Stream Trade Count

Streams the real-time total number of trades executed during the current trading session. This is different from volume, which counts shares.

Supported Symbol Formats

Type Format Example
US Stocks SYMBOL AAPL, MSFT
ETFs SYMBOL SPY, QQQ

Notes

  • Data streams automatically update in Excel
  • Trade count resets at market open each day
  • Useful for calculating average trade size

Examples

=QM_Stream_TradeCount("AAPL")
Stream trade count for Apple
=QM_Stream_TradeCount("MSFT")
Stream trade count for Microsoft
=QM_Stream_TradeCount("SPY")
Stream trade count for SPY ETF
=QM_Stream_TradeCount(A1)
Symbol from cell reference
=QM_Stream_Volume("AAPL")/QM_Stream_TradeCount("AAPL")
Average trade size

When to Use

  • Measuring trading activity intensity
  • Calculating average trade size
  • Detecting unusual trading patterns
  • Market microstructure analysis

When NOT to Use

Scenario Use Instead
Need share volume QM_Stream_Volume()
Need last trade size QM_Stream_LastTradeSize()
Need dollar volume QM_Stream_AccumulatedTradeValue()
Need VWAP QM_Stream_Vwap()

Common Issues & FAQ

Q: What's the difference between trade count and volume? A: Trade count is the number of individual trades; volume is the total number of shares traded.

Q: How do I calculate average trade size? A: Use =QM_Stream_Volume("AAPL")/QM_Stream_TradeCount("AAPL").

Get Access to 1 Billion Usable Market data points IN YOUR EXCEL SHEETS WITH EASY TO USE EXCEL FUNCTIONS

Get started today
MarketXLS Excel Add-in Tutorial - How to Use Stream Trade Count and Other Financial Formulas
▶
How does MarketXLS work?

Related Functions