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","tradier").
Sources
- CoinMarketCap - X minute updates for many cryptocurrencies
- EODHD - EODHistoricalData provide delayed snapshot data for many exchanges, including for forex, crypto, commodities etc. (requires xlq2)
- FMP - Financial Modeling Prep provides realtime snapshot data for numerous worldwide markets including forex, crypto, commodities etc. (requires xlq2)
- 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.
- 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.
- Schwab - Schwab provide real-time snaphsot data for US equities, indexes, currencies, futures and futures options.
- Tiingo - provide real-time snapshot data for US and Chinese equities, funds and crypto currencies.
- Tradier - provide streaming real-time and snapshot data for US equities, options and indexes via 2 sources (tradier and tradier2)
List
xlq2Lite and xlq2
xlq2
EODHD, FMP and Norgate also provide some of the below formuale via their historic data, often with additional detail. Please consult xlq2demo.xlsx for more info.
xlq... | Description | EODHD | FMP | IB | IQFeed | Schwab | Tiingo | Tradier | |
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 | ||||||||
Price2 | History and trend of price | ||||||||
Price2x | with additional settings on price change | ||||||||
Bid2 | History and trend of bid | ||||||||
Bid2x | with additional settings on price change | ||||||||
Ask2 | History and trend of ask | ||||||||
Ask2x | with additional settings on price change | ||||||||
Midpoint | The midpoint between bid and ask | ||||||||
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 | EODHD | FMP | IB | IQFeed | Schwab | Tiingo | Tradier | |
PricePerEarnings | Price / Earnings ratio | ||||||||
PricePerEarningsMkt | Price / Earnings ratio on market price | ||||||||
Yield | Current percentage dividend yield based on the present cash dividend rate. | ||||||||
MarketCapVal | Market Capitalization (multiplying the current Price by the current number of Shares Outstanding). | ||||||||
SharesOutstanding | Number of shares of common stock currently outstanding. | ||||||||
PricePerBook | Current Price divided by the latest quarterly book value per share | ||||||||
EarningsPerShare | Earnings / share as per source (trailing) | ||||||||
EPSEstCurrentYear | Current Year analyst consensus EPS estimate or forward eps as provided by the data source. | ||||||||
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 | EODHD | FMP | IB | IQFeed | Schwab | Tiingo | Tradier | |
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 | ||||||||
BidExchange | Exchange of bid | ||||||||
AskExchange | Exchange of ask | ||||||||
Volatility | Volatility | ||||||||
PreviousDaysVolume | Previous Days Volume | ||||||||
CalendarYearHigh | Calendar year high | ||||||||
CalendarYearLow | 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 | EODHD | FMP | IB | IQFeed | Schwab | Tiingo | Tradier | |
HistoricVolatility | Historic Volatility | ||||||||
ImpliedVolatility | Implied Volatility | ||||||||
BidImpliedVolatility | Bid Implied Volatility | ||||||||
MidImpliedVolatility | Mid Implied Volatility | ||||||||
AskImpliedVolatility | Ask Implied Volatility | ||||||||
ORATSFinalImpliedVolatility | ORATS Final 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) | ||||||||
Underlying | Underlying Symbols of options | ||||||||
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 | ||||||||
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 | ||||||||
Phi | Phi | ||||||||
GreeksUpdateTime | Greeks Update Time | ||||||||
ContractSize | ContractSize | ||||||||
OptionExpirationType | Option Expiration Type | ||||||||
OptionType | Option Type | ||||||||
Average Option Volume | AveOptionVolume | ||||||||
ShortableShares | Shortable Shares | ||||||||
IsShortable | Will return the following values:
0 is not shortable, . 1 (Schwab) 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 |
||||||||
IsHalted | Is Halted | ||||||||
AuctionPrice | Auction Price | ||||||||
AuctionVolume | Auction Volume | ||||||||
AuctionImbalance | Auction Imbalance | ||||||||
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 | ||||||||
xlq... | Description | EODHD | FMP | IB | IQFeed | Schwab | Tiingo | Tradier | |
MarketHoursChangePercent | Market Hours change % | ||||||||
MarketHoursLastSize | Market Hours Last Size | ||||||||
MarketHoursTradeTime | Market Hours trade time | ||||||||
DividendDeclaredDate | Dividend Declared Date | ||||||||
DividendFrequency | Dividend Frequency | ||||||||
DividendNextExDate | Next Ex Dividend Date | ||||||||
DividendNextPayDate | Next Dividend Pay Date | ||||||||
LastEarnings | Last Earnings Date | ||||||||
MoneyIntrinsicValue | Intrinsic Value | ||||||||
Multiplier | Multiplier | ||||||||
TheoreticalOptionValue | Theoretical Option Value | ||||||||
ImpliedYield | Implied Yield | ||||||||
Underlying | Underlying | ||||||||
Option Type | Option Type | ||||||||
Mark | Mark Price | ||||||||
Mark Change | Mark Price Change | ||||||||
MarkChangePercent | Mark Change % | ||||||||
Cusip | Cusip | ||||||||
AverageVolume10 | Average Volume 10 day | ||||||||
AverageVolume3M | Average Volume 3 Month | ||||||||
PRRatio | Price Revenue Ratio | ||||||||
PCFRatio | Price Cash Flow Ratio | ||||||||
QuickRatio | Quick Ratio | ||||||||
CurrentRatio | Current Ratio | ||||||||
PEG Ratio | Price Earings to Growth Ratio | ||||||||
ReturnOnEquity | Return On Equity | ||||||||
ReturnOnAssets | Return On Assets | ||||||||
GrossMarginTTM | Gross Margin TTM | ||||||||
GrossMarginMRQ | Gross Margin MRQ | ||||||||
OperatingMarginTTM | Operating Margin TTM | ||||||||
OperatingMarginMRQ | Operating Margin MRQ | ||||||||
ReturnOnInvestment | Return On Investment | ||||||||
InterestCoverage | Interest Coverage | ||||||||
TotalDebtToCapital | Total Debt To Capital | ||||||||
LTDebtToEquity | LTDebt To Equity | ||||||||
TotalDebtToEquity | Total Debt To Equity | ||||||||
EPSChangePercentTTM | EPS Change Percent TTM | ||||||||
EPSChangeYear | EPS Change Year | ||||||||
EPSChange | EPS Change | ||||||||
RevenueChangeYear | Revenue Change Year | ||||||||
RevenueChangeTTM | Revenue Change TTM | ||||||||
RevenueChangeIn | Revenue Change In | ||||||||
MarketcapFloat | Marketcap Float | ||||||||
RevenueChangeTTM | Revenue Change TTM | ||||||||
BookValuePerShare | Book Value Per Share | ||||||||
ShortInterestToFloat | Short Interest To Float | ||||||||
ShortInterestDaysToCover | Short Interest Days To Cover | ||||||||
DividendGrowthrate3Year | Dividend Growth rate 3 Year | ||||||||
ttmEPS | ttmEPS | ||||||||
NextEarningsDate | Next Earnings Date | ||||||||
xlq... | Description | EODHD | FMP | IB | IQFeed | Schwab | Tiingo | Tradier | |
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 | EODHD | FMP | IB | IQFeed | Schwab | Tiingo | Tradier | |
Rank 24hVolume AvailableSupply TotalSupply MaxSupply PercentChange1h PercentChange24h PercentChange7day PercentChange30day PercentChange60day PercentChange90day MarketCapitalizationDiluted MarketCapDominance xlqSelfReportedCirculatingSupply xlqSelfReportedMarketcap xlqVolumeChange24h xlqTotalValueLocked xlqTotalValueLockedRatio |
Extra formulae supported by CoinMarketCap
In addition to Name, LastPrice, MarketCapVal, TradeTime, LastUpdate | ||||||||
xlq... | Description | EODHD | FMP | IB | IQFeed | Schwab | Tiingo | Tradier | |
xlq2OptionSymbolConvert xlq2OptionSymbolBuildCall xlq2OptionSymbolBuildPut |
Special formulae allowing for an option symbol to be converted from the syntax of one source to another as well as to construct the symbol per source based on underlying values (date, strike etc.) | ||||||||
xlq... | Description | EODHD | FMP | IB | IQFeed | Schwab | Tiingo | Tradier |
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","tradier2") will return the last streaming realtime price for GS from tradier
=xlqPrice("EUR.USD[IDEALPRO,CASH,USD]","ib") will return the last eur / usd rate from InteractiveBrokers.
=xlqBid("AAPL 241115C00100000","schwab") will return the last bid for 15 November 2024 $100.00 option call for Apple from Schwab.
=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","tradier") alternative way of entering formula using xlqfx
=xlqFxStatic("xlqPrice","gs","tiingo") 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.
New Tips and Tricks Page
- A quick reference guide to using xlq2 with excel including shortcuts, tips etc.
- Examples and explanations for all user levels.
Also available via the Resource menu above, along with references for formulae, symbols etc.
LATEST NEWS:
12 September 2024
XLQ2 24.41 released
-
xlqPrice2x, xlqBid2x and xlqAsk2x
Specialized versions based on price differences to return
- up to 20 prior values
- the trend
- as positive or negative depending on movement.
-
Schwab
includes all the latest updates.
Option Chain functionality now supported and Schwab view added
-
New option date formulae
To calcualte a trend and target price for a given expiry date based on volume and open interest
- More. >>
Current Offers
1 year of upgrades included
Purchase xlq2Lite for $159
Purchase xlq2 for $299
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Thank you
User Comments
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