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Default Importing Data Questions

I am importing data from my stock trading platform. The data is updated
every 3 seconds . But I would like to be able to pull samples of that data
every 30 minutes whike the market is open ( 13 samples a day ) and load the
samples into a pivot table . Is there a way to set this up in a macro or some
other way to have Excel do this automatically ?

Thank you for your time


 
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