Rasm,

I was just trying to learn from you and it appears that you are approaching the coding correctly. In my similar situation I have live data being collected from a stock market feed. My query table is hook on one end to the incoming data from the stock market in one instance of excel and the other end of the table is located in my number crunching machine in another instance of excel. The number cruncher simply does a refresh every 1 second and promulgates this data to the rest of the program with a simple task of determining whether we should BUY or SELL.
I had to purchace a workstation with 16 cores in order to get enough horsepower to make a trade decision within a 2 second window.
Anyway, it was pleasure understanding what you are doing as it has helped me in my approach.

Steve