Hi,

Currently I'm using HTTP queries to get market data from Bitcoin exchanges and it's a pain because the requests take too long to execute sometimes.

Apparently, we can get real time data using the Websocket protocol. I recently came across this on Bitstamp's website: https://www.bitstamp.net/websocket/. I've also seen OKCoin using the same protocol: https://www.okcoin.com/about/ws_getStarted.do

I would like to use that in Excel using VBA. Do you guys think that's possible? These websites have examples of code in Java...maybe running JavaScripts from VBA would do the trick?

Thanks!
Andre