Stream Last Trade Size
Streams the real-time number of shares involved in the most recent trade. This updates with each new trade.
Supported Symbol Formats
| Type | Format | Example |
|---|---|---|
| US Stocks | SYMBOL | AAPL, MSFT |
| ETFs | SYMBOL | SPY, QQQ |
Notes
- Data streams automatically update in Excel
- Updates with each new trade
- Useful for monitoring block trades and institutional activity
Syntax
=QM_Stream_LastTradeSize(Symbol)Examples
=QM_Stream_LastTradeSize("AAPL")=QM_Stream_LastTradeSize("MSFT")=QM_Stream_LastTradeSize("SPY")Symbol from cell reference
=QM_Stream_LastTradeSize("AAPL")*QM_Stream_Last("AAPL")When to Use
- Monitoring block trades
- Detecting large institutional activity
- Trade-by-trade analysis
- Volume profile analysis
When NOT to Use
| Scenario | Use Instead |
|---|---|
| Need total volume | QM_Stream_Volume() |
| Need trade count | QM_Stream_TradeCount() |
| Need accumulated volume | QM_Stream_AccumulatedVolume() |
| Need average daily volume | AverageDailyVolume() |
Common Issues & FAQ
What is a typical last trade size?
Trade sizes vary widely - retail trades are often 100 shares, while block trades can be 10,000+ shares.
How do I calculate average trade size?
Use =QM_Stream_Volume("AAPL")/QM_Stream_TradeCount("AAPL").
Why am I getting #N/A?
Check that symbol format is correct.
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