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
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
Q: What does VWAP tell me? A: VWAP shows the average price weighted by volume. Trading below VWAP suggests buyers are getting good prices; above VWAP suggests sellers are.
Q: Why do traders use VWAP? A: It's a benchmark for institutional traders to measure execution quality. Buying below VWAP or selling above is considered good execution.
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