Implement an Excel UDF that can call web methods asynchronously?

RTD would work. You have to implement the IRtdServer interface. When your add-in is started, Excel gives you a function pointer.

For each cell you will be given an "excel id" and a list of arguments. Send your async web request. When the response arrives, you call the notfiy function that Excel gave you.

When Excel is ready it will call your GetData method to actually get the data.

I have no experience with the technology, but it seems that Excel RTD (Real Time Data) might be an approach. Check out this thread related to ExcelDNA which outlines an approach. Hope this helps!

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