Spreads

Workspaces

CQG Integrated Client and CQG QTrader customers can pull the time the high and low occurred during today’s session into a Microsoft Excel® spreadsheet using these RTD formulas:

=RTD("CQG.RTD", ,"ContractData", "EP", "... more

Workspaces

This Microsoft Excel® dashboard offers four charts displaying seventy-five open, high, low, and close bars of a spread. The spread symbols are entered into Excel on the symbols tab and the time frame is set for the charts. The RTD formulas... more

Blogs

Request: I want to plot a historical daily chart of a spread: December Wheat versus December Corn. I want the chart to be a continuation chart and to always use December contracts for the two markets.

Solution: Enter this symbol for the... more

Workspaces

This Microsoft Excel® dashboard displays individual Euribor 3-month calendar spreads and their individual legs for tracking the rolls. All of the active deliveries for each individual symbol are displayed in a single dashboard detailing market... more

Workspaces

This Microsoft Excel® dashboard displays market data for RBOB Gasoline spreads traded on the CME Globex platform. This monitor uses a matrix style format. The outrights are along the top row and the start of each row. The best bid and best ask... more

Workspaces

This Microsoft Excel® dashboard displays individual Short Sterling three-month calendar spreads and their individual legs for tracking the rolls. All of the active deliveries for each individual symbol are displayed in a single dashboard... more

Workspaces

This Microsoft Excel® dashboard displays market data for heating oil spreads traded on the CME Globex platform. This monitor uses a matrix style format. The outrights are along the top row and the start of each row. The best bid and best ask are... more

Workspaces

This Microsoft Excel® dashboard displays market data for crude oil spreads traded on the CME Globex platform. The dashboard is in a matrix-style format. The outrights are along the top row and the start of each row. The best bid and best ask are... more

Workspaces

This Microsoft Excel® dashboard displays market data for natural gas spreads traded on the CME Globex platform. This monitor uses a matrix-style format. The outrights are along the top row and the start of each row. The best bid and best ask are... more

Workspaces

This Microsoft Excel® dashboard displays market data for Soybean Crush Spreads traded on the CME Globex platform. These spreads have an added layer of complexity due to the soybean contract not always having the same expiration month as the... more