If you're working in Excel, my guess is that real time is out of the question, but instant snapshots isn't.
The question then is more about converting JSON to something like tab-delimited so that you can open it in Excel, then likely just run some macros/VBA.
I don't have an answer for you, but that might help someone else give you a better answer.
Exactly, snapshots. Thanks.
Are there any alternatives to excel spreadsheets?
How do you guys tame your risk curves when trading in realtime?