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").
- EODHD - EODHistoricalData provide delayed snapshot data for over 60 exchanges, including for 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.
- TDA - TDAmeritrade provide streaming real-time data for US equities and indexes. (additional features if using xlq2)
- Tiingo - Tiingo provide real-time snapshot data for US and Chinese equities, funds and crypto currencies.
- XLQ2 - XLQ2 (source) provided real-time snapshot data for US equities along with extra information. (requires xlq2)
- Yahoo - provide delayed snapshot data for many exchanges and products
- CoinMarketCap - X minute updates for many cryptocurrencies
xlq2Lite and xlq2
|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.|
|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.|
|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|
|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|
|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|
|AverageVolume10||Average Volume 10 day|
|AverageVolume3M||Average Volume 3 Month|
|PRRatio||Price Revenue Ratio|
|PCFRatio||Price Cash Flow 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|
|TotalDebtToCapital||Total Debt To Capital|
|LTDebtToEquity||LTDebt To Equity|
|TotalDebtToEquity||Total Debt To Equity|
|EPSChangePercentTTM||EPS Change Percent TTM|
|EPSChangeYear||EPS Change Year|
|RevenueChangeYear||Revenue Change Year|
|RevenueChangeTTM||Revenue Change TTM|
|RevenueChangeIn||Revenue Change In|
|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|
|52WeekChange||52 Week Change|
|200DayMovingAverage||200 Day Moving Average|
|50DayMovingAverage||50 Day Moving Average|
|5YearChangePercent||5 Year Change Percent|
|2YearChangePercent||2 Year Change Percent|
|1YearChangePercent||1 YearChange Percent|
|YTDChangePercent||YTD Change Percent|
|6MonthChangePercent||6 Month Change Percent|
|3MonthChangePercent||3 Month Change Percent|
|1MonthChangePercent||1 Month Change Percent|
|5DayChangePercent||5 Day Change Percent|
|30DayChangePercent||30 Day Change Percent|
|NextEarningsDate||Next Earnings Date|
|DividendPayDate||Dividend Pay Date|
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.
|Extra formulae supported by CoinMarketCap
In addition to Name, LastPrice, MarketCapVal, TradeTime, LastUpdate
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.
=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.
Reminder: All xlqPlus users may now use xlq2 as xlq2Lite with full compatibility and more
11 October 2021
XLQ2 21.3 released
Windows 11 and Excel 2021 supported
- XLQ2 has been converted to Unicode string handling - long text now also available via formulae.
- New formulae for Choppiness Index
- New special version of formulae for RSI and MACD allowing you to chose between 8 average types and 22 data types.
- Close Price * Volume supported as new data type for compatible formulae.
- New COM interface functions to handle the extra parameters.
- CoinmarketCap interface has been updated with improved processing and support for 2 new formulae - xlqMarketCapitalizationDiluted and xlqMarketCapDominance.
- Supports IQFeeds's 6.2 protocol.
- For EODHD users, beta and type (common stock, etf, fund, currency etc.) have been added to the bulk historic data.
- For EODHD users 7 new options formulae have been added covering volume, open interest, and contract period (weekly etc.)
- More. >>
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