Excel ExcelDNA C# / Try to copy Bloomberg BDH() behavior (writing Array after a web request)

Question

I want to copy Bloomberg BDH behavior.

BDH makes a web request and write an array (but doesn\'t return an array style). During this web request, the function returns \"#

Answer 1

I presume you have tried the Excel-DNA ArrayResizer sample, which carefully avoids many of the issue you are running into. I'd like to understand what you see as the disadvantages of the array-formula-writing approach.

Now, about your function:

Firstly, you can't safely pass the 'caller' Range COM object to another thread - rather pass a string with the address, and get the COM object from the other thread (using a call to ExcelDnaUtil.Application on the worker thread). Most of the time you'll get lucky, though. The better way to do this is from the worker thread to get Excel to run a macro on the main thread - by calling Application.Run. The Excel-DNA ArrayResizer sample shows how this can be done.

Secondly, you almost certainly don't want the ActiveCell, but rather Application.Caller. The ActiveCell might well have nothing to do with the cell where the formula is running from.

Next - Excel will recalculate your function every time you set the Formula again - hence putting you in an endless loop when you enable the Formula set in your finally clause. You cannot set both the Value and the Formula for a cell - if a cell has a Formula then Excel will use the formula to calculate the Value. If you set the Value, the Formula gets removed. It's not clear what you want to actually leave in the [0,0] cell - IIRC Bloomberg modifies the formula there in a way that makes it remember how large a range was written to. You could try to add some parameters to your function that tell your function whether to recalculate or whether to return an actual value as its result.

Finally, you might want to reconsider whether the Bloomberg BDH function is a good example for what you want to do. It breaks the dependency calculation of your sheet, which has implications both for performance and for maintaining consistency of the spreadsheet model.