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The attached windows excel file shows how to access the windows "SPT.dll" functions in a way similar to the python script.


The Diagram below shows the results of clicking on the buttons "Test" and "Turnover Test".


[ATTACH=full]70816[/ATTACH]


So basically the vba script provides the input filename "quotes.csv" to the SPT.dll (that you created in the first post). Data is read in to the tank and then we iterate through each security to process its data.


The Test Button Macro has the same functionality as the python script and


The Turnover Test Button Macro shows a list of all securities with dates where the 5 day average turnover is greater than $50 million.


To view the VBA code in windows excel, just press Alt-F11 and find the spt module.


Hopefully this .xls file should run on all versions of windows excel >= 2003. To run, simply make sure the file resides in the same location as the created "SPT.dll" file and file "quotes.csv".


Cheers,


Andrew.


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