XLQ2 Changelog

What's new in XLQ2 24.1

Apr 29, 2024

Tradier:
Tradier has been added as a data source. Tradier account holders may now use their account to work with data via xlq2 (data is free).
Historic day, week, month including for options, dividends and splits.
Snapshot data via tradier days source.
Streaming data via tradier2 day source.
Historic intraday is supported for current day and streaming updates will use tradier2 automatically.
The historic options formulae (chains) are supported. (Used along with the tradier and tradier2 day sources is possible to get latest greeks and streaming realtime bid / ask, as well as historic data for options).
A new Tradier view is available via xlq2 to allow for viewing and filtering, including for the option data.
The following new formulae have been added
xlqBidExchange
xlqAskExchange
xlqUnderlying
xlqPhi
xlqBidImpliedVolatility
xlqAskImpliedVolatility
xlqMidImpliedVolatility
xlqORATSFinalImpliedVolatility (smv volume)
xlqGreeksUpdateTime
xlqContractSize
xlqOptionExpirationType
xlqOptionType
With other formulae such as bid / ask time or xlqhName also being supported
The Tradier day and historic data sources are also available to xlq2lite users with an up to date license (limited to 500 simultaneous symbols (2000 for historic), excludes options, tradier2 source, xlq2 specific formulae and the tradier view).
Chaikin Money Flow:
xlqChaikin Money Flow is now supported (historic day, week, month intraday etc. with the xlqx versions also providing , ChaikinMoneyFlowMultiplier and ChaikinMoneyFlowVolume.
Historic Intraday Formulae:
Now possible to work with the latest partial bar (multiple time frames) of historic intraday base value providing 0 for the date and time reference. Base values being high, low, close, open etc, xlqxhi calculations are not available for the incomplete bar but on the last completed.
New support formulae for options:
New support formulae have been added (example on option chain sheet in xlq2demo)
xlq2OptionSymbolConvert - Convert an option symbols form one source to another, taking 3 parameters, symbol, from source and to source.
xlq2OptionSymbolBuildCall - Allows you to construct an option symbol for a specific source by providing the parameters for root, date, price and source.
xlq2OptionSymbolBuildPut - Same for put symbols.
Other:
Excel cell updating has been improved:
New excel refresh possibilities. From the stock manager, Refresh data calls (force xlq to update related cells) and Clear Requests (force xlq to re-request the data values for the cells) have been improved and are now also available for day sources. This allows for targeted refreshing per symbol or range of symbols. It is now also possible to press alt-ctrl-shift-X (no matter which program has focus) to force a total refresh of all xlq data in excel.
Authentication windows have been improved. Standard layout per source, retry button, auto-close. Pressing ctrl-Q to force focus to the browser content will now also work for tradier (useful if using a screen reader or working without a mouse).
Many other changes.
Requires Microsoft Visual C++ 2022 Redistributable (version 14.36.32532):
The install process will check if they are present, and if not, will download and install them first. In such a case the installation process will require an internet connection and a reboot.
Once the runtime libraries are installed they would not need to be installed again in the future for xlq or another program requiring them.
If the runtime libraries are not already on your computer and you prefer to not have to reboot as part of the install, you may install them first from here:
32bit Microsoft Visual C++ 2022 runtime libraries version 14.36.32532
64bit Microsoft Visual C++ 2022 runtime libraries version 14.36.32532

New in XLQ2 23.7 (Dec 5, 2023)

New in XLQ2 23.6 (Oct 16, 2023)

New in XLQ2 23.4 (May 26, 2023)

New in XLQ2 23.3 (Apr 21, 2023)

New in XLQ2 23.2 (Mar 21, 2023)

New options for Historic Intraday:
In addition to specifying 0 or 1 in formulae to return (0) market hours only ,or (1) also include pre / post market, it is now also possible to specify
2 - Market hours (with gaps), and
3 - all hours (with gaps).
with gaps excludes bars where no trades occurred between first and last trade of the day.
New preference settings:
Under general, in addition to choosing to delete all data on exit -once, which deletes data within xlq, it is now possible to also chose to
Delete extra data for all sources on exit – once,
With options, if preferred to do so by source (EODHD, IB, or IQFeed).
If set to yes, the stored data retrieved from these sources will also be deleted forcing retrieval of all data on next load. For IB and IQFeed this will only be for historic intraday data, but for EODHD will also remove all fundamental data etc.
By default now, when installing xlq the extra source data files along with xlq data files will be removed ensuring a clean start.
Under data source specific / EODHD, IB and IQFeed you can now also choose to set Historic intraday settings / keep retrieved data for reuse to no. This will ensure that if historic intraday data needs to be reloaded, all will be re-requested. If yes (default) reloading of data will be faster and would be recommended if requesting many days.
Miscellaneous updates to Historic Intraday based on feedback.
All InteractiveBrokers historic requests have been updated with improved handling of the time zone provided to TWS on sign in.
All EODHD option requests, in addition to US equities will also work with the following indexes: DJI, GSPC, NDX, RUT, SP100, VIX (.indx).
Requires Microsoft Visual C++ 2022 Redistributable (version 14.34.31931)
The install process will check if they are present, and if not, will download and install them first. In such a case the installation process will require an internet connection and a reboot.
Once the runtime libraries are installed they would not need to be installed again in the future for xlq or another program requiring them.

New in XLQ2 23.1 (Mar 1, 2023)

New in XLQ2 22.3 (Dec 20, 2022)

New in XLQ2 22.2 (Sep 7, 2022)

Improved excel updating:
This version includes the new excel update processing that has been in development for a couple of years providing up to 3 times faster refreshing time on opening (with data pre-requested).
Speed improvement of up to 25% have also been noted with all data needing to be retrieved.
New special version of formulae for Bollinger Bands calculation, i.e. xlqxhBollingerBands2Upper, xlqxhBollingerBands2Middle, xlqxhBollingerBands2Lower ,xlqxhBollingerBands2B, xlqxhBollingerBands2Width (+ weekly / monthly and xlqxi intraday versions) allowing you to specify the standard deviation method (population or sample) and data and average types like the RSI2 and MACD2, i.e. allowing you to chose the average type used (from the 8 choices as per the flex average) and the data type used for the calculation (from the 22 types available).
Same for Keltner Channels, i.e. xlqxhKeltnerChannels2Lower, xlqxhKeltnerChannels2Middle, xlqxhKeltnerChannels2Upper (+ weekly / monthly and xlqxi intraday versions).
In xlqdemo.xlsx the squeeze2 sheet has been added using Bollinger bands 2 and Keltner Channels 2 allowing for results to be compared using different parameters.
New preferences setting (under data settings / historic formulae) allowing you to choose the standard deviation calculation method which is applied to other Bollinger Bands calculations. The default now is to use the population method. For compatibility with prior xlq versions choose sample.
Standard Deviation (Population)
All xlq standard deviation formulae return results as per a sample (like excel’s stdev.s). New formulae have been added to return results for population (like excel’s stdev.p). These include xlqxhStdDevP (+ week, month), xlqxhFlexAveStdDevP (+ week, month), xlqxiStdDevP, xlqxiFlexAveStdDevP and the range version xlqrhStdDevP (+ week, month).
Copy with headers:
It is now possible to copy data from any of the xlq views or xlqCompanion choosing to copy only the data or the data with headers. This can be done by either selecting the data, then right clicking and choosing copy or copy (with headers), or pressing ctrl-C to copy or ctrl-shift-C to include the headers.
Midpoint:
XlqMidpoint is now available being the midpoint of the bid and ask. Xlq2 users working with option data from EODHD also have xlqhOptionsMidpoint which is also included in the views and can be filtered and sorted on.
CoinMarketCap:
The following new formulae have also been added:
xlqSelfReportedCirculatingSupply
xlqSelfReportedMarketcap
xlqVolumeChange24h
xlqTotalValueLocked
xlqTotalValueLockedRatio
InteractiveBrokers:
The following new formulae are supported:
xlqIsHalted
xlqAuctionPrice
xlqAuctionVolume
xlqAuctionImbalance
xlqMarketHoursLast
It is now possible to specify the primary exchange for data requests when using smart to ensure all quotes are returned. i.e. certain symbol are ‘ambiguous’ if they are listed on different exchanges, e.g. CSCO (or CSCO[smart,stk,usd]. CSCO[bats,stk,usd] etc. can be used for direct quotes from bats, and now CSCO[smart&nasdaq,stk,usd], may be used for all quotes as the underlying exchanges is provided removing ambiguity.
New preference setting to set the maximum no. of years for historic data requests, between 1 and 30 years. Default is now set to 5.
Updated for compatibility with a recent TWS change to avoid a “The date, time, or time-zone entered is invalid.” error when requesting historic data.
Yahoo:
Yahoo processing has been updated reducing alerts for connection failures.
Tiingo:
Historic Tiingo processing has been updated to correctly handle symbols such as BRK-B.
Insider Transactions (EODHD):
Insider transaction data is now available from EODHD available per symbols and as bulk requests for all symbols, and includes the following formulae:
xlqhInsiderTransactionsDate
xlqhInsiderTransactionsOwnerCIK
xlqhInsiderTransactionsOwnerName
xlqhInsiderTransactionsTransactionDate
xlqhInsiderTransactionsTransactionCode
xlqhInsiderTransactionsTransactionAmount
xlqhInsiderTransactionsTransactionPrice
xlqhInsiderTransactionsTransactionAcquiredDisposed
xlqhInsiderTransactionsPostTransactionAmount
xlqhInsiderTransactionsSEClink
xlqhInsiderTransactionsReportDate
xlqhInsiderTransactionsOwnerRelationship
xlqhInsiderTransactionsOwnerTitle
xlqhInsiderTransactionsDateIndex
xlqhInsiderTransactionsValidDateOrNext
Xlq2demo has been updated, and the data is also viewable via the eodhd view and the eodhd period view where it is possible to view and manipulate the data month by month for all symbols.
To work with the data symbol by symbol in xlq preferences under data source specific / EOD Historical data ensure process fundamentals is set to yes.
To work with the bulk data ensure Process Bulk Insider Transactions is set to yes.
Other EODHD Changes:
More detailed bulk dividend data
Extra Balance Sheet formulae (Quarterly (xlqhbsq…) and yearly (xlqhbsy…)
PropertyPlantAndEquipmentNet
CapitalStock
CashAndEquivalents
CurrentDeferredRevenue
And Cash Flow (xlqhcfq / xlqhcfy)
IssuanceOfCapitalStock
Norgate Data:
Additional data sources Norgate-AUWarrant and NorgateAUETO covering Australian Warrants and Exchange Traded Options.
xlqhTurnover is now available working with all their data sources.
From the Norgate data view in xlq it is now possible to double click a row (or select a range of rows, right click and choose Retrieve) to add the symbol to xlq for processing.
Xlq2 Data The xlq2 data source with underlying data from iex cloud has been updated.
Some of the new formulae include:
xlqHighTime
xlqLowTime
xlqIEXOpen
xlqIEXOpenTime
xlqIEXLastTradeTime
xlqIEXClose
xlqIEXCloseTime
xlqOddLotDelayedPrice
xlqOddlotDelayedPriceTime
xlqPreviousVolume
xlqVolumeFromIEX
xlq52WeekHighSplitDivAdj
xlq52WeekLowSplitDivAdj
xlqPricePerEarnings
xlqSIC
xlqAddress1
xlqAddress2
xlqState
xlqCity
xlqZip
xlqCountry
xlqPhone
Times are now all eastern time.

New in XLQ2 22.1 (Jan 4, 2022)

New in XLQ2 21.3 (Oct 11, 2021)

Xlq2 has been converted to Unicode for better string handling and support of accented characters etc. All string handling, supporting libraries, interfaces etc. have been updated, including to latest versions
String handling via formulae has also been updated for longer lengths ...
including the new formula xlqhDescriptionLong making the long text descriptions from Norgate Data and EODHD available in excel. (xlq2demo has updated examples including using merged cells).
The install program has been updated and all programs are now signed with Extended Validation SSL certificates.
All calculation processing has been updated.
New formulae for Choppiness Index xlqhChop as well weekly / monthly, xlqxh and xlqxi intraday versions.
New special version of formulae for RSI calculation, i.e. xlqxhAveGain2, xlqxhAveLoss2, xlqxhRelativeStrength2 and xlqxhRSI2 (+ weekly / monthly and xlqxi intraday versions) that take 2 extra parameters allowing you to chose the average type used (from the 8 choices as per the flex average) and the data type used for the calculation (from the 22 types available).
This allows for some complex possibilities such as calculating an RSI on typical price using a triple ema, or on range using a hull moving average etc. etc.
Same for MACD, i.e. xlqxhMACD2, xlqxhMACD2Trigger and xlqxhMACD2Histogram(+ weekly / monthly and xlqxi intraday versions). Used with an SMA and appropriate settings will return results as per the LBR 3-10 Oscillator.
Close Price*Volume has been added as a 22nd data type and may be used with the flex average and all other formulae allowing a type parameter. For the full list of data types, average types and supported formulae see xlq historic formulae in xlqdemo.xlsx.
New COM interface functions have been added, xlqHistValue6 and xlqIntraValue6 to support the extra parameter.
CoinmarketCap processing has been updated. Data will now be returned for symbols containing spaces and other non-standard characters. Handling of duplicate symbols has been improved. Error messages will be shown in the status view and supports 2 new formulae for their data, xlqMarketCapitalizationDiluted and xlqMarketCapDominance (xlqCryptoCurrencies.xlsx has been updated).
Supports IQFeed's 6.2 protocol and would require using iqconnect 6.2.020 or later. It can be downloaded from here
For EODHD users, beta and type (common stock, etf, fund, currency etc) have been added to the bulk historic data viewable via the xlq2 EODHistoricalData Period view.
The following new EODHD options formulae have also been added (xlq2demo.xlsx updated with examples) :
xlqhOptionDatePutVolume
xlqhOptionDateCallVolume
xlqhOptionDatePutCallVolumeRatio
xlqhOptionDatePutOpenInterest
xlqhOptionDateCallOpenInterest
xlqhOptionDatePutCallOpenInterestRatio
xlqhOptionContractPeriod (returning whether the option is weekly / monthly)
Updated Yahoo Processing
Supports Windows 11 and Excel 2021
Requires Microsoft Visual C++ 2019 Redistributable (version 14.29.30037
The install process will check if they are present, and if not, will download and install them first. In such a case the installation process will require an internet connection and a reboot.
Once the runtime libraries are installed they would not need to be installed again in the future for xlq or another program requiring them.
If the runtime libraries are not already on your computer and you prefer to not have to reboot as part of the install, you may install them first from here:
32bit Microsoft Visual C++ 2019 runtime libraries version 14.29.30037
64bit Microsoft Visual C++ 2019 runtime libraries version 14.29.30037

New in XLQ2 21.2 (May 20, 2021)

New historic, range and intraday formulae for Median allowing to return the median over a number of periods, or between 2 periods on any of the 21 supported types (close, range, volume, typical price etc).
This is a recommended update for anyone using xlqxi formulae (intraday calculations) as excel refreshing has been changed.
Extra financial formulae supported through EODHD (quarter and year)
Balance Sheet:
xlqhbsqNetDebt
xlqhbsqNetWorkingCapital
xlqhbsqNetInvestedCapital
Income Statement:
xlqhisqSellingAndMarketingExpenses
xlqhisqReconciledDepreciation
xlqhisqEbitda
xlqhisqDepreciationAndAmortization
Cash Flow:
xlqhcfqChangeInWorkingCapital
xlqhcfqOtherNonCashItems
xlqhcfqFreeCashFlow
Extra formulae for bonds, cryptos, ETFs and funds supported through EODHD
Bonds:
xlqhName
xlqhISIN
xlqhCUSIP
xlqhWKN
xlqhSedol
xlqhFIGI
xlqhBondType
xlqhDebtType
xlqhGICIndustry
xlqhGICSubIndustry
xlqhSubProductAsset
xlqhSubProductAssetType
xlqhCurrency
xlqhMoodyRating
xlqhMoodyRatingUpdateDate
xlqhSPRating
xlqhSPRatingUpdateDate
xlqhCoupon
xlqhLastPrice
xlqhLastTradeDate
xlqhMaturityDate
xlqhYieldToMaturity
xlqhCallable
xlqhNextCallDate
xlqhMinimumSettlementAmount
xlqhParIntegralMultiple
xlqhEODHDUpdateDate
xlqhIssueDate
xlqhOfferingDate
xlqhFirstCouponDate
xlqhFirstTradingDay
xlqhCouponPaymentFrequency
xlqhCompanyName (Issuer)
xlqhCountryName
xlqhWebSite
Cryptos:
xlqhUrlInfo
ETFs:
xlqhName
xlqhCompanyName
xlqhISIN
xlqhWebSite
xlqhUrlInfo
xlqhYield
xlqhDividendPayingFrequency
xlqhInceptionDate
xlqhOngoingCharge
xlqhOngoingChargeDate
xlqhExpenseRatio
xlqhAnnualHoldingsTurnover
xlqhTotalAssets
xlqhAverageMktCapMil
Mutual Funds:
xlqhCategory
xlqhStyle
xlqhNAV
xlqhLastPrice
xlqhEODHDUpdateDate
xlqhPortfolioNetAssets
xlqhShareClassNetAssets
xlqhInceptionDate
xlqhCurrencyxlqhCountryName
xlqhYield
xlqhYieldYTD
xlqhYield1YearYTD
xlqhYield3YearYTD
xlqhYield5YearYTD
xlqhExpenseRatio
xlqhExpenseRatioDate
The xlq2 EODHistoricalData view will now also show the ISIN as part of the symbol list.
Sample worksheets have been udpated
Requires Microsoft Visual C++ 2019 Redistributable (version 14.28.29913
The install process will check if they are present, and if not, will download and install them first. In such a case the installation process will require an internet connection and a reboot.
Once the runtime libraries are installed they would not need to be installed again in the future for xlq or another program requiring them.
If the runtime libraries are not already on your computer and you prefer to not have to reboot as part of the install, you may install them first from here:
32bit Microsoft Visual C++ 2019 runtime libraries version 14.28.29913
64bit Microsoft Visual C++ 2019 runtime libraries version 14.28.29913

New in XLQ2 21.1 (Apr 12, 2021)

New Versioning:
Rather than just increment .x version of each update, the new versioning is more meaningful, i.e. XX.YZ XX will be the year 20(21), and Y will be the sequence of releases for the year. .1 being first, .2 next etc. Z will refer to any minor updates.
One download, introducing xlq2Lite:
To ensure all users benefit from xlq2 design changes and enhancements, going forward there will be one xlq2 download for everyone.
A new xlq2Lite license will provide core xlq2 functionality, also ensuring all existing xlqPlus features remain and will be built upon.
Some changes:
It is now possible to download and install xlq2 without a license, which will run as a trial with all xlq2Lite features for around 3 weeks, with the possibility to request a full xlq2 trial (3weeks), allowing up to 45 days to trial all functionality.
A valid and up to date xlq2 license is still required to use all xlq2 features. When an xlq2 license expires, if it is not renewed it will continue to function as xlq2Lite until renewed.
When xlq2 is running with all xlq2 features the Q will be green, and when it is running as xlq2Lite it will be orange.
xlq2Lite will continue to run using an expired license. (Any features added that are indicated as requiring a valid license will no longer function until renewed).
What does not change is that a license will only work with versions released before its expiry date, and any renewal (extending the existing license by 1,2 or 3 years), or upgrade needs to be done within 3 month of expiry. After the 3 months the license is no longer eligible for the special discounted renewal pricing.
EODHD added as a data source (with special pricing for xlq2 users)
EODHistoricalData has been added as a new data source providing vast amounts of new data and new possibilities. It is impossible to cover all changes here as there are hundreds of new formulae along with new views within xlq2.
All new formulae are documented in xlq2demo.xlsx and elsewhere on the site:
Over 60 different worldwide exchanges are covered.
Including virtual exchanges covering forex, commodities, cryptos, bonds, indexes etc.
Detailed options data is also available
Historic day / week / month data is available as unadjusted, splits adjusted or dividend and split adjusted
Delayed snapshot data.
Historic dividends, splits, earnings, financials available for many markets going back over 20 years
Upcoming dividends, splits, earnings and targets for many markets
Historic short interest
Other detailed statistics / fundamentals.
Bulk data requests including all data for a market day etc.
Index constituent data
Extra formulae for Cryptos, Bonds, etc.
New formulae for the xlq2 day data source (underlying data provided by iex cloud)
XlqIndustry, xlqSector, xlqWebsite, xlqCEO, xlqSecurityType, xlqDividendPayDate and xlqNextEarningsDate (date should be upcoming but is more often the prior date)
New formulae for CoinMarketCap
PercentChange30day, PercentChange60day, PercentChange90day
Requires Microsoft Visual C++ 2019 Redistributable (version 14.28.29913
The install process will check if they are present, and if not, will download and install them first. In such a case the installation process will require an internet connection and a reboot.
Once the runtime libraries are installed they would not need to be installed again in the future for xlq or another program requiring them.
If the runtime libraries are not already on your computer and you prefer to not have to reboot as part of the install, you may install them first from here:
32bit Microsoft Visual C++ 2019 runtime libraries version 14.28.29913 (https://www.qmatix.com/Downloads/vcruntime/2019_14.28.29913/vc_redist.x86.exe)
64bit Microsoft Visual C++ 2019 runtime libraries version 14.28.29913 (https://www.qmatix.com/Downloads/vcruntime/2019_14.28.29913/vc_redist.x64.exe)

New in XLQ2 6.74 (Nov 28, 2020)

New in XLQ2 6.73a (Sep 4, 2020)

New in XLQ2 6.73 (Sep 2, 2020)

New in XLQ2 6.72 (Jul 25, 2020)

New in XLQ2 6.7 (Jun 29, 2020)

This update is a major update and includes workbook initialization improvements, especially for .xlsx and .xlsm file formats (Excels binary files, i.e. .xlsb remains the recommended format).
Xlq2Bridge will now close automatically if it detects excel is no longer communicating with it.
TDAmeritrade
This version supports TDAmeritrade's new interface.
They will be ending support for the old later this year. xlqPlus supports this providing all equivalent functionality where possible for a seamless transition. Signed in with a TDAmeritrade account support for free streaming real-time data, intraday backfill, and historic data for US equities and indexes continue to be available, as well as streaming real-time options.
Streaming data is limited to 500 symbols
For TDAmeritrade, it is now possible for you to use a personal consumer key for their API rather than the default for xlq.
This will eliminate recent connection and request errors from occurring.
To make the change you would need to register and request a consumer key with TDAmeritrade, then enter it into xlq. This page (XLQ_TDAmeritradeGuide) has been setup providing detailed instructions.
When xlq is running it is now possible to press Alt-Ctrl-Shift-T to display the TDA authorization window.
The following formulae are now also supported for TDAmeritrade in xlqPlus:
xlqAverageVolume
xlqDividendAmount (also xlqDividendRate)
xlqBeta
xlqSharesOutstanding
xlqPricePerBook
xlqMarketCapVal
Addtional TDAmeritrade support is available via xlq2, including for real-time futures (e.g. /ES) and currencies (e.g. EUR/USD).
In xlq2 if you do not have a TDAmeritrade account it is possible to work with delayed snapshot (equities, indexes, options, futures and currencies) and historic.
In xlq2 you may further control the TDAmeritrade streaming data by choosing the speed of updates as follows:
500 ms
750 ms
1000 ms (default)
1500 ms
3000 ms
5000 ms
Or to return the data as real-time x minute snapshots (as per the snapshot setting)
In xlq2 you may enable a 2nd TDAmeritrade snapshot source (TDA-SNAP), with its own interval. This will allow for example to only stream real-time data for the symbols you need while monitoring others, only updated every couple of minutes.
(If signed in to TDAmeritrade, TDA-SNAP will return real-time snapshots, if not, delayed).
The following additional formulae are supported for TDAmeritrade in xlq2:
xlqCusip
xlqAverageVolume10
xlqAverageVolume3M
xlqPRRatio
xlqPCFRatio
xlqQuickRatio
xlqCurrentRatio
xlqPEGRatio
xlqReturnOnEquity
xlqReturnOnAssets
xlqttmEPS
xlqGrossMarginTTM
xlqGrossMarginMRQ
xlqNetProfitMarginTTM
xlqNetProfitMarginMRQ
xlqOperatingMarginTTM
xlqOperatingMarginMRQ
xlqReturnOnInvestment
xlqInterestCoverage
xlqTotalDebtToCapital
xlqLTDebtToEquity
xlqTotalDebtToEquity
xlqEPSChangePercentTTM
xlqEPSChangeYear
xlqEPSChange
xlqRevenueChangeYear
xlqRevenueChangeTTM
xlqRevenueChangeIn
xlqMarketcapFloat
xlqBookValuePerShare
xlqShortInterestToFloat
xlqShortInterestDaysToCover
xlqDividendGrowthrate3Year
XLQ2 source:
The entire update processing has been redesigned and optimized. The old update processing will continue to be supported for a couple of months before being phased out.
XLQ2 source:
Historic earnings data is now available for quarters and years, with the views being updated accordingly. The original formulae starting with xlqhEarnings have been renamed to xlqhEarningsQ… and the yearly are now xlqhEarningsY…
XLQ2 source:
Historic data is now also available for the following countries:
Belgium (suffix -BB)
Canada (suffix -CV or -CT) previously supported
France (suffix -FP)
Germany (suffix -GY)
Ireland (suffix -ID)
Mexico (suffix -MM) previously supported
Netherlands (suffix -NA)
Portugal (suffix -PL)
United Kingdom (suffix -LN)
Norgate Data:
For Australia it is now possible to work with the partial day snapshots during the current market day, which are updated automatically. The -1, or current date reference will return the most recent values, with prior close becoming -2 if more recent data is available.
Yahoo:
processing has been updated to avoid symbols being returned as not available.
Xlq2Demo.xlsx is now included with the xlqPlus installation, allowing for the possibility to consult the extra functionality even though the formulae will not work. It has also been updated with a new TDA sheet.
Requires Microsoft Visual C++ 2019 Redistributable (version 14.26.28720)
The install process will check if they are present, and if not, will download and install them first. In such a case the installation process will require an internet connection and a reboot.
Once the runtime libraries are installed they would not need to be installed again in the future for xlq or another program requiring them.
If the runtime libraries are not already on your computer and you prefer to not have to reboot as part of the install, you may install them first from here:
32bit Microsoft Visual C++ 2019 runtime libraries version 14.26.28720
64bit Microsoft Visual C++ 2019 runtime libraries version 14.26.287207

New in XLQ2 6.61 (Mar 12, 2020)

New in XLQ2 6.6 (Dec 19, 2019)

New in XLQ2 6.500 (Sep 5, 2019)

New data source "XLQ2" available in XLQ2 (with around 200 formulae added to cover the extra information)
Data is managed from dedicated xlq2 servers offering a range of data complementing existing sources, covering US equities including:
Upcoming Dividends, Splits, Earnings along with estimates and target pricing
Historic quarterly (12 quarters) and yearly (4 years) Balance sheet, Income statement, Cash flow, and up to 5 years of historic Earnings, Dividends and Splits.
Historic Day data (up to 15 years, also for OTCs)
Real-time IEX or delayed snapshot data with frequency configurable via preferences.
Other information such as industry, sector, website, CEO, number of employees, market cap, beta, float, dividend rate, yield, pe ratio, pre calculated change percentages etc. For full list please consult xlq2demo.xlsx.
This service is offered free to xlq2 users.
Underlying Data is provided by IEX Cloud.
Click here for more info.
Historic views within XLQ2 have been updated to show the new data. The historic period view will now include upcoming dividends, historic earnings, and a new tab for upcoming earnings announcements along with estimates and target price information.
IEX has been removed as a source due to the service being discontinued.
Xlqfx wrappers (xlqfx and xlqfxtatic) have been modified to work with formulae such as xlqhNorgate taking 3 string fields.
CoinMarketCap - You may now choose the update interval for CoinMarketCap, to have a lower frequency if monitoring 24/7, or higher if using one of their paid tiers.
XlqCompanion has 2 new fields that may be chosen from the field chooser, i.e. alert high % and alert low%. Working with the existing alert high and low $ fields. These new fields will work like the trailing stop % showing how close the $ alerts are to being triggered.
Yahoo - a prior fix to clean data such as for Australia where dates were offset by one day has been removed. Previously the returned data was all offset, or all correct, but the data now returned from yahoo can be both incorrect and correct depending on the date returned, reducing the possibility of effectively applying a fix so is now left as is.
Requires Microsoft Visual C++ 2019 Redistributable (version 14.22.27821
The install process will check if they are present, and if not, will download and install them first. In such a case the installation process will require an internet connection and a reboot.
Once the runtime libraries are installed they would not need to be installed again in the future for xlq or another program requiring them.

New in XLQ2 6.400 (Mar 15, 2019)

Stockwatch supported as new historic source:
- Unlike other sources, this data is retrieved per market day and per exchange and not per symbol, including for all options traded.
- Supports US and Canadian exchanges, and you may choose in preferences which you wish to work with.
- Requires an Intermediate Subscription with Stockwatch (around C$ 10 per month).
- Due to the number of symbols, if using options (> 500,000), it is more suited for near-term analysis or when data for numerous options are required.
- Works well with the filters in the historic and historic period view to find symbols based on indicator values.
- click here for more info
Norgate Data - new preference setting to "disable NDU connection":
If active Norgate will be removed from xlq as a source until re-activated and will not try connect with NDU.
CoinMarketCap:
Is again supported, now using their new sign up interface, including support fro their Basic (free) subscription.
Your CMC token would need to be entered into XLQ and can be obtained from https://coinmarketcap.com/api/pricing/
- Data will be refreshed every 30 minutes to ensure compatibility with the Basic subscription.
- (Tiingo has expanded on the number of symbols covered and may be used as additional real-time or historic data is required).
Interactivebrokers:
This version now uses their latest API and should avoid/eliminate timeout restrictions if you hit any of their throttle limits, in which case requests are queued and not rejected.
It also eliminates a problem that has been occurring more frequently with the old api after a windows update with being unable to connect to TWS.
SuperTrend:
New formula xlqhSuperTrend, as well as weekly/month/xlqxh and intraday variants, allowing you to calculate the super trend. You may change the settings for the number of periods for the ATR and multiplier, and may choose how the ATR is calculated (Wilder / SMA / EMA).
This version includes updated handling of day/real-time data. It lays the groundwork for future updates with the base methods and memory handling being faster and more efficient. As a result any stored day data from previous versions will not be compatible and the data will be re-requested.
Requires Microsoft Visual C++ 2017 Redistributable (version 14.16.27024)
The install process will check if they are present, and if not, will download and install them first. In such a case the installation process will require an internet connection and a reboot.
Once the runtime libraries are installed they would not need to be installed again in the future for xlq or another program requiring them.
If the runtime libraries are not already on your computer and you prefer to not have to reboot as part of the install, you may install them first from here:
32bit Microsoft Visual C++ 2017 runtime libraries version 14.16.27024
64bit Microsoft Visual C++ 2017 runtime libraries version 14.16.27024

New in XLQ2 6.300 (Oct 26, 2018)

XLQ2 released. (new subscription level)
Too many new features to mention but include
redesigned data engine
enhanced views allowing queries per column.
new views including historic period view, dividend view etc.
over 100 new formulae covering dividends, splits, financials, constituents, fundamentals. examples in new xlq2Demo.xlsx
click here for more info
NorgateData supported as new data source.
covering thorough historic data for US and Australian equities and indexes, futures and currencies. (requires subscription)
data adjusted as needed. includes dividend details.
supports data back till 1950 including for delisted companies
historic index constituent data.
additional financial and fundamental data
many new formulae covering the additional data.(see formulae help pages for more info)
IEX supported as new data source. (data is free)
covering day and historic US equity data (5 years) as well as financials / fundamentals.
historic dividend and split information.
historic earnings and financials
many new formulae covering the additional data. (see formulae help pages for more info)
new AAII custom fields that can be used with xlqaaii in addition to those provided by aaii. There are around 50 new fields calculated on existing values and included in a new 'xlq aaii custom formulae.xlsx' (can also be applied for quarterly / yearly values)
includes calculations such as for Net Operating Assets, Excess cash, NOPAT, NOPAT return on invested capital etc.
COM interface has been updated to handle all new formulae and sources. Newrequest functions xlqHistString, xlqHistString1 and xlqHistNorgate have been added to coverrequests returning string values or requiring additional string parameters
Tiingo supported as new data source (requires registration, data is either free or subscription)
covering day and historic data (back to 1960's) for US and Chinese equities, funds and crypto currencies.
data may be adjusted for dividends.
Token needs to be entered into xlq before it can be used see https://blog.tiingo.com/how-to-find-your-tiingo-api-token/ for more info
For historic crypto-currencies it is possible to get the unique data for the currency pair. e.g. btc-usd will include all historic data converted to usd, whereas btc-usd* will only return data where btc has traded directly to usd. Another example xcp-usd will return all XCP trades converted to USD, xcp-usd* will not return data as there are no direct trades, but you can view direct trades with xcp-btc* etc.
Supports IQFeed's latest protocol (requires iqconnect 6.0.0.4 or later to run)
New Interactivebroker setting to choose whetherhistoric data contains only regular trading hours, or includes pre/postmarket data (default RTH only). Seperate setting for intraday backfill.
Supports Coinmarketcap's new interface (coinmarketcap have since indicated the interface will be taken offline on December 4)
Supports Excel 2019 (Windows).
New preference setting for Yahoo to ignore data with 0 volume (default no) Can correct problems with certain exchanges returning data for weekends or holidays.
Google removed as historic data source as data is no longer available for download.
Requires Microsoft Visual C++ 2017 Redistributable (version 14.15.26706)

New in XLQ2 6.200 (May 25, 2018)

New in XLQ2 6.100 (Mar 27, 2018)

Added the possibility for xlq to display a popup message concerning information on some recent event.
The message will be displayed up to 5 times, unless dismissed and the functionality may be disabled under general preference settings by changing “Enable Information Alerts” to no. As emails are only sent for new major releases and not minor builds, this method can now be used to notify of such updates and possibly other events such as a source outage, a breaking change etc. Messages will be kept to a minimum.
CoinMarketCap:
New formula =xlqPriceInBitcoin(), to also return their prices in bitcoin. xlqPrice continues to return the US Dollar value.
A crash that could occur requesting data from CoinMarketCap has been eliminated.
Duplicate symbols are now handled by appending a number to those lower on the list
Yahoo:
Includes a number of extra checks and routines to clean Yahoo's downloaded data including for European and Asian historic data where their date references are currently incorrect.
For example Australian day data being referenced as Sunday to Thursday, and monthly as the month before (US symbols return a date of the 1st of the month, Europe and Asia will return the same data referenced as the last day of the prior month). Xlq will now look for the different problems in the data and correct the dates.
Compatibility change:
Yahoo’s old download service returned the Forward Earnings per Share, which was returned via =xlqEarningsPerShare, they also return EPS estimates which they no longer do. Their new service now returns “eps trailing 12 month” and “eps forward”. For this version going forward, “eps trailing 12 month” will now be returned via =xlqEarningsPerShare, and “eps forward” will be returned via =xlqEPSEstCurrentYear.
New formulae xlqhAveVolume (+ week and month) has been added, calculated based on the preference settings. To avoid the need to specifically calculate one using the available xlqxh versions.
New preference setting for DMI/ADX allowing you to choose the calculation method (weighted (default) or EMA) for the xlqxh calculated versions. A separate preference setting remains for the xlqh versions.
This version also includes numerous internal updates as well as updated supporting libraries.

New in XLQ2 6.000 (Jan 12, 2018)

New in XLQ2 5.9 (Nov 28, 2017)

New in XLQ2 5.8 (Sep 21, 2017)

Yahoo:
Historic:
Yahoo are now returning split adjusted open, high, low and unadjusted close data (previously this data was unadjusted for splits).
Due to this change, to keep things standard, the default close returned by Yahoo will now be split adjusted only.
In xlq preferences / data source specific there is now a new setting to choose to return the dividend adjusted close as xlqhClose (and to be used in calculations).
There is also an additional setting to now adjust the open, high and low by the dividend adjustment, allowing for the first time to use a dividend adjusted open, high, low and close.
You must change the settings in xlq preferences to work with yahoo’s dividend adjusted data and any symbols should be deleted so that the data is re-requested.
Regardless which adjustment is chosen, the original close values are available via xlqhAdjustedClose and xlqhUnadjustedClose.
Historic data is again available from Yahoo for currencies and Dow indexes.
Day Data:
Xlq now requests Yahoo day data using SSL / https.
Google:
On September 5 Google removed support for current day price downloads. As a result Google has been removed as a day source.
A couple of days later Google resumed their service for historic data which will continue to be supported.
Historic data for mutual funds and currencies is now available via Google via xlqhClose (i.e. not open, high, low)
Currencies will have the syntax EURUSD:CURRENCY
And mutual funds as DWUGX:MUTF
Occasionally Google is missing prices for the close, high, and less often the open, leaving gaps in the data with those prices being 0 which can impact calculations.
In xlq preferences / data source specific / Google it is now possible to set an option to have those values replaced by the close reducing the impact of the 0 prices.
If the open is also available the high/low will be set appropriately. This will also modify those values for currencies and mutual funds. The default is to not adjust.
TDAmeritrade:
The status view will now be shown if there is no valid login info showing a corresponding message, and xlq will not try to connect until a new id / password has been entered.
New formulae: xlqxhOnBalanceVolume as well as weekly, monthly equivalents.
In addition for formulae using the Type parameter, 2 new types have been added for Volume (20) and On Balance Volume (21). Using xlqxhFlexAve with OnBalanceVolume will allow for a signal line to be plotted. The OnBalanceVolume type is also available for intraday calculations (There is no intraday formula for On Balance Volume but it can be accessed with xlqxiFlexAve using an sma of 1).
The updated type list is:
0 Close
1 Open
2 Low
3 High
4 Typical Price (high + low + close) / 3
5 Weighted Price (open + high + low + close) / 4
6 Rate of Return (%Change)
7 Range (high-low)
8 True Range
9 ATR%
10 CLOP (close - open)
11 CLOP% (close - open)/open
12 HIOP (high - open)
13 HIOP% (high - open)/open
14 LOOP (low - open)
15 LOOP% (low - open)/open
16 CLLO (close - low)
17 CLLO% (close - low) / low
18 CLHI (close - high)
19 CLHI% (close - high) / high
20 Volume
21 On Balance Volume
New formulae: xlqhAroonUp, xlqhAroonDown, xlqxhAroonOscillator along with their xlqxh, weekly, monthly and intraday equivalents.
A sample chart has been added to xlqDemo.
Bug Fixes:
A number of bugs etc. have been fixed, most notably a crash caused when a computer wakes up from Sleep mode.
Keltner Channels Upper and Lower have been corrected due to an error applying the stddev multiplier.
Microsoft Visual C++ 2017 Redistributable (version 14.10.25017)
This version uses an update to the c++ runtime libraries.
The install process will check if they are present, and if not, will download and install them first. In such a case the installation process will require an internet connection and a reboot.
Once the runtime libraries are installed they would not need to be installed again in the future for xlq or another program requiring them.
If the runtime libraries are not already on your computer and you prefer to not have to reboot as part of the install, you may install them first from here:
32bit Microsoft Visual C++ 2017 runtime libraries version 14.10.25017
64bit Microsoft Visual C++ 2017 runtime libraries version 14.10.25017

New in XLQ2 5.7.02 (Jun 8, 2017)

New in XLQ2 5.6.1 (Mar 22, 2017)

New formulae: xlqxhFlexAve, xlqxhFlexAveSlope, xlqxhFlexAveIntercept, xlqxhFlexAveStdDev along with their weekly, monthly and intraday equivalents.
The formulae will calculate different averages on the underlying data (see data types below). The types of averages (specified as a parameter) currently supported are:
0 SMA
1 EMA
2 DEMA (Double EMA)
3 TEMA (Triple EMA)
4 TrMA (Triangular EMA)
5 Wilder Moving Average
6 Weighted Moving Average
7 Volume Weighted Moving Average
8 Hull Moving Average
A different period range can be specified for the Slope / Intercept calculation.
A new sheet has been added to xlqDemo.xlsx with more info.
Data Types
In addition to the existing data types:
0 Close
1 Open
2 Low
3 High
4 Typical Price (high + low + close) / 3
5 Weighted Price (open + high + low + close) / 4
6 Rate of Return (%Change)
7 Range (high-low)
8 True Range
9 ATR%
These new types can be used with all formulae using the type parameter:
10 CLOP (close - open)
11 CLOP% (close - open)/open
12 HIOP (high - open)
13 HIOP% (high - open)/open
14 LOOP (low - open)
15 LOOP% (low - open)/open
16 CLLO (close - low)
17 CLLO% (close - low) / low
18 CLHI (close - high)
19 CLHI% (close - high) / high
Intraday data handling has been improved.
It is now possible to work with up to 2000 bars of intraday data. To increase, or reduce the number of intraday bars, change the xlq preference settings.
Additional 15 and 30 second intervals have been added (backfill available from IB and IQFeed).
Backfill will now only be requested if supported by source, but is still possible to use interval without backfill.
New formula xlqIntraEarliestPeriod, returning the earliest -x reference for the intraday series.
IQFeed:
New formulae:
xlqBidTime, xlqAskTime for the time of the bid and ask change.
xlqIsMarketOpen will return 1 if market is open for the symbol, if not 0.
New IQFeed preference settings:
“Ignore Pre-market Data” and “Ignore Afterhours Data” to filter the streaming data. There is a separate parameter for backfill data.
InteractiveBrokers:
Implied Volatility now stored with Greeks if “Keep Last Greeks” Specified in xlq preferences
TDAmeritrade:
New preference settings to apply a filter to market and/or backfill data limiting data to certain hours (to exclude pre or post market data).
The xlqPseudoHist… formulae allowing to store a small series of historic data built from day data while xlq is running, previously available for Yahoo, can now also be used with Google if activated in xlq preferences.
Other optimizations, changes and fixes. Help file and xlqDemo updated.

New in XLQ2 5.5 (Oct 19, 2016)

New in XLQ2 5.4 (Jun 25, 2016)

New in XLQ2 5.3 (Oct 21, 2015)

Major update with completely re-written excel add-in:
Optimized processing.
New Ribbon interface (Excel 2010 and later).
Expanded excel insert Function / Fx information with more details for formula / parameters, version, supported sources and includes link to help on web page.
New =xlxFx as alternative wrapper for working with formulae.
New =xlxFxStatic, an alternative formulae wrapper were cell contents will remain static, only updating when alt-ctrl-f9 is pressed (or via VBA calling Application.CalculateFull). This is now also the recommended method if using xlq formulae within VBA and examples in macros and help file have been updated.
New xlqBridge program:
Working with the new addin, the xlqBridge runs in the background, being started and closed by excel as needed. It allows for a 3-way communication between excel and the xlq data engine allowing for a better workload distribution and avoids potential bottlenecks. Apart from the overall improvements and workbook load time (the workbook would need to be save with this version) it also virtually eliminates potential “server busy” errors or many reasons for #xlq being shown.
New XLQ Engine Preference Settings:
There are new preference settings for each source (right click the Q and choose preferences, select data source specific and choose the source).
Previous versions of xlq would maintain all symbols for ‘day data’ until deleted in the stock manager.
You may now choose per source whether you would like the data kept or not. By default, the data is no longer kept. (These settings are for day data / real-time symbols only and not for historic data)
In xlq preferences under general settings there are 2 new options:
Delete all data on exit – once and delete all data on exit – always.
Previously if there was a data corruption or for housekeeping purposes you needed to manually delete the data files. You may now choose the ‘once’ option to delete the files on exit automatically whenever needed.
The Always option is not recommended but if you require that every time you start xlq there is no existing data stored, it is now possible.
IQFeed:
The real-time data from IQFeed has included ‘odd lot’ or non-qualifying data, which other sources would exclude. For example, small quantities that would not alter the last price or be included in volume.
This data is now excluded from xlqPrice etc. by default, but you can include them via a new xlq preference setting for iqfeed.
Regardless of whether you include or exclude them it is now possible to see the information separately with 3 new formulae
xlqPriceNonQualifying, xlqSizeNonQualifying and xlqTimeNonQualifying
If you now include the non-qualifying trades, they will also be included in the intraday (not backfill) which was not the case previously.
There is now also a new preference setting for iqfeed intraday that allows you to only update the intraday on new trades only, rather than on bid / ask changes etc. which is the default.
InteractiveBrokers:
The following new formulae are supported:
xlqVolumeRate being volume per minute
xlqTradeRate being trades per minute
xlqNoOfTradesToday (also supported by IQFeed)
Google:
xlq can now request historic data for more than US equities.
Any historic request including an exchange as part of the symbol will use this interface, allowing you to request data for indexes and non US stocks,
e.g. for the dow DJI:INDEXDJX, Danske Bank Copenhagen DANSKE:CPH, Haseko Corporation Tokyo 1808:TYO
xlqCompanion:
New column and field ‘Days G/(L)’ showing the $ amount gained or lost for a held symbol for the current day. To add the column, select it from the field chooser and drag it to where you want.
New formula xlqhValidDateOrNext:
This formula allows you to test a date to see if there is market data for that date. If the same date is returned it is a valid date, if not the following trading date is returned. Xlqhdate would return the prior trading day e.g. =xlqhValidDateOrNext("msft","1/1/2015","yahoo") would return 2 January 2015 whereas =xlqhDate("msft","1/1/2015","yahoo") would return 31 December 2014.
New formula for Money Flow Index:
xlqhMoneyFlowRaw, xlqhMoneyFlowRatio and xlqhMoneyFlowIndex, along with xlqxh and intraday versions.
Full suport for Excel 2016, and windows 10
“insufficient memory” error using the com interface has been fixed.
YieldLowAve7Y was missing from the AAII field list and is now supported
Built with updated libraries and Visual C++ 2015.
All programs now signed with a new 256 bit digital certificate.
Help file and sample spreadhseets have been updated.
The installation process has changed:
Starting with Visual C++ 2015 Microsoft will combine the c++ runtime libraries with the operating system.
The install process will now check if they are present, and if not, will download them from Microsoft and install them first. In such a case the installation process will require an internet connection and a reboot.
Once the runtime libraries are installed they would not need to be installed again in the future for xlq or another program requiring them.

New in XLQ2 5.2a (Jun 16, 2015)

New in XLQ2 5.2 (Feb 13, 2015)

New in XLQ2 5.1 (Dec 2, 2014)

New formulae for Keltner Channels, xlqhKeltnerChannelsLower, xlqhKeltnerChannelsMiddle, xlqhKeltnerChannelsUpper allowing you to specify the Number of Periods, Number of ATR periods, multiplier and whether the calculation uses an EMA or SMA. + xlqxh..., weekly, monthly and intraday versions.
New formula supporting the Vortex Indicator, xlqhVortexPositive and xlqhVortexNegative + xlqxh..., weekly, monthly and intraday versions.
New intraday formulae for the following:
xlqxiSlope
xlqxiLSMA
xlqxiMaxLSMA
xlqxiDMIpositive
xlqxiDMINegative
xlqxiDX
xlqxiADX
(available in earlier versions as historic only)
Added 3 new types (7,8,9) that can be used in the different formulae accepting the parameter, making the list of types as follows:
0 Close
1 Open
2 Low
3 High
4 Typical Price (high + low + close) / 3
5 Weighted Price (open + high + low + close) / 4
6 Rate of Return (%Change)
7 Range (high-low)
8 True Range
9 ATR% (x day ATR as specified in preferences as a % of the last periods close).
New formula xlqhATRPercent being an x day ATR as specified in preferences as a % of the last periods close, also used as the Type 9 in supported formulae. + xlqxh..., weekly, monthly and intraday versions.
New formula xlqxhMean, returning an sma for any of the above Types for the number of periods specified + weekly, monthly and intraday versions.
New range formula xlqrhMean, as above but specifying start and end period.
New formula xlqxhRateOfReturn, complimenting xlqrhRateOfReturn, returning the %change for the number of periods + weekly, monthly and intraday versions.
Add 2 new fields / columns to xlqCompanion allowing for the entry of a 2nd custom text and value, along with the possible to change the description in xlqCompanion preferences.
Possible to display the Q menu when xlq is active by pressing Alt-Ctrl-Shift-Q.
Changes the xlq preference setting ”Data Retrieval Defaults” / “Number of Days” to accept values greater than 999, allowing for a much larger value to be specified, to have all available data for a symbol be downloaded on the first request.
Numerous internal changes.
xlqDemo.xls and help have been updated.

New in XLQ2 5.0 (Mar 17, 2014)

New reverse calculation formulae xlqxhReverseRSI and xlqxhReverseConnorsRSI returning the price needed to obtain the specified RSI/CRSI target (as well as xlqxi intraday versions).
New formula supporting Connors RSI, i.e. xlqhConnorsRSI, xlqxhConnorsRSI + weekly, monthly and intraday versions.(for more info: http://analytics.tradingmarkets.com/ConnorsRSI/).
New formula for Streak, i.e. returning the number of consecutive up or down periods, i.e. xlqhStreak, xlqxhStreak + weekly, monthly and intraday versions.
May calculate the streak on the following types: 0 = close, 1 = open, 2 = low, 3 = high or 4 = typical price, 5 = weighted price, 6 = rate of return (% change).
New formula for PercentRank, i.e. returning the percentile rank for the period over the number of periods specified i.e. xlqhPercentRank, xlqxhPercentRank + weekly, monthly and intraday versions.
May calculate the PercentRank on the following types: 0 = close, 1 = open, 2 = low, 3 = high or 4 = typical price, 5 = weighted price, 6 = rate of return (% change).
New formula for Historic Volatility, i.e. xlqhHistoricVolatility, xlqxhHistoricVolatility + weekly, monthly and intraday versions. May specify the number of periods (default 30), and the scale factor (default annual / 252 days).
xlqxh version allows you to also specify the following types: 0 = close, 1 = open, 2 = low, 3 = high or 4 = typical price, 5 = weighted price, 6 = rate of return (% change).
New formula for Fractal Dimension Index, i.e. xlqhFractalDimension, xlqxhFractalDimension + weekly, monthly and intraday versions. (for more info: http://en.wikipedia.org/wiki/Fractal_dimension).
xlqxh version allows you to also specify the following types: 0 = close, 1 = open, 2 = low, 3 = high or 4 = typical price, 5 = weighted price, 6 = rate of return (% change).
Now possible to set gridline intensity for xlq and xlqCompanion grids – choose xlq preferences / general settings / general / set grid line intensity. (for xlqCompanion choose view / preferences).
Numerous internal design changes, and re-dimensioning of internal structures. As a result the historic databases will be deleted on first run. The new data files are not compatible with older versions.
Numerous bug fixes, including the following:
Fix crash in excel 2013 when closing an xlq workbook and having another non xlq workbook open.
Fixes a problem with storing of some xlqCompanion preference settings.
Fix a problem with re-retrieval of Yahoo data after a dividend adjustment has been detected.
Fix problem with generating csv files (if option enabled).
Support IQFeed 5105.
Change IB handling when tws is started after xlq.
Can now request more (earlier dates) historic data from google.
YAHOO-RT as a source has been removed. Yahoo have already stopped providing real-time downloads for their subscription service, making YAHOO-RT as a source obsolete. Any reference in xlqCompanion will revert to YAHOO, and any request via excel or COM will be processed as yahoo to maintain compatibility. This change does not affect Yahoo or Yahoo-Int.
Various other changes, including updated libraries for windows 8.1. xlqDemo.xls and help have been updated.

New in XLQ2 4.92 (Aug 21, 2013)

New in XLQ2 4.91 (Aug 9, 2013)

New in XLQ2 4.9 (Jun 25, 2013)

Support for the new MSN. On June 19th MSN rolled out a new version of their web site, making the old connection for day data incompatible. The functionality has been restored, and all known issues solved. If other issues are found, or other changes are made to the site over the next weeks, new updates will be made available from the site. Note that the changes not only impact the connection, but also symbols. Currency and options symbols have changed as well as some indexes.
Support for IQFEEDs new millisecond precision (requires IQConnect 5.0.0.13). It is now possible to view the trade time (last trade, intraday tick data etc.) with millisecond precision. In excel this can be done by formatting the time cell with an extra .000 e.g. dd-mm-yy h:mm.ss.000. The xlqDay view and Intraday view will also show the millisecond time for iqfeed.
For IQFeed and Interactivebrokers there is now an option where you can specify an earlier time for historic updates. This allows for the historic data to be downloaded and used prior to midnight EST. The option would need to be enabled in xlq preference / data source specific / IQFeed or InteractiveBrokers. The “Historic Update Time” can be specified in local time, or EST, and for practical reasons should correspond with a time between 5pm and midnight EST.
New formula xlqhRateOfReturn (+ week and month version) being (close – prior close)prior close *100
New Formula xlqrhRateOfReturn (+ week and month version), being the rate of return between the start and end dates specified.
Changed xlqxhStdDev to also use a type of 6 to return the stddev of the rate of return,
i.e. 0 = close, 1 = open, 2 = low, 3 = high or 4 = typical price, 5 = weighted price, 6 = rate of return
Certain other formulae using calculations on the different types can also use the new type 6, the DrawUp/Down formulae, and Kauffman Efficiency Ratio
New Formula xlqrhStdDev (+week and month versions), allowing for the calculation of a stddev given a start and end date rather than a number of periods.
For types: 0 = close, 1 = open, 2 = low, 3 = high or 4 = typical price, 5 = weighted price, 6 = rate of return
New formulae supporting the Trix indicator, i.e. xlqhTrix, xlqhTrixTrigger and xlqhTrixHistogram. Settings can be changed in xlq preferences with the default being a 15 day Trix and 9 day Trigger.
xlqxh (+ week and month) versions of the Trix, TrixTrigger and TrixHistogram allowing for the periods to be specified in the formulae as well as
xlqxhTrixDbMA, returning the partial calculation of the trix, i.e. the double ema (ema of ema) and
xlqxhTrixTrMA, returning the partial calculation of the trix, i.e. the triple ema (ema of double ema) xlqxi…
(intraday versions of the Trix formulae)
Thanks to the crash reports sent (included in 4.8), a number of crash situations have been detected and eliminated.
Problems were also found and corrected which could have caused TDA and IQFeed to stop updating..
XLQ can now solve many situation which used to cause #xlq to be shown in excel.
Improve load speed on large spreadsheets.
XLQ will now detect the version and platform of excel during installation warning if there is an incompatibility. Also in xlq’s general status view, the version and platform of excel will be shown.
Various other changes.
xlqDemo.xls and help have been updated

New in XLQ2 4.8 (Jan 15, 2013)

XLQ is built with supporting libraries for Windows 8 and Office 2013.
XLQ is now (also) completely 64 bit.
xlq is available as 3 different downloads:
64 bit for users working with a 64 bit version of excel (also includes the 64 bit data engine, xlqCompanion etc.) on windows Vista and later
32 bit for users working with 32 bit versions of excel on windows Vista and later.
XP Version (32 bit only) only for users working with windows XP. It contains the same functionality, but without requiring newer features found only in more recent versions of windows.
xlq now includes crash reporting:
If xlq does crash you may now choose to send a crash report, which may help to determine the problem and make xlq more robust. These reports (which also allow you to include additional information) have already helped eliminate some rare crashes that have not been possible to replicate to date.
Increase amount of data returned by intraday backfill from InteractiveBrokers to maximum request limits (maximum in xlq 1000 bars):
hourly bars increased to 34 days (roughly from 240 to 460 bars including afterhours)
30 minute increased to 34 days (roughly from 500 to 910 bars including afterhours)
15 minute increased to 20 days (1000 bars including afterhours or 500 market hour bars)
5 minute increased to 10 days (from 695 to 1000 bars afterhours or 700 market hour bars)
2 minute increased to 7 days (1000 bars including afterhours or 800 market hour bars)
1 minute will return 1000 bars.
new formula xlq1YTargetPrice has been added returning the value from Yahoo.
New historic and intraday formulae for Parabolic SAR xlqhPSAR. xlqxhPSAR, xlqxiPSAR, and weekly monthly versions.
xlqhPSARLongShort (etc.) will also return 1 or -1 indicating the direction.
New historic and intraday formulae for Force Index xlqhForceIndex. xlqxhForceIndex, xlqxiForceIndex and weekly / monthly versions.
New formula for Yahoo historic data xlqhAdjustedClose (xlqhwAdjustedClose, xlqhmAdjustedClose)
Xlq already returned the xlqhUnadjustedClose, and allowed for the calculations to use either the adjusted close (default), or the unadjusted. When the unadjusted close was used for calculations (and xlqhClose) it was no longer possible to see the adjusted close. xlqhAdjustedClose now allows this. All historic yahoo data should be deleted and re-retrieved to populate the value correctly.
Fixed a problem with xlqxh formulae where they may not be recalculated if earlier data was requested, also resulting in #range being incorrectly shown.
Fixed a problem with xlqxi formulae not calculating correctly after backfill data was requested, especially concerning calculations depending on volume, open, high and low for new bars.
Improved excel processing when making many changes to the underlying data being requested
Include additional pacing violation checks for InteractiveBrokers as well as additional error logging
(InteractiveBrokers) Fix problem where certain symbols such as currencies would return the current days data included in historic.
xlq now uses NTP (Network Time Protocol) to work with exact times, and no longer http services.
new general status view has been added, currently showing the exact time.
Various other changes.
xlqDemo.xls and help have been updated

New in XLQ2 4.72 (Sep 18, 2012)

New in XLQ2 4.71 (Aug 3, 2012)

New in XLQ2 4.7 (Jul 14, 2012)

New in XLQ2 4.6 (May 28, 2012)

Historic data processing has been redesigned to be more efficient. As a result data files from prior versions are not compatible, and will be deleted upon detection. The new data files will be populated as new requests are made.
Improvements include:
Faster processing
More efficient disk writing reducing locking and possibility of any data corruption
Better in-memory management of the data
Proper sorting of historic symbols
Eliminate midnight crash that occurred for certain users
Complete rebuild of IQFeed processing to be much more efficient, both in terms of speed and resource usage
Can now reset the IQFeed connection in xlq status view (iqfeed day)
Improve TDA data feed handling
Can now change the IB port in xlq preferences. Allowing for simpler management connecting to the IB gateway, or when using multiple instances of TWS
New historic formulae xlqhPPO (Percentage Price Oscillator) xlqhPPOTrigger, xlqhPPOHistogram as well as support for weekly, monthly and xlqxh versions
New Intraday formulae xlqxiPPO, xlqxiPPOTrigger and xlqxiPPOHistogram
New Intraday formulae xlqxiMACD, xlqxiMACDTrigger, xlqxiMACDHistogram
New xlqDelete and xlqhDelete formulae allowing for the deletion of a symbol in xlq via COM, VBA, or an excel cell. For use by more experienced users
TDA will now return “OPTION” via xlqSecurityType for options, and will also return xlqStrike and xlqExpirationDate
New formula xlqIsShortable. Will work with TDA and IB with return values 0,1,2,3 with the following meaning
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
New formula xlqTypicalPrice calculated in realtime being the (High+Low+Last)/3. For historic series, xlqhTypicalPrice can now be used with a 0 date to return the current day’s Typical Price
New formula for IQFeed xlqTickID, which is a unique ID for the returned tick data
xlqSpread and xlqRange now return results for TDA / IB
Correct xlqxh/xlqxiStdDev and BollingerBand formulae to use n-1, and not n
Fix message frequency errors in IB
TDA can now work with symbols such as HLM-
Yahoo (Australian .AX symbols): xlq will no longer include them in checks to ensure the last trade time is more recent than what has already been retrieved. This is due to the returned trade times being in EST, but the date being local…
Due to MSN restricting historic access after 200 requests, xlq now has a built in limit of 200 symbols (day + week + month) for msn historic data
Various other changes
Documentation and xlqDemo.xls have been updated

New in XLQ2 4.51 (Nov 19, 2011)

TDA - Ensure compatibility with historic data, fixing historic dates being offset by 1.
IB - Ensure compatibility with TWS versions greater than 920.5
IB - Handle IB historic data pacing limits (not more than 60 historic requests in a 10 minute period). If limit reached xlq will continue additional requests after 10 minutes. Does not impact streaming data.
TDAmeritrade (TDA) supported as a new data source.
Streaming real-time data for US equities and options.
Historic and intraday 1 minute backfill data for equities.
up to 600 symbols.
Market Data is free for (non-professional) TDAmeritrade Account Holders. - No monthly data fees or maintenance costs.
Option symbol syntax is symbol_MMDDYY(C or P)Price e.g. msft_071611C30 (or with decimal 30.5).
Includes data such as ex-div date, dividend amount, open interest, Delta, Gamma, Vega, Theta, Rho.
New status views for TDA, with possibility to reset connection.
New filter added for Yahoo data:
eliminates the problem where price updates have been interlaced with older recent quotes. Xlq will now only update a quote if the trade date/time is more recent than the last one stored locally.
Add new day formulae xlqPseudoHistOpen/Close/High/Low/Volume/Date, and an option in xlq preferences (under yahoo specific) to enable the functionality. Reserved for yahoo as the source, if enabled, xlq will record a log for 5 days for the related values. This can be useful when xlq is run frequently and the historic data for the symbols are not always available at market open (notably for Asian and some European markets), or for symbols that do not have any historic data from Yahoo
The reliability of the data would depend on xlq being run around market close to record the data.
xlqPseudoHistDate also returns the time of the data.
Xlq Com interface has new function (xlqDayData1) to support xlqPseudoHist… formulae.
Add xlqDelta, xlqGamma, xlqVega, xlqTheta supporting option quotes from IB and TDA.
In addition TDA also supports xlqRho.
Implied Volatility now shown for IB options.
xlqCompanion will now show a red Q overlay in windows 7 task bar when alert is active.
Improved grid scrolling and editing when using the keyboard. (e.g. entering a cell now keeps it original contents. Can now press tab (or shift tab), cursor keys to end editing).
Support for new AAII Stock Investor Pro fields covering net current assets per share, relative earnings growth, relative price strength etc. aaiiDemo.xls has been updated.
From the status views, new option to delete the contents of a log.
Built with latest c++ and supporting libraries.
Yahoo-eu and yahoo-uk are no longer supported as day sources. Yahoo no longer has separate links for these, and the same data may be accessed via yahoo.
Modify xlqExDividendDate, xlqDividendPayDate and xlqDaysToExpiry to always return values and no longer text (**possible compatibility issues if you have been parsing the text**).
Various other changes.
Documentation, xlqDemo.xls and aaiiDemo.xls have been updated.

New in XLQ2 4.4 (Nov 19, 2011)

4.4 release 8 (18 July 2011) - fixes a data issues caused by an apparent faulty server at Yahoo by filtering of the garbage data, indicated by a message in the status view. Problems include garbage data, 1970 trade dates, xlq not closing on exit and high cpu usage.
4.4 release 7 (25 May 2011) - Re-establishes processing of msn day data (which stopped processing on 24 May after an msn update)
4.4 release 6 (3 March 2011) - Technical update addressing changes and compatibility issues with different data sources
Addresses different issues due to recent changes at Yahoo which could lead to corrupt data, symbols not updating, and program hangs. Due to the changes aliases are no longer supported. If you are using an alias you would need to replace it with the underlying symbol, e.g. brkb with brk-b or ^spx with ^gspc.
Address issues with msn where symbols could be invalidated due to minor server outages.
Compatibility changes with iqfeed.
better mouse support when using the views in xlq / xlqCompanion.
4.4 release 5 (8 November 2010) - Corrects all reported issues to date, including
problem when using google with xlqxh formulae and 0 date as no day source, now invalidates.
updated database handling.
Allow correct copying from xlq to excel for countries using space as thousands separator. Space is now removed during copy to ensure pasted values are not treated as text.
changes to msn day data processing with improved validation.
update iqfeed processing to improve connection and avoid timeouts.
Interactivebrokers- when using currency data from IB for Ideal and IdealPro no last price is returned from IB. xlq will now show last bid as last price, allowing for intraday calculations.
Pre-release 4 update (4 October 2010)
problem with selection when copying from xlq/xlqCompanion to other applications.
row not remaining selected after being moved in xlqCompanion
Pre-release 3 update (21 September 2010)
resolves #xlq in excel in certain installations.
eliminates a possible crash when using the stock manager.
status view splitter was not always visible
Pre-release 2 update (14 September 2010) - 4.4 supports display and input of values based on windows settings (e.g. with , as decimal). This update corrects issues when entering fractions and ensures all values have the same formatting.
Pre-release 1 (9 September 2010) - Fixes data issues with Yahoo starting September 8 when requesting data for the symbol ^dji causing an invalid response and the whole data request to be rejected. New messages in status view, and symbols marked as not available shown in red in the stock manager.
XLQ 4.4 is a major update starting with the rebuilding of all projects and libraries from scratch, eliminating numerous old libraries and replacing and rebuilding a lot of the existing code. At the same time xlq /xlqCompanion now works with a new grid technology and provides an improved interface. It is also built with the latest version of c++ (as a result windows 2000 is no longer supported, windows XP or later is required).
New grids for all views allowing for the possibility to drag and drop columns, including to and from a field chooser (on the toolbar), allowing to sort by multiple columns, with a single click, etc. etc.
Add rsi intraday formulae (xlqxiAveGain, xlqxiAveLoss, xlqxiRelativeStrength, xlqxiRSI).
For bollinger bands, you can now enter a multiplier as xxx, e.g. 2 will be 2, 12 (and 112) will be 1.2, 108 will be .8, which will allow for fraction only multipliers.
Add Kaufman Efficiency Ratio (xlqhKaufmanER) as well as weekly, monthly, intraday and xlqxh versions.
Add 46 new aaii fields to xlq, notably Period Type (Q+Y) Update Type (Q+Y) and Depreciation and Amortization (cash flow) (Q+y+12m)
Stock Manager - fix problems with bulk deletes, also can now right click top left cell to both select all cells and display the menu
Redesigned add symbol dialog and status views.
Old style registration codes (with serial number) can no longer be entered. If you are using one, contact me for a compatible registration code.
If using iqfeed, requires latest iqfeed client (4.7.1.3) which can be downloaded here http://www.iqfeed.net/index.cfm?displayaction=support§ion=download.
xlqCompanion has been totally rebuilt. At the same time some new features have been added, such as:
moving, copying, cutting multiple rows.
Multiple views, the first is as before unique to each grid, with the other 3 being common for all grids.
Possibility to now include blank lines
New grid with drag / drop column selection, possibility to sort multiple columns
Documentation, xlqDemo.xls and aaiiDemo.xls have been updated.

New in XLQ2 4.32 (Nov 19, 2011)

New in XLQ2 4.31 (Nov 19, 2011)

New in XLQ2 4.3 (Jan 7, 2010)

New in XLQ2 4.2 (Jan 7, 2010)

Changes to historic data management initiated over the last few versions have been finalized, allowing for numerous improvements including faster processing and access, reduced memory overhead and overall optimized performance.
(As a result the historic data files have changed, and the old data is no longer compatible and will not be converted to the new version. Any data required will be automatically re-retrieved. All personal data files, excel spreadsheets and xlqCompanion remain compatible)
New data specific historic formulae (week and month data also supported):
InteractiveBrokers: xlqhNoOfTrades, xlqhWAP (weighted average price)
IQFeed: xlqhOpenInterest
Yahoo: xlqhUnadjustedClose
Support for US market historic data (day and week) from Google. If there is a symbol conflict with a non US stock, the symbol needs to include the exchange, e.g. CA needs to be entered as NASDAQ:CA, BSX as NYSE:BSX.
xlqintra... intraday data are now based on timed intervals.
Interactivebrokers (IB) intraday backfill has been improved, also backfill messages are now shown in the status view.
xlqName now returns name from IB.
IB: xlqExpirationDate, xlqDaysToExpiration and xlqStrike now return values for future options.
Much faster processing of IQFeed data, including better backfill handling.
Supports IQFeed client 4.6.1.0 ((http://www.iqfeed.net/index.cfm?displayaction=support§ion=download).
Allows limiting of intraday backfill data from IQFeed to specific hours, such as market hours or including 1 hour pre/post market etc.
IQFeed related formulae xlqExtTradingLast and xlqExtHoursChange have been removed and replaced with xlqMarketHoursLast and xlqMarketHoursChange. xlqPrice and xlqChange will now show both market and non market hours trades. During afterhours xlqExtTradingDifference will show the difference between the last market hours trade and the last afterhours trade.
New status view for iqfeed day data (intraday backfill).
Supports Windows 7.
Signed with new digital certificate.
Numerous other changes.
Documentation and xlqDemo have been updated.

New in XLQ2 4.11 (May 8, 2009)

New in XLQ2 4.1 (Apr 17, 2009)

New in XLQ2 4.0 (Nov 17, 2008)

The fastest version of xlq by far. This version introduces the new core to xlq's data processing engine allowing for much faster updating and simultaneously reducing processing and resource requirements. All processing via Excel, xlqCompanion and xlq's com interface are improved
The fastest Excel processing by far (see new videos). xlq's excel interface has been optimized allowing xlq to provide almost streaming updates. In addition to faster updating and processing, xlq allows for faster recalculations, reduced delays, including faster opening and closing of spreadsheets.
Automatic smart updating of US and Canadian symbols from non-streaming data sources. xlq will only update data as it is changing, avoiding unnecessary updates afterhours. Update settings have also been changed to offer better performance with less bandwidth usage.
Built with the latest c++ and supporting libraries from Microsoft (as a result xlq will no longer work with versions of windows earlier than Windows 2000)
New formulae xlqhWeightedPrice (+ week and month versions), being (O+H+L+C)/4
New BollingerBands formulae xlqhBollingerBandsUpper, Middle, Lower, B, and Width (+ week and month versions)
Xlqxh versions of the BollingerBands formulae allowing multiple period ranges as well as calculations into the current day
xlqxi versions of the BollingerBands formulae for intraday calculations.
Bollingerbands may be calculated on close, open, low, high, typical or weighted price.
Can calculate a bollingerband on a fractional stddev multiplier such as 2.1.
New preference settings for bollingerbands, defaults are 20 periods, 2 stdDev multiplier, using weighted price.
Lsma and drawdown/up may now also be calculated on weighted price.
New xlqxhStdDev and xlqxiStdDev to calculate a standard deviation over a number of periods (close, open, low, high, typical or weighted price may be used)
New range formulae (allowing you to specify the date range as real or relative dates and not number of periods) for the following:
xlqrhTotalVolume (+w+m) being the sum of the volume for the specified periods e.g. =xlqrhTotalVolume("msft",-6,-2)
xlqrhAveVolume being the average for the specified periods.
Tested and fixed compatibility issues with Vista 64. (xlq runs as 32 bit)
Modify to use long InteractiveBrokers symbols such as for corn future options, e.g. “C OZC MAY 09 4300[ECBOT,FOP,USD]”
Ensure compatibility with InteractiveBrokers TWS version 888
Signed with new digital certificate.
Fixed problem where excel could hang on exit
Fixed a problem where xlq would not save day data on exiting if started by another program
Numerous other changes.
Documentation and xlqDemo have been updated.

New in XLQ2 3.9 (May 6, 2008)

New in XLQ2 3.70 (Oct 19, 2007)

New in XLQ2 3.1 (Jul 26, 2006)

XLQplus now allows you to work with up to 5 different AAII Stock Investor Pro databases simultaneously, allowing for numerous back testing possibilities. If you do not have old AAII SIP disks, AAII subscribers can download data going back to 2003. You need to specify the location of the different directories in xlq preferences.
In xlq�s COM interface, a new function xlqAAII2 has been added which allows you to specify the database value. (using xlqAAII defaults to dataset 0).
aaiiDemo.xls has been updated allowing you to change the database value on each page.
Updated xlq to reflect recent network changes which could cause historic data retrieval to possibly slow down and /or continue to process invalid symbols.
Fixed problem with InteractiveBrokers intraday backfill data when a frequency of x minutes specified.
New formula = xlqhSymbolsToProcess(source) allowing you to see how many historic symbols still need to be processed. This can be useful especially for macros etc, that have made historic requests to ensure the data has been retrieved. Using the formula with no source specified will return the total no of symbols to process for all sources.
Modify xlqhLastUpdate. If no symbol is specified, it will now return the time of the last update for the source specified. If in addition no source is specified it will return the last update for historic data for all sources.
New day formulae =xlqLastUpdate, like its historic counterpart it will return the time of the last update for the specific symbol / source
Supports IQFeed�s new client software
Fixed a problem where xlq could crash if trying to view data for a source that is not used.
A new option has been added to xlq Preferences / Excel options allowing you to disable the enhanced functionality that xlq uses in Excel 2002 and later. i.e. it will cause xlq to treat Excel 2002 and later as if it were Excel 2000. In certain cases where you are running a lot of vba macros it could provide a performance improvement, but in most cases using this option would cause a slowdown in Excel. If you change the setting, you would need to restart excel for the change to take effect.) (NOTE** If you are using the current beta of Excel 2007, you would need to enable this option at least until the next Excel beta. Microsoft are busy working on the underlying problem.)