Quicker way to get all unique values of a column in VBA?

Use Excel's AdvancedFilter function to do this.

Using Excels inbuilt C++ is the fastest way with smaller datasets, using the dictionary is faster for larger datasets. For example:

Copy values in Column A and insert the unique values in column B:

Range("A1:A6").AdvancedFilter Action:=xlFilterCopy, CopyToRange:=Range("B1"), Unique:=True

It works with multiple columns too:

Range("A1:B4").AdvancedFilter Action:=xlFilterCopy, CopyToRange:=Range("D1:E1"), Unique:=True

Be careful with multiple columns as it doesn't always work as expected. In those cases I resort to removing duplicates which works by choosing a selection of columns to base uniqueness. Ref: MSDN - Find and remove duplicates

Here I remove duplicate columns based on the third column:

Range("A1:C4").RemoveDuplicates Columns:=3, Header:=xlNo

Here I remove duplicate columns based on the second and third column:

Range("A1:C4").RemoveDuplicates Columns:=Array(2, 3), Header:=xlNo

Loading the values in an array would be much faster:

Dim data(), dict As Object, r As Long
Set dict = CreateObject("Scripting.Dictionary")

data = ActiveSheet.UsedRange.Columns(1).Value

For r = 1 To UBound(data)
    dict(data(r, some_column_number)) = Empty
Next

data = WorksheetFunction.Transpose(dict.keys())

You should also consider early binding for the Scripting.Dictionary:

Dim dict As New Scripting.Dictionary  ' requires `Microsoft Scripting Runtime` '

Note that using a dictionary is way faster than Range.AdvancedFilter on large data sets.

As a bonus, here's a procedure similare to Range.RemoveDuplicates to remove duplicates from a 2D array:

Public Sub RemoveDuplicates(data, ParamArray columns())
    Dim ret(), indexes(), ids(), r As Long, c As Long
    Dim dict As New Scripting.Dictionary  ' requires `Microsoft Scripting Runtime` '

    If VarType(data) And vbArray Then Else Err.Raise 5, , "Argument data is not an array"

    ReDim ids(LBound(columns) To UBound(columns))

    For r = LBound(data) To UBound(data)         ' each row '
        For c = LBound(columns) To UBound(columns)   ' each column '
            ids(c) = data(r, columns(c))                ' build id for the row
        Next
        dict(Join$(ids, ChrW(-1))) = r  ' associate the row index to the id '
    Next

    indexes = dict.Items()
    ReDim ret(LBound(data) To LBound(data) + dict.Count - 1, LBound(data, 2) To UBound(data, 2))

    For c = LBound(ret, 2) To UBound(ret, 2)  ' each column '
        For r = LBound(ret) To UBound(ret)      ' each row / unique id '
            ret(r, c) = data(indexes(r - 1), c)   ' copy the value at index '
        Next
    Next

    data = ret
End Sub

PowerShell is a very powerful and efficient tool. This is cheating a little, but shelling PowerShell via VBA opens up lots of options

The bulk of the code below is simply to save the current sheet as a csv file. The output is another csv file with just the unique values

Sub AnotherWay()
Dim strPath As String
Dim strPath2 As String

Application.DisplayAlerts = False
strPath = "C:\Temp\test.csv"
strPath2 = "C:\Temp\testout.csv"
ActiveWorkbook.SaveAs strPath, xlCSV
x = Shell("powershell.exe $csv = import-csv -Path """ & strPath & """ -Header A | Select-Object -Unique A | Export-Csv """ & strPath2 & """ -NoTypeInformation", 0)
Application.DisplayAlerts = True

End Sub

it's funny because i've had to read these instructions over and over again, but it think i worked out a much faster way to do this:

Set data = ws.UsedRange
dim unique as variant
unique = WorksheetFunction.Unique(data)

And then you can do whatever you want with the unique array such as iterating it:

For i = LBound(unique) To UBound(unique)
    Range("Q" & i) = indexes(i, 1)
Next

Try this

Option Explicit

Sub UniqueValues()
Dim ws As Worksheet
Dim uniqueRng As Range
Dim myCol As Long

myCol = 5 '<== set it as per your needs
Set ws = ThisWorkbook.Worksheets("unique") '<== set it as per your needs

Set uniqueRng = GetUniqueValues(ws, myCol)

End Sub


Function GetUniqueValues(ws As Worksheet, col As Long) As Range
Dim firstRow As Long

With ws
    .Columns(col).RemoveDuplicates Columns:=Array(1), header:=xlNo

    firstRow = 1
    If IsEmpty(.Cells(1, col)) Then firstRow = .Cells(1, col).End(xlDown).row

    Set GetUniqueValues = Range(.Cells(firstRow, col), .Cells(.Rows.Count, col).End(xlUp))
End With

End Function

it should be quite fast and without the drawback NeepNeepNeep told about