Stream VWAP
Streams the real-time Volume-Weighted Average Price (VWAP) for stocks and ETFs. VWAP is the average price weighted by trading volume, commonly used as a benchmark by institutional traders.
Supported Symbol Formats
| Type | Format | Example |
|---|---|---|
| US Stocks | SYMBOL | AAPL, MSFT |
| ETFs | SYMBOL | SPY, QQQ |
Notes
- Data streams automatically update in Excel
- VWAP resets at market open each day
- Formula: Sum(Price * Volume) / Sum(Volume)
- Industry-standard benchmark for execution quality
Syntax
=QM_Stream_Vwap(Symbol)Returns
number
Volume-weighted average price for the session
Examples
=QM_Stream_Vwap("AAPL")=QM_Stream_Vwap("MSFT")=QM_Stream_Vwap("SPY")=QM_Stream_Vwap(A1)=QM_Stream_Last("AAPL")-QM_Stream_Vwap("AAPL")When to Use
- Algorithmic trading benchmarks
- Execution quality analysis
- Identifying buying/selling pressure
- Institutional trading strategies
When NOT to Use
| Scenario | Use Instead |
|---|---|
| Need time-weighted average | QM_Stream_Twap() |
| Need current price | QM_Stream_Last() |
| Need historical price | Close_Historical() |
| Need open price | QM_Stream_Open() |
Common Issues & FAQ
What does VWAP tell me?
VWAP shows the average price weighted by volume. Trading below VWAP suggests buyers are getting good prices; above VWAP suggests sellers are.
Why do traders use VWAP?
It's a benchmark for institutional traders to measure execution quality. Buying below VWAP or selling above is considered good execution.
Related Formulas
More MarketXLS Price Quotes (Streaming) formulas you can use in the same worksheet:
- QM Stream
- Qm Stream Ask Implied Volatility
- Qm Stream Bid Implied Volatility
- Qm Stream Currency Id
- Qm Stream Excode
- Qm Stream Extrinsic Value
- Qm Stream Implied Volatility
- Qm Stream Instrument Type
See QM_Stream_Vwap used in a complete workbook: How to Insert Stock Price in Excel for Real-Time Quotes
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