Stream Volume
Streams the real-time trading volume for stocks, ETFs, and options. Volume represents the total number of shares traded during the current session.
Supported Symbol Formats
| Type | Format | Example |
|---|---|---|
| US Stocks | SYMBOL | AAPL, MSFT |
| ETFs | SYMBOL | SPY, QQQ |
| Indices | ^SYMBOL | ^SPX, ^VIX |
| Options | OCC Symbol | AAPL240315C00170000 |
Important: Volume Includes Pre-Market & Post-Market
The volume reported by this function includes all trading sessions — pre-market, regular hours, and post-market. It is not limited to regular session (9:30 AM – 4:00 PM ET) volume.
To calculate regular session volume only:
=QM_Stream_Volume("AAPL") - QM_Stream_PreMarketVolume("AAPL") - QM_Stream_PostMarketVolume("AAPL")Notes
- Data streams automatically update in Excel
- Volume resets at market open each day
- Compare with
AverageDailyVolume()for relative volume analysis
Examples
=QM_Stream_Volume("AAPL")=QM_Stream_Volume("MSFT")=QM_Stream_Volume("SPY")=QM_Stream_Volume(A1)=QM_Stream_Volume("AAPL")/AverageDailyVolume("AAPL")When to Use
- Real-time volume monitoring
- Detecting unusual trading activity
- Building volume-based alerts
- Trading decision support
When NOT to Use
| Scenario | Use Instead |
|---|---|
| Need on-demand volume | Volume() |
| Need accumulated volume | QM_Stream_AccumulatedVolume() |
| Need historical volume | Volume_Historical() |
| Need average daily volume | AverageDailyVolume() |
Common Issues & FAQ
Q: Why is volume so low? A: Check if the market is open. Volume is cumulative during trading hours and resets at market open.
Q: How do I compare to average volume?
A: Use =QM_Stream_Volume("AAPL")/AverageDailyVolume("AAPL") to get relative volume.
Q: Why am I getting #N/A? A: Check that symbol format is correct.
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