Function Watch Trades Agg
Streams live aggregated trades from a selected exchange and trading pair into Excel in real time.
This function aggregates multiple trades at the same milliseconds for the same price in a single trade.
1. Syntax
=ST_WATCH_TRADES_AGG ( exchange, symbol, [sec], [reverse], [Max_rov], [precision])
2. Parameters
| Parameter | Required | Description | Example |
| Exchange | Y | Exchange name (e.g., binance, coinbase, kraken, my_exc) | “binance” |
| Symbol | Y | Trading pair | “BTC/USDT” |
| Sec | N. Default 2 | Update time in seconds | 2.5 |
| Reverse | N. Default 0 | Time Order | 0 or 1 |
| Max Row | N Default 50 | Max Number of rows/trades | 10 |
| Precision | N. Default 0 | Millisecond timestamp | 0 or 1 |
Exchange
Required: Y
Description: Exchange name (e.g., binance, coinbase, kraken)
Example: “binance”
Symbol
Required: Y
Description: Trading pair
Example: “BTC/USDT”
Sec
Required: N default 0
Description: Update time in seconds
Example: 2.5
Reverse
Required: N default 0
Description: Time order
Example: 0 or 1
Max Row
Required: N default 50
Description: Max number of rows/trades
Example: 10
Precision
Required: N default 0
Description: Milliseconds time stamp
Example: 0 or 1
3. Return Value
| Value | Description |
| Direction | D: down U:up |
| Price | Trade Price up to 8 decimals |
| Size | Trade size |
| Time | Timestamp/Millisecond Timestamp |
| Pr-diff | Pr – previous Pr |
| Side* | B: Buy. S: Sell |
| Dir_size | Size with +/- depending on side |
* Some Exchange do not provide this value
Direction
D: down. U: Up
Price
Trade Price up to 10 decimals
Size
Trade size
Time
Timestamp or millisecond timestamp
Pr_diff
Timestamp or millisecond timestamp
Side*
B:Buy. S:Sell
Dir_size
Size with +/- depending on side
4. Rate limits
This function uses a WebSocket connection and does not consume your rate limit
Tip. Use st_watch_requests() to monitor your requests.
5. Usage
The Watch Trades Agg function improves tape reading and make easier to spot aggressive buyers or sellers. It helps you catching momentum shift and real breakout signals.