• Logic gets divided between formulas in cells and VBA code.
  
• You can't use version control (Git, etc) to manage development in Excel.
  
• multiple developers, traders, etc can't collaborate on an excel spreadsheet simultaneously.
  
• Tools enabling software development best-practices like unit testing frameworks do no exist for Excel.
  

from main import start
from datetime import datetime

print('starting cboe index at ' + str(datetime.now()))
DATA_PATH = 'c:\\data\\cboe_index'
TEMP_FILE = 'c:\\temp\\cboe_index.csv'
COMPRESSED_FILE = "cboe_index.7z"
SECURITY_TYPE = 6  # CBOE
MARKET = 13  # index
start(DATA_PATH, TEMP_FILE, COMPRESSED_FILE, SECURITY_TYPE, MARKET)

from main import start
from datetime import datetime

print('starting cbot futures at ' + str(datetime.now()))
DATA_PATH = 'c:\\data\\cbot_futures'
TEMP_FILE = 'c:\\temp\\cbot_futures.csv'
COMPRESSED_FILE = "cbot_futures.7z"
SECURITY_TYPE = 8  # futures
MARKET = 30  # CBOT
start(DATA_PATH, TEMP_FILE, COMPRESSED_FILE, SECURITY_TYPE, MARKET)

from main import start
from datetime import datetime

print('starting cme futures at ' + str(datetime.now()))
DATA_PATH = 'c:\\data\\cme_futures'
TEMP_FILE = 'c:\\temp\\cme_futures.csv'
COMPRESSED_FILE = "cme_futures.7z"
SECURITY_TYPE = 8  # futures
MARKET = 34  # CME
start(DATA_PATH, TEMP_FILE, COMPRESSED_FILE, SECURITY_TYPE, MARKET)

from main import start
from datetime import datetime

print('starting cme options at ' + str(datetime.now()))
DATA_PATH = 'c:\\data\\cme_options'
TEMP_FILE = 'c:\\temp\\cme_options.csv'
COMPRESSED_FILE = "cme_options.7z"
SECURITY_TYPE = 9  # options
MARKET = 34  # CME
start(DATA_PATH, TEMP_FILE, COMPRESSED_FILE, SECURITY_TYPE, MARKET)

from main import start
from datetime import datetime

print('starting nasdaq at ' + str(datetime.now()))
DATA_PATH = 'c:\\data\\nasdaq'
TEMP_FILE = 'c:\\temp\\nasdaq.csv'
COMPRESSED_FILE = "nasdaq.7z"
SECURITY_TYPE = 1  # equities
MARKET = 5  # NASDAQ
start(DATA_PATH, TEMP_FILE, COMPRESSED_FILE, SECURITY_TYPE, MARKET)

from main import start
from datetime import datetime

print('starting nyse at ' + str(datetime.now()))
DATA_PATH = 'c:\\data\\nyse'
TEMP_FILE = 'c:\\temp\\nyse.csv'
COMPRESSED_FILE = "nyse.7z"
SECURITY_TYPE = 1  # stock
MARKET = 7  # NYSE
start(DATA_PATH, TEMP_FILE, COMPRESSED_FILE, SECURITY_TYPE, MARKET)

from main import start
from datetime import datetime

print('starting opra at ' + str(datetime.now()))
DATA_PATH = 'c:\\data\\opra'
TEMP_FILE = 'c:\\temp\\opra.csv'
COMPRESSED_FILE = "opra.7z"
SECURITY_TYPE = 2  # equity options
MARKET = 14  # OPRA
start(DATA_PATH, TEMP_FILE, COMPRESSED_FILE, SECURITY_TYPE, MARKET)

import shutil
import socket
from datetime import datetime
from pathlib import Path
import subprocess
from os import makedirs

ZIP_EXE = 'c:\\util\\7z\\7z.exe'
HOST = '127.0.0.1'
PORT = 9100

def getDirectory(data_path):
    today = datetime.today().strftime('%Y-%m-%d')
    todaysPath = data_path + '\\' + today
    Path(todaysPath).mkdir(parents=True, exist_ok=True)
    return todaysPath

def get7zFilename():
    now = datetime.now()
    print("now =", now)
    today = datetime.today().strftime('%Y-%m-%d')
    dt_string = today + "_" + now.strftime("%H%M")
    print("date and time =", dt_string)
    filename = dt_string + ".7z";
    print("filename = "+filename);
    return filename

def start(data_path, temp_file, compressed_file, security_type, market):
    print('start  sec type ' + str(security_type) + '  market ' + str(market))
    with socket.socket(socket.AF_INET, socket.SOCK_STREAM) as s:
        s.connect((HOST, PORT))
        s.sendall(b'S,SET PROTOCOL,6.2\n')
        s.sendall(bytes('5MS,' + str(security_type) + "," + str(market) + '\n', 'ascii'))
        f = s.makefile()
        line = f.readline()
        # for line in f.readline():
        print("line="+repr(line))
        line = ''
        outfile = open(temp_file, "w");
        while not line.startswith('!ENDMSG!'):
            line = f.readline()
            outfile.write(line)
            #print("line=" + repr(line))
        outfile.close()
        f.close()
    dir = getDirectory(data_path)
    fn = dir + "\\" + get7zFilename()
    subprocess.call([ZIP_EXE, 'a', fn, temp_file])
    # shutil.copy2(fn, dir + "\\" + compressed_file)
    print("done")
    # print('Received', repr(data))