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
Syntax
=QM_Stream_TradeCount(Symbol)Examples
=QM_Stream_TradeCount("AAPL")=QM_Stream_TradeCount("MSFT")=QM_Stream_TradeCount("SPY")=QM_Stream_TradeCount(A1)=QM_Stream_Volume("AAPL")/QM_Stream_TradeCount("AAPL")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
What's the difference between trade count and volume?
Trade count is the number of individual trades; volume is the total number of shares traded.
How do I calculate average trade size?
Use =QM_Stream_Volume("AAPL")/QM_Stream_TradeCount("AAPL").
Related Formulas
More MarketXLS Price Quotes (Streaming) formulas you can use in the same worksheet:
- Stream Trade Count
- Stream Trade Value
- Stream Twap
- Stream TWAP
- Stream Vega
- Stream Volume
- Stream Vwap
- QM Stream
See QM_Stream_TradeCount used in a complete workbook: Real Time Futures Prices in Excel: Live Streaming Data with MarketXLS 2025
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