Tuning & diagnostics.

The engine reads its configuration from TWS_RTD_* environment variables the moment Excel first loads it. An invalid value is never fatal: it logs a warning, surfaces on the CONFIGWARNINGS status field, and the setting falls back to its default.

TWS serves four market-data types, selected with TWS_RTD_MARKET_DATA_TYPE. The type governs which quotes TWS is willing to send for a contract.

The default is 4 (DELAYED_FROZEN), chosen so StreamXLS works without any market-data subscription. Under type 4, TWS returns real-time data when you do hold a live subscription for the contract, falls back to delayed data when you don't, and serves frozen values when the market is closed. This avoids the "API data requires subscription" error for users without an API market-data subscription.

Set TWS_RTD_MARKET_DATA_TYPE=1 to enforce strict real-time only — TWS then returns an error instead of falling back to delayed data when a subscription is missing. See the Reference market-data fields for the tick names these quotes populate.

Logging is off by default. To capture a log, set TWS_RTD_LOG_FILE to a writable path and restart Excel — for example %TEMP%\streamxls.log. Raise detail with TWS_RTD_LOG_LEVEL=DEBUG (or TRACE). Logs cover connection handshakes, subscribe/unsubscribe/refresh activity, and the data-feed lifecycle. Rotated files are pruned after TWS_RTD_LOG_RETENTION_DAYS (default 5; set -1 to keep them indefinitely).

Even with logging off, a configuration mistake is visible in Excel: read =RTD("Tws.Rtd", , "status", "CONFIGWARNINGS") to see any warnings the engine raised while loading its settings. The status fields are the fastest first-line diagnostic.

This is the single most common reason for "everything works except quotes," so it gets a permanent home here. If your positions, orders, account values, and P&L all populate but market-data cells stay empty, your installed TWS API is almost certainly too old.

Interactive Brokers moved market data onto a newer wire protocol that a modern TWS or IB Gateway will only speak once the connection negotiates ServerVersion ≥ 206. An older TWS API can neither request nor decode that protocol, so a modern TWS sends it zero market-data ticks — no error, no quotes — while orders, positions, account values, and P&L keep flowing over their still-supported legacy paths. The human equivalent of that floor is TWS API ≥ 10.38.01. Keep to the latest Stable TWS API release.

Because serving a silently blank quote would violate the "fail loud" principle, StreamXLS does the opposite: when a connection negotiates below ServerVersion 206, it withholds the market-data topics with an actionable error rather than showing blanks. This is per-connection — each socket negotiates its own protocol level — and it never withholds a non-market-data topic.

Diagnose it from three per-connection status fields:

• =RTD("Tws.Rtd", , "status", "ServerVersion") — this connection's negotiated ServerVersion (an integer, or Not Connected).
• =RTD("Tws.Rtd", , "status", "MarketDataState") — Ok (≥ 206, quotes can stream), TooOld (1–205, market data withheld on version grounds), or Unknown (not yet handshaked).
• =RTD("Tws.Rtd", , "status", "MarketDataMessage") — the actionable "update your TWS API" message when the state is TooOld; empty otherwise.

The fix: update your TWS API install to the latest Stable release and reconnect (reopen Excel, or force it with the VBA below). This is a separate package from the TWS or IB Gateway application — updating the desktop app does not update the API. Confirm the binding at any time with the TWSAPI_VERSION and TWSAPI_STATE metadata topics.

A single workbook can talk to several TWS or IB Gateway instances at once. Each unique host:port:clientid combination is a separate connection, opened on demand from the connection tokens in your formulas. Full token grammar and the port aliases (paper, gw, gwpaper) are on the Reference; the default host and port for formulas that name neither come from TWS_RTD_HOST / TWS_RTD_PORT above.

Because connections are per host:port:clientid, watch which one you are diagnosing: the status fields scope per-connection, so pass the same connection token (paper, host=, port=…) to read that connection's state, or omit it to piggyback the single connection.

Reconnection

When TWS drops mid-session, StreamXLS reconnects automatically and re-establishes the subscriptions that were active — you don't touch your formulas, and non-volatile values are preserved across the gap. What StreamXLS cannot control is exactly when Excel gives it a chance to try, because reconnection is driven by Excel's heartbeat. Per Microsoft:

"The Excel calculation cycle determines when the Heartbeat method is called. In most scenarios with default settings, it is less than 1 second. However, depending on configuration, it could be as long as 2 minutes."

So if Excel is very busy, an automatic reconnect can lag. To force it immediately, reopen Excel or run the VBA call Application.RTD.RefreshData. Watch =RTD("Tws.Rtd", , "status", "IsConnected") to see the link return.