how to maintain connection with excel with rapidly data fetching - asp.net

Question

i am making a website for trading, with trading feeds coming from a source in an excel sheet. I have to show data from the excel sheet in a gridview. When i make connection it will fail due to rapidly changing data; each cell in the sheet changes value 1-3 times per second. I am using an Ajax Timer of interval 100. Here is my code:
Public Function RetrieveExcelData(ByVal excelSheetName As String, ByVal sheetNumber As Integer) As DataSet
Dim objConn As OleDbConnection = Nothing
Dim dt As System.Data.DataTable = Nothing
Try
' Connection String.
Dim connString As [String] = "Provider=Microsoft.Jet.OLEDB.4.0;" & "Data Source=C:\Users\Vishal\Desktop\TESTING COLOURfor web1.xls;Extended Properties=Excel 8.0;"
' Create connection object by using the preceding connection string.
objConn = New OleDbConnection(connString)
' Open connection with the database.
objConn.Open()
' Get the data table containg the schema guid.
dt = objConn.GetOleDbSchemaTable(OleDbSchemaGuid.Tables, Nothing)
If dt Is Nothing Then
Return Nothing
End If
Dim excelSheets As [String]() = New [String](dt.Rows.Count - 1) {}
Dim i As Integer = 0
' Add the sheet name to the string array.
For Each row As DataRow In dt.Rows
excelSheets(i) = row("TABLE_NAME").ToString()
i += 1
If i = sheetNumber Then
Exit For
End If
Next
Dim excelCommand As New OleDbCommand("Select * from [" + excelSheets(sheetNumber - 1) & "]", objConn)
Dim excelAdapter As New OleDbDataAdapter(excelCommand)
Dim excelDataSet As New DataSet()
excelAdapter.Fill(excelDataSet)
Return excelDataSet
Catch ex As OleDbException
Throw ex
Catch ex As Exception
Throw ex
Finally
' Clean up.
If objConn IsNot Nothing Then
objConn.Close()
objConn.Dispose()
End If
If dt IsNot Nothing Then
dt.Dispose()
End If
End Try
End Function

Answer 1

To be honest - I cannot see how it can work. You are trying to use Excel spreadsheet as a database to store and retrieve data in real-time, for which Excel was never intended or designed.
You have mentioned that the Excel gets data several times per second. What is the source of data? RTD component? Bloomberg API? I would try to avoid the middle step of storing data in a spreadsheet.