Stream Last Trade Size in Excel for Real-Time Analysis

The “Stream Last Trade Size” function (fn_00017), known in Excel as =QM_Stream_LastTradeSize(symbol), provides real-time or near real-time trade volume data for any valid ticker symbol. Whether you’re a day trader, financial analyst, or portfolio manager, this function empowers you to track up-to-the-moment market activities directly within Excel. By returning the exact size of the most recent trade (e.g., how many shares changed hands), you gain essential insights into short-term market sentiment and liquidity levels.

Using this function, you can:
• Automatically detect spikes in trading volume.
• Monitor large block trades that might signal significant market moves.
• Create alert systems for proactive trading decisions.
• Integrate real-time data into your dashboards, yield analysis, or backtesting models.

Why Use This Function?

• Receive Real-Time Updates: The function leverages MarketXLS’s RTD/streaming service to ensure your data refreshes in real or near-real time.
• Simplify Trading Workflows: By integrating last trade sizes directly into Excel, you eliminate the need for external platforms or constant browser window toggling.
• Advanced Alerting and Automation: Build conditional alerts or advanced macros to highlight abnormal trade sizes, powering more effective decision-making.
• Reduce Manual Errors: Automatic data validation helps you avoid typos or invalid symbols; the function checks whether the symbol is recognized before returning results.
• Ideal for Intraday Strategies: Intraday and high-frequency traders can observe real market conditions dynamically, making it indispensable for short-term trading or scalping.

How to Use in Excel

Use the following syntax within any Excel cell:

=QM_Stream_LastTradeSize(symbol)

1. Type the formula in a cell.
2. Replace symbol with a valid ticker symbol (in quotes) or a cell reference containing that symbol.
3. Press Enter.
4. If your data feed is active and the license is valid, you will see the size of the most recent trade appear.

Depending on your refresh settings and subscription level, the cell automatically updates in real time whenever new trade data is captured.

Parameters Explained

Example Usage

Basic Examples

1. Hardcoded Symbol

   • Formula:

     =QM_Stream_LastTradeSize("AAPL")

   • Explanation: Returns the size of Apple’s most recent trade. If that last trade was 300 shares, the cell displays 300.

2. Cell-Referenced Symbol

   • Example:
     • Cell A2: MSFT
     • Cell B2:

       =QM_Stream_LastTradeSize(A2)

   • Explanation: This setup fetches the last trade size for Microsoft based on the ticker name in cell A2. Perfect for monitoring multiple tickets using a list of symbols.

3. Large Trade Alert

   • Formula:

     =IF(QM_Stream_LastTradeSize("GOOG")>5000, "High Volume Trade", "Normal Volume")

   • Explanation: Excel will display “High Volume Trade” if the last GOOG trade exceeded 5,000 shares — ideal for quickly spotting unusual volume spikes.

4. Invalid Symbol Handling

   • Formula:

     =QM_Stream_LastTradeSize("XXXXZZZ")

   • Explanation: Since "XXXXZZZ" is not a valid or recognized symbol, the function likely returns “NA” (or a similar error code).

Advanced Scenarios

1. Multi-Symbol Portfolio Dashboard

   • Create a column of symbols (AAPL, TSLA, AMZN…) and drag the formula down a column to simultaneously track each symbol’s last trade size. Real-time data refresh ensures that all cells show dynamic market activity.

2. Intraday Volume Profiling

   • Combine QM_Stream_LastTradeSize with time-based macros to log snapshots of trade sizes at regular intervals, building a volume profile over the trading day.

3. Integration with Other Financial Metrics

   • Use QM_Stream_LastTradeSize alongside real-time price (QM_Stream_LastTradePrice, for instance) to calculate volume-weighted metrics or day trading signals directly in Excel, without switching platforms.

Common Questions and Troubleshooting

1. Why am I getting “NA” or an empty cell?

   • Likely causes include invalid symbols, empty/whitespace inputs, or an unrecognized ticker by your data source. Double-check the symbol.

2. I see a license-related error message. What now?

   • Ensure your MarketXLS license is up to date and correctly configured. The function performs a license check before returning real-time data.

3. How do I handle performance issues when tracking multiple symbols?

   • Each symbol triggers an RTD subscription. Monitor how many symbols you stream. If performance drops, try reducing the number of concurrently tracked tickers or adjusting refresh intervals.

4. Can I watch after-hours or pre-market trades with this function?

   • That depends on your data provider’s coverage. If your subscription includes extended hours, the function may reflect after/pre-market trades. Otherwise, data might be delayed or absent.

5. My data feed is active, but the function returns “ERR.”

   • “ERR” often indicates an unexpected exception. Check logs, verify your configuration, or confirm that your data source is operational at the time of the request.

6. Does the function store historical data?

   • No. The function purely returns the latest trade size. For a historical record, you’d log outputs or use another function that retrieves historical market data.

By using QM_Stream_LastTradeSize (fn_00017) to monitor the last trade size, you can quickly identify large-block movements and trade metrics. Explore further combinations with other MarketXLS real-time functions to develop an integrated Excel-based trading or portfolio management solution. Stay ahead of the market with timely data, automated alerts, and flexible Excel-based workflows—all driven by up-to-date trade size information.