This macro-enabled Microsoft Excel® spreadsheet tracks the holdings of the iShares Core S&P U.S. Value ETF (symbol: IUSV). The iShares Core S&P U.S. Value ETF seeks to track the investment results of an index composed of large- and mid-capitalization U.S. equities that exhibit value characteristics.
Throughout the trading session, the individual stocks are dynamically ranked. The main display shows the top and bottom fifteen performers as histogram bar charts, along with their respective net percent change for today’s trading session.
The quotes portion of the display is divided into three sections: The first section allows you to enter your own symbols. The second section displays the top fifteen performers. The third section displays the bottom fifteen performers.
Quote data includes today’s net change as a ratio to the 21-day Average True Range study. Next to today’s traded volume is a column that calculates the ratio of today’s volume versus the 21-day average of the volume. This ratio column gives you a sense of how active today’s trading is. Readings of 100% and higher indicate active trading.
Next to each company name is a link to Yahoo Finance. Clicking the News link will take you to the Yahoo page for that symbol. Note that this could take approximately 30 seconds to open in a browser. Turning off Extensions in your browser will make this happen faster.
If you open another Excel spreadsheet, then this dashboard will no longer be the active spreadsheet. The macro that updates the links and ranks the stocks by performance will stop. To start the macro, simply click the News toolbar button in the first column.
Make sure to lower your Excel RealTimeData (RTD) throttle to 50 milliseconds or lower. Learn how to do that here.
Requires CQG Integrated Client or CQG QTrader, data enablements for the NYSE and Nasdaq stocks, and Excel 2010 or more recent.
iShares® is a registered trademark of BlackRock, Inc. S&P® is a registered trademark of Standard & Poor’s Financial Services LLC