EPF.IG.VBA.Positions

Description

Retrieves all open positions.

Syntax

returnValue = Application.Run("EPF.IG.VBA.Positions")

The EPF.IG.VBA.Positions function has no parameters and returns a VBA variant array containing current position information.
The structure of the array is:

Array Index	Description
1	The IG Index epic code eg: CS.D.EURUSD.TODAY.IP
2	The instrument name
3	The position size
4	The opening level of the position
5	The current price of the instrument (bid or offer depending on long or short)
6	Stop Level
7	Limit Level
8	Profit/Loss
9	Deal ID
10	Expiry of the instrument
11	Instrument short name