Introduction

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").

Sources
  • 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

List

xlq...  Description  Google  Yahoo  IB  IQFeed  TDA  xlqLite  xlqPlus
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
 xlq...  Description  Google  Yahoo  IB  IQFeed  TDA  xlqLite  xlqPlus
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
 xlq...  Description  Google  Yahoo  IB  IQFeed  TDA  xlqLite  xlqPlus
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
Volatility Volatility
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
DividendRate Dividend rate
DividendPayDate Dividend pay date
ExDividendDate Ex Dividend date
5YearGrowthPcnt 5 Year Growth %
FiscalYearEnd Fiscal Year End (month)
InstitutionalPcnt Institutional %
Beta Beta
CurrentAssets Current Assets
CurrentLiabilities Current Liabilities
BalanceSheetDate Balance Sheet Date
LTDebt Long term debt
 xlq...  Description  Google  Yahoo  IB  IQFeed  TDA  xlqLite  xlqPlus
HistoricVolatility Historic Volatility
ImpliedVolatility Implied Volatility
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)
LeapSymbols LeapSymbols
NetAssetValue Net Asset Value (Mutual funds)
OpenInterest Open Interest (options / futures)
Strike Strike
Settle Settle
Delay Delay
AverageMaturity Average Maturity
7DayYield 7 Day Yield
ExpirationDate Expiration Date
DaysToExpiration Days To Expiration
TickID unique tick identification no. (IQFeed)
Currency Currency
 xlq...  Description  Google  Yahoo  IB  IQFeed  TDA  xlqLite  xlqPlus
OptionCallOpenInterest Option Call Open Interest
OptionPutOpenInterest Option Put Open Interest
OptionCallVolume Option Call Volume
OptionPutVolume Option Put Volume
Delta Delta
Gamma Gamma
Vega Vega
Theta Theta
Rho Rho
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
PseudoHistOpen
PseudoHistClose
PseudoHistHigh
PseudoHistLow
PseudoHistVolume
PseudoHistDate
e.g. =xlqpseudoHistClose("msft",-1,"yahoo")
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 programmatically.

With special parameters xlqDelete("RESETCONNECTION","IQFEED") or xlqDelete("RESETCONNECTION","TDA") it is also possible to reset the streaming feed for those sources.
xlq...  Description  Google  Yahoo  IB  IQFeed  TDA  xlqLite  xlqPlus

      

XLQ view

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

Examples

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.

LATEST NEWS:

22 May 2017

XLQ 5.7 released

  • Updated to support Yahoo's new historic data downloads
  • More. >>

Current Offers

1 year of free upgrades included
Purchase xlqPlus for $149
Purchase xlqLite for $89

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Books

xlq has been recommended in the following:

Definitive Guide to Position Sizing

Van Tharp

Paul King