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

Is there a faster way to do this?

Set data = ws.UsedRange

Set unique = CreateObject("Scripting.Dictionary")

On Error Resume Next
For x = 1 To data.Rows.Count
    unique.Add data(x, some_column_number).Value, 1
Next x
On Error GoTo 0

At this point unique.keys gets what I need, but the loop itself seems to be very slow for files that have tens of thousands of records (whereas this wouldn't be a problem at all in a language like Python or C++ especially).

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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

enter image description here

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

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