Excel/RTD

Workspaces

These two Microsoft Excel® dashboards present a unique view of the market. Each chart displays 5-minute percent net change lines from the previous day’s close for today and the previous nine days. Today’s price action is a white line and is... more

Workspaces

This article walks through the details of using three Microsoft Excel® functions: RANK, COUNTIF, and VLOOUP. These functions are used to build an Excel dashboard that automatically ranks a collection of markets based on percent net change and... more

Workspaces

This Microsoft Excel® dashboard displays market data for a user-selected symbol. The standard market data includes the CQG Algo Orders study, which is only available in CQG’s flagship product, CQG Integrated Client (CQG IC). This study monitors... more

Workspaces

This Microsoft Excel® spreadsheet pulls in five Imoku studies along with open, high, low, and close bar values. You can change the symbol and the time frame. You can retrieve up to 300 daily bars and up to 3,000 intraday bar values. The... more

Workspaces

Customers using our flagship product, CQG Integrated Client (CQG IC), have access to a new study called Algo Orders. Using a proprietary algorithm, this indicator of trading activity detects and exposes hidden volume (iceberg orders) in the... more

Workspaces

CQG offers an Implied Volatility (ImpVol) study that allows you to pull in historical implied volatility data onto a chart. ImpVol is not the implied volatility of one particular option. CQG uses the outright contract symbol from the... more

Workspaces

CQG offers a collection of conditions you can use to mark points on a chart when the condition is met. In addition, you can create your own custom conditions. You can easily bring conditions into Excel using RTD formulas. Excel displays a 1... more

Workspaces

You can use LocalHour and LocalMinute functions in the RTD formula to pull in the open price for a market using a 5-minute bar at 12:00. This technique was detailed in a previous article here.

If... more

Workspaces

This Microsoft Excel® dashboard scans options on the E-mini S&P 500 futures market using the CQG RTD Toolkit for volume and displays strikes ranked by the volume traded for each listed expiry. The scan covers options traded 15 strikes above... more

Workspaces

There are numerous Excel samples that walk you through bringing various market data into Excel using RTD formulas. However, there is a lot to look through. One solution is to use the CQG Formula Builder. You can right-click a study, hover your... more