Stream Real-Time Bid Size with QM_Stream_BidSize

The QM_Stream_BidSize function lets you instantly retrieve the latest “bid size” for a specified stock symbol directly in Excel. By automating real-time data flows, you can effortlessly keep tabs on changing market conditions, gauge liquidity, and make faster, more informed trading decisions—all without leaving your spreadsheet.

Why Use This Function?

• Get up-to-the-second market liquidity data: Monitor the depth of the bid side in the order book.
• Automate updates: The function automatically subscribes to new symbols, ensuring data refreshes happen in real time (assuming you have a valid MarketXLS subscription).
• Save time in your workflow: Eliminate the need to manually check online quote pages or brokerage tools for bid sizes.
• Simplify advanced analysis: Combine bid size values with other market metrics or Excel formulas to build dynamic trading dashboards or real-time tracking tools.
• Enhance liquidity-driven strategies: For high-frequency or active trading, seeing the available size on the bid provides better insight into short-term market demand.

How to Use in Excel

=QM_Stream_BidSize(symbol)

1. Open an Excel spreadsheet with the MarketXLS add-in installed and active.
2. In a cell, type “=QM_Stream_BidSize(” followed by the ticker symbol in quotes, then close the parenthesis.
3. Press Enter.
4. After a brief moment, the cell should display the real-time bid size for your specified symbol.

Because the function relies on real-time data, you must have a valid data subscription; otherwise, you may see a license or configuration message.

Parameters Explained

• The “symbol” is case-insensitive, but typically uppercase is standard (e.g., "AAPL").
• Invalid or empty symbols will return "NA."
• Ensure you maintain a valid MarketXLS license for real-time streaming.

Example Usage

Basic Examples

1. AAPL Bid Size

   • In cell A1, type:
     =QM_Stream_BidSize("AAPL")
   • The cell will stream the current bid size in shares for Apple.

2. Referencing a Cell

   • Suppose cell B2 has the ticker "MSFT". In another cell, type:
     =QM_Stream_BidSize(B2)
   • This lets you easily change the symbol in one cell and automatically refresh the result.

3. Multiple Symbols in a Column

   • Place symbols in cells A2 through A10.
   • In cell B2, enter: =QM_Stream_BidSize(A2)
   • Drag/fill down to B10 to get real-time bid sizes for all listed symbols.

Advanced Scenarios

1. Real-Time Dashboard

   • Combine =QM_Stream_BidSize(symbol) with other MarketXLS functions like last price and ask size.
   • Build a real-time dashboard that automatically updates as the market moves.

2. Liquidity Screening

   • Use conditional formatting to highlight cells with a bid size below a certain threshold, helping you quickly spot symbols with thin liquidity.

3. Trading Strategies

   • Combine real-time bid size with Excel’s built-in triggers or macros for automated notifications when certain liquidity levels are reached.

Common Questions and Troubleshooting

1. “I’m Getting ‘NA’ Instead of a Number.”

   • Check that you entered a valid stock symbol and spelled it correctly.
   • Ensure your subscription is active and properly configured.

2. “I See a License or Configuration Error.”

   • Verify that your MarketXLS license is valid.
   • Go to Settings > Data Subscriptions in MarketXLS to confirm your setup.

3. “The Data Won’t Refresh.”

   • MarketXLS real-time data may briefly delay updates during peak market hours.
   • Make sure Excel’s automatic workbook calculations are enabled.

4. “Can I Use This for Historical Data?”

   • No. This function provides real-time streaming data for the specified symbol’s current bid size.

By using QM_Stream_BidSize, you bring powerful real-time bid size insight right into Excel. This visibility aids in decision-making and streamlines your workflow—no more toggling between trading platforms and spreadsheets. Enjoy seamless, fast, and precise market data, all within your familiar Excel environment.