I need a dependable way to stream full market-depth data (Depth of Market) from NASDAQ straight into Excel. The workbook must update in real time so I can watch the order book move tick-by-tick without manual refreshes. I am open to any solid approach—RTD, DDE, a lightweight Python bridge, or an Excel add-in—as long as it runs locally and keeps latency low. Please give me: • A working script, add-in, or macro that pulls the live NASDAQ market-depth feed and writes each level into clearly labelled columns (price, size, level number, timestamp, etc.). • Simple setup instructions so I can install, authorise the data source, and point the sheet to different tickers without extra coding. • A short user guide that explains how the stream reconnects if the feed drops and how to adjust refresh behaviour inside Excel. The solution must show updates as they occur; “every-second” polling is not enough. If you’ve handled TotalView, Level 2, or similar feeds before, that experience will help a lot.