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Globex Crude Oil Forward Curves

Latest Articles - Apr 17, 2017
This Microsoft Excel® spreadsheet presents Globex crude oil market data and forward curves. The data includes outrights, exchange-traded calendar spreads, and butterfly spreads. The exchange-traded calendar spreads include the following months: One Three Six Nine Twelve ​ The net-change and volume columns are heat-mapped. The forward curves use the last trade unless they are outside of the current best bid and ask. In that case, the midpoint of the best bid and best ask is displayed on the charts. Requires CQG Integrated Client or CQG QTrader, data enablements... more

Footprint Statistic Studies

Latest Articles - Apr 12, 2017
CQG Integrated Client and CQG QTrader version 2017 include Footprint® Charts and Studies, allowing customers to view the popular Delta Bar chart and related studies. One study is the Footprint Bar Statistic applied to the Footprint chart. While we cannot pull in the bar data for the Footprint chart into Excel using RTD, we can pull in the collection of eight individual studies that are referred to as the Footprint Bar Statistic, which is displayed as a table at the bottom of the Footprint chart in CQG. The Footprint Bar Statistic includes the following studies: Volume = Total... more

Redefining Investment Skill with the Netto Number

Latest Articles - Apr 11, 2017
Join our live webinar to learn how money managers, investors, and advisors can put a goal-congruent compensation structure in place where they can pay managers for their skill without overpaying when performance suffers. CQG customer and author John Netto will use CQG to outline: The problem with the current compensation system in the alternative investment industry The three dimensions of performance assessment The risk-factor compensation system Date: April 25, 2017  Time: 3:00 p.m. CT Register Now Presenter: ​ John Netto is an independent trader and... more

Globex Grains Most Active Options Dashboard

Latest Articles - Apr 07, 2017
This Microsoft Excel® dashboard scans the options on soybeans, wheat, and corn (Globex) futures markets for volume. It displays strikes ranked by the volume traded for each expiry listed. The scan covers options traded ten strikes above and below the at-the-money option. Then the top five strikes by traded volume are presented on the main display for calls and puts. The dashboard is divided into three groups: the first group is the soybean market, the second is the wheat market, and the third is the corn market. Again, the options are sorted by volume, not strikes. The... more

Q1 2017 Winners and Losers and a Look Ahead to Q2

Latest Articles - Apr 03, 2017
The dollar index moved lower by 2.02% in the first quarter of 2017, and commodities prices moved higher with four of the six major sectors posting gains. Many raw materials made multiyear lows in late 2015 and early 2016 but have recovered in dramatic fashion, and industrial commodities and precious metals added to gains over the first three months of 2017. The dollar rallied to the highest level since 2002 in early January, but when the Fed hiked rates in March, the greenback corrected to the downside despite widening interest rate differentials with other currencies around the world... more

Delta Bar Study

Latest Articles - Apr 03, 2017
CQG Integrated Client and CQG QTrader version 2017 include the popular Footprint® Charts and Studies. The primary focus of the chart type is to organize and display the volume traded at each price and provide an indication of its impact on price. One setting in the Footprint chart allows you to see the delta at each price. Delta is the difference between the buy volume and sell volume at each price. Also available is the Delta Bars (DBars) study that is applied to the Footprint chart, providing the following volume details for each open, high, low, and close bar in... more

What's New in CQG M Version 2.11

Latest Articles - Mar 31, 2017
Quotes Thermometer on QSS: Added the thermometer to the symbol column in the QSS style Color cells in all quote styles: You can now mark a quote with color Option to launch HOT or OT from the Buy/Sell buttons in the quotes toolbar Charts Tooltips on session markers Coming soon: Study parameters HOT Bid/Ask columns are now separate by default Show Cancel/Go Flat buttons for single-click access We welcome your feedback and input on what will continue to make CQG M an essential part of your trading workflow. How to Access the New Features... more

Volume Study

Latest Articles - Mar 28, 2017
CQG version 2017 includes updates to the volume study, available for various chart types. This overview of the RTD volume study formulas includes the new parameters that the MarketDelta Footprint® Studies use. The Setup Study Parameters window shown below details the available highlight choices. You can choose to view total trades or trades separated into trades at the bid and trades at the ask. In addition, Delta volume, Delta Momentum volume and Delta Day volume can be displayed. The three Delta volume studies require the Footprint® Charts and Studies enablement... more

Globex Grains Exchange Traded Spreads

Latest Articles - Mar 21, 2017
This Microsoft Excel® dashboard displays market data for grain spreads traded on the Globex platform using a matrix-style format. The outrights are along the top row and the start of each row. The best bid and best ask are also included. If the latest quote is a new bid, then the bid price is highlighted green. If the latest quote is a new ask, then the ask price is highlighted red. Below the best bid row for each contract is today’s traded volume. Each volume row is heat-mapped using black for the lowest-traded volume with increasing levels of intensity of blue for the higher levels of... more

CME Group Announces 2017 Trading Challenge Winners

Latest Articles - Mar 17, 2017
This CME Group news release announces the winners of the CQG-sponsored CME Group Trading Challenge. The 14th annual competition for college and university students attracted nearly 600 teams representing 35 countries. The competitors used CQG Integrated Client to execute simulated trades on the CME Globex platform. CQG Product Specialist Stan Yabroff is quoted in the news release: CQG is proud to partner with CME for the annual CME Group Trading Challenge. The Challenge continues our commitment of providing the next generation of traders and university students from around the... more

Ranked Markets Dashboard

Latest Articles - Mar 13, 2017
This Microsoft Excel® spreadsheet is a combination of market quotes and dynamic ranking. There is a Symbols tab where you can enter the symbols and the parameter for decimal formatting, or you can enter B for bonds and fractions. You can set the clock in the main display. It is set to Chicago time by default. This dashboard offers a unique format where the current market data is displayed as a border around the chart information. The spreadsheet has equity index futures along the top row, FX futures along the bottom row, metals and energy futures in the left-hand column, and... more

Market Quotes Dashboard

Latest Articles - Mar 06, 2017
This Microsoft Excel® spreadsheet pulls market data from CQG Integrated Client or CQG QTrader. There is a Symbols tab where you can enter the symbols, the parameter for decimal formatting, and the title for each group of quotes on the main display. On the main display, the markets are dynamically ranked by percent net change and the long descriptions are heat mapped to indicate the strongest (bright green) and the weakest (bright red) markets. In addition, if the last price is within two ticks of the high, the high price is highlighted green. If the last price is within two ticks of the low,... more

Learn the Benefits of Footprint® Charts

Latest Articles - Mar 02, 2017
Footprints allow you to see inside the chart In this live webinar, Trevor Harnett will answer the question of why some traders always seem to have a better read on the market. He will present: What Footprints are How Footprints help traders Practical methods for using Footprints in various markets, including spreads Trevor will show some unique and specific patterns that become evident with Footprints and Footprint-based studies, including: Buy and sell order flow imbalances at turning points Identifying large lot traders - large traders leave bigger "prints"... more

Footprint Charts and Studies Free Trial

Latest Articles - Mar 02, 2017
CQG and MarketDelta invite you to try a new set of charts and studies that provide a view into the order activity within a bar, exposing order flow data (volume and delta) that can be helpful in deciding how to react to market changes. Benefits Granularity of data, including additional volume statistics that let you see within the bar and enhance timing of entries and exits Exposure of real-time order data, visible metrics Number of styles to choose from, ensuring a style for every type of trader Customization of the display Flexibility of studies with non-time-based... more

Oil Goes to Sleep with Record Open Interest

Latest Articles - Mar 01, 2017
The trading range in crude oil has been narrow since the middle of December 2016. From high to low since December 19, the price of active month NYMEX crude oil futures have traded in a range of only $4.53 per barrel. Considering that there were sessions since June 2014 where the daily trading range was wider than $5, crude oil has gone to sleep, and has been a very boring commodity to watch and trade. However, that has not deterred oil market devotees from playing in the world’s most liquid commodity market, no pun intended. In fact, open interest has increased to the highest level in history... more

RTD: A Study Applied to a Study

Latest Articles - Feb 27, 2017
This article shows RTD formulas for pulling values into Microsoft Excel® that are a study applied to a study. A common use of Excel with CQG is to pull in study data, such as the average true range study: = RTD("cqg.rtd",,"StudyData","EP", "ATR","MAType=Sim,Period=20", "ATR","15",,"ALL",,,"False","T") Another popular one is the moving average study: =RTD("cqg.rtd",,"StudyData", "EP", "MA", "InputChoice=Close,MAType=Sim,Period=10", "MA","D",,"all",,,,"T") To pull a study applied to a study into Excel, you use a variation of the RTD study formula as the symbol... more