Excel VBA Load worksheet in Function

That’s right, execution of user-defined functions has certain limitations. There is few tricks to do what you want within UDF and not to violate an order.

1. Get another instance of Excel.Application via late binding, open workbook with it, perform all the necessary calculations by referring to the instance. It’s critical to refer exactly to the created instance, so that some nested With ... End With statements or additional syntax e. g. before .Cells(), .Sheets() may seem unusual. There is an UDF example how to obtain the first line on the sheet from the closed file:

Function GetFirstRowLbind(FileName, SheetName) ' UDF function that calculates value, works with certain limitations
    On Error Resume Next
    With CreateObject("Excel.Application") ' late binding
        .Workbooks.Open (FileName)
        GetFirstRowLbind = .Sheets(SheetName).UsedRange.Row
        .Quit
    End With
End Function

OERN used only to skip errors like missing file and others so that .Quit statement be surely executed to prevent memory leakage, otherwise launched excel processes will stay in memory after each sheet recalc and UDF call.

2. Implement some UDF extending by scheduling to another procedure the actions that should be done after the UDF completion, with execution based on the sheet recalc event. This way more complex and hard to debug, but more flexible and it gives opportunity to do much more “within” UDF, like changing neighbour cells, or even any accessible data in the whole application. Example with scheduling:

Place code to one of the module of VBAProject:

Public Tasks, Permit, Transfer

Function GetFirstRowSched(FileName, SheetName) ' UDF function, schedules filling this UDF cell with a value after all UDFs to be completed
    If IsEmpty(Tasks) Then TasksInit
    If Permit Then Tasks.Add Application.Caller, Array(FileName, SheetName) ' pack arguments to array, the dictionary key is actually this cell object
    GetFirstRowSched = Transfer
End Function

Sub TasksInit() ' function for initial setting values
    Set Tasks = CreateObject("Scripting.Dictionary")
    Transfer = ""
    Permit = True
End Sub

Function GetFirstRowConv(FileName, SheetName) ' function that actually calculates the value, runs without UDF limitations like an usual function
    With Application.Workbooks.Open(FileName)
        GetFirstRowConv = .Sheets(SheetName).UsedRange.Row
        .Close
    End With
End Function

Place code to ThisWorkbook section of Microsoft Excel Objects in VBAProject:

Private Sub Workbook_SheetCalculate(ByVal Sh As Object) ' sheets recalc event that perform all scheduled calls, puts data to each of UDFs cells
    Dim Task, TempFormula
    If IsEmpty(Tasks) Then TasksInit
    Application.EnableEvents = False
    Permit = False
    For Each Task In Tasks ' cycle trough all stored cell objects
        TempFormula = Task.FormulaR1C1
        Transfer = GetFirstRowConv(Tasks(Task)(0), Tasks(Task)(1)) ' unpack arguments from array to perform calculations
        Task.FormulaR1C1 = TempFormula
        Tasks.Remove Task
    Next
    Application.EnableEvents = True
    Transfer = ""
    Permit = True
End Sub