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)
Excel Desktop (Windows)

Returns

number

Number of shares in the last trade

Examples

Stream last trade size for Apple
Stream last trade size for Microsoft
Stream last trade size for SPY ETF
Symbol from cell reference
Dollar value of last trade

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.

Related Formulas

More MarketXLS Price Quotes (Streaming) formulas you can use in the same worksheet:

See QM_Stream_LastTradeSize used in a complete workbook: How to Insert Stock Price in Excel for Real-Time Quotes

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MarketXLS Excel Add-in Tutorial - How to Use Stream Last Trade Size and Other Financial Formulas
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