I'm trading live, but I can't really justify the cost of an upgrade just to get live prices into Excel.

I don't know much about automated trading apart from the principles of it. I'm happy to trade manually for now.

martifc 

Is there is a way to get real time futures market prices into Excel, maybe using an add-in linked to a data provider service...

With thinkorswim you can, their application includes a DDE server which I use to pull option quotes into OpenOffice Calc. It will also work with Excel. I use Calc because it allows me to reference the symbol from another cell. In Excel the symbol has to be a literal string in the DDE link.

fluxsmith 

With thinkorswim you can, their application includes a DDE server which I use to pull option quotes into OpenOffice Calc. It will also work with Excel. I use Calc because it allows me to reference the symbol from another cell. In Excel the symbol has to be a literal string in the DDE link.

What is the formula we need to put into a cell to get the OHLC of a given instrument with TOS for Excel ? also, do we need to enable the DDE server somewhere or it's always 'ON' ?

trendisyourfriend 

What is the formula we need to put into a cell to get the OHLC of a given instrument with TOS for Excel ? also, do we need to enable the DDE server somewhere or it's always 'ON' ?

It's always on, for 6E you'd use these formulas:
=TOS|LAST!'/6EH1'
=TOS|BID!'/6EH1'
=TOS|ASK!'/6EH1'
=TOS|HIGH!'/6EH1'
=TOS|LOW!'/6EH1'

In Calc you'd use:

=DDE("TOS";"LAST";"/6EH1")
In Calc you can put the /6EH1 in another cell, e.g. A1 and use:
=DDE("TOS";"LAST";A1)
There's no way to acheive this indirection in Excel.