Day formulae allow you to work the most recent quote information, which depending on the source can be updated in real-time
These formulae all have the same syntax, i.e. =xlqFunctionName("Symbol", "Source") e.g. =xlqPrice("msft","tda").
- Google - provide snapshot data for many exchanges and products.
- IB - Interactivebrokers provide streaming real-time data for the many worldwide exchanges and products they cover, including for equities, indexes, options, futures, forex etc. etc. (xlqPlus Only)
- IQFeed - provide streaming real-time millisecond precision data for the many exchanges and products they cover, including for equities, indexes, options, futures, forex etc. etc. (xlqPlus Only)
- TDA - TDAmeritrade provide streaming real-time data for US equities and indexes. (xlqPlus Only)
- Yahoo - provide delayed snapshot data for many exchanges and products
|Name||Name / Description|
|Exchange||The name or location of the symbol's exchange.|
|Price||The last price traded|
|Bid||The bid price|
|Ask||The ask price|
|LastSize||Size of last trade|
|BidSize||Size of last bid|
|AskSize||Size of last ask|
|Change||Days change in price|
|ChangePercent||Days change in price as %|
|Open||Days opening price|
|PreviousClose||Previous days closing price|
|High||High for the day|
|Low||Low for the day|
|Volume||Number of shares bought and sold during the day|
|AverageVolume||Average number of shares bought and sold|
|TypicalPrice||Typical price (High + Low + Last)/3|
|13WeekLow||Lowest price for the stock over the last 13 weeks|
|13WeekHigh||Highest price for the stock over the last 13 weeks|
|26WeekLow||Lowest price for the stock over the last 26 weeks|
|26WeekHigh||Highest price for the stock over the last 26 weeks|
|52WeekLow||Lowest price for the stock over the last 52 weeks|
|52WeekHigh||Highest price for the stock over the last 52 weeks|
|TradeTime||Date / time of last trade|
|LastUpdate||Date / time of last update for symbol|
|SymbolCount||the number of symbols that are currently active for a day source|
|UninitializedSymbolCount||the number of symbols for the source that have not yet received any data from the feed. When a connection with a streaming feed is reset the count will again include all the symbols until re-initialized|
|PricePerEarnings||Price / Earnings ratio|
|PricePerEarningsMkt||Price / Earnings ratio on market price|
|Yield||Current percentage dividend yield based on the present cash dividend rate.|
|MarketCap||Market Capitalization (multiplying the current Price by the current number of Shares Outstanding).|
|MarketCapMkt||Current market capitalization based on market price|
|SharesOutstanding||Number of shares of common stock currently outstanding.|
|ShortRatio||Short interest for the current month divided by the average daily volume.|
|DivPerShare||Annual dividend per share of stock|
|PricePerSales||The Price to Sales ratio (previous closing stock price divided by the revenue per share)|
|PricePerBook||Current Price divided by the latest quarterly book value per share|
|EarningsPerShare||Earnings / share|
|EPSEstCurrentYear||Current Year analyst consensus EPS estimate as provided by the data source.|
|EPSEstNextYear||Next Year analyst consensus EPS estimate as provided by the data source.|
|EPSEstNextQtr||Next Quarter analyst consensus EPS estimate as provided by the data source.|
|PEGRatio||the Price per Earnings Growth ratio (trailing P/E divided by earnings growth rate)|
|EBITDA||Earnings Before Interest, Tax and Depreciation Accumulated|
|1YTargetPrice||1 year target price|
|VWAP||Volume Weighted Average Price|
|Range||Days Range, difference between high and low|
|Spread||Spread - difference between ask and bid|
|PcntOffAveVolume||Volume % off Average Volume|
|ChangeFromOpen||Change From Open|
|ExchangeOfLastTrade||Exchange Of Last Trade|
|MarketHoursChange||Market Hours change, i.e. change only during trading hours|
|ExtTradingDifference||Extended Trading Difference i.e. difference between market hours price and last price|
|IsMarketOpen||1 if market is open if not 0|
|NoOfTradesToday||No. of trades today|
|VolumeRate||Volume / minute|
|TradeRate||Trades / minute|
|MarketHoursLast||Market hours last price|
|BidChange||Last change in bid price|
|AskChange||last change in ask price|
|BidTime||Time of bid change|
|AskTime||Time of ask change|
|PreviousDaysVolume||Previous Days Volume|
|CalendarYearHigh||Calendar year high|
|CalendarYearLowh||Calendar year low|
|CalendarYearHighDate||Calendar year high date|
|CalendarYearLowDate||Calendar year low date|
|52WeekHighDate||52 week high date|
|52WeekLowDate||52 week low date|
|SecurityType||Security Type e.g. stock /index / option|
|DividendAmount||Dividend amount paid|
|DividendPayDate||Dividend pay date|
|ExDividendDate||Ex Dividend date|
|5YearGrowthPcnt||5 Year Growth %|
|FiscalYearEnd||Fiscal Year End (month)|
|BalanceSheetDate||Balance Sheet Date|
|LTDebt||Long term debt|
|Split1Ratio||Split Ratio (last)|
|Split1Date||Date of last split|
|Split2Ratio||Split Ratio (prior)|
|Split2Date||Date of prior split|
|SIC||SIC (Standard Industrial Classification)|
|RootOptionSymbols||Root Option Symbols (separated by space)|
|NetAssetValue||Net Asset Value (Mutual funds)|
|OpenInterest||Open Interest (options / futures)|
|7DayYield||7 Day Yield|
|DaysToExpiration||Days To Expiration|
|TickID||unique tick identification no. (IQFeed)|
|OptionCallOpenInterest||Option Call Open Interest|
|OptionPutOpenInterest||Option Put Open Interest|
|OptionCallVolume||Option Call Volume|
|OptionPutVolume||Option Put Volume|
|IsShortable||Will return the following values:
0 is not shortable, .
1 (TDA) will return 1 if it is shortable, .
2 (IB) The contract will be available for short sale if shares can be located .
3 (IB) There are at least 1000 shares available for a short sale
|PriceNonQualifying||It is possible to include / exclude non qualifying (odd lot) trades with IQFeed, and still view the last N Q trade here|
|SizeNonQualifying||Size of the last non qualifying trade|
|TimeNonQualifying||Time of the last non qualifying trade|
Allows XLQ to generate a small sample of historic data (for symbols having none). (0 the most recent, -1 would be prior day, -2 to -5 the days before).
The reliability would depend on xlq being run around market close to record the data.
Needs to be enabled in xlq preferences.
|Delete||Allows for a symbol to be removed from the xlq data engine
With special parameters xlqDelete("RESETCONNECTION","IQFEED") or xlqDelete("RESETCONNECTION","TDA") it is also possible to reset the streaming feed for those sources.
It is also possible to view the day data directly in xlq
Right click the Q on the task bar (or press alt-ctrl-shift-Q) and choose View data / Day View (streaming) or Day List
For additional information press excel's insert function button 'fx'
=xlqPrice("gs","yahoo") will return the last price for GS from Yahoo
=xlqPrice("EUR.USD[IDEALPRO,CASH,USD]","ib") will return the last eur / usd rate from InteractiveBrokers.
=xlqBid("msft_101615C44.5","TDA") will return the last bid for 16 Oct 2015 $44.5 option call for Microsoft from TDAmeritrade.
=xlq52WeekLow(".dji","google") will return the 52 week low for the Dow Jones from Google.
=xlqNoOfTradesToday("aapl","iqfeed") will return the number of trades for today for Apple from IQFeed
=xlqChangePercent(O$1) will return the change as a % for the symbol in O1 from the default source.
=xlqFx("xlqPrice","gs","yahoo") alternative way of entering formula using xlqfx
=xlqFxStatic("xlqPrice","gs","yahoo") same as above but will only update when alt-ctrl-f9 is pressed.
Additional examples of all formulae in xlqDemo.xlsx included with the download.
20 March 2017
XLQ 5.6 released
- New formulae xqlxhFlexAve, xlqxhFlexAveSlope, xlqxhFlexAveIntercept, xlqxhFlexAveStdDev with support for new averages (Double / Triple / Triangular EMA, Hull etc).
- 10 New data 'types' for supported formulae.
- No. of intraday bars doubled, New 15 and 30 second intervals.
- New formulae xlqIntraEarliestPeriod, xlqBidTime, xlqAskTime, xlqIsMarketOpen.
- New preference settings for IQFeed and TDAmeritrade to mange pre/post market data.
- xlqPseudoHist now also availalble for Google.
- And more. >>
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