This Microsoft Excel® dashboard displays market data for cocoa spreads traded on the ICE platform using a matrix-style format. The outrights are along the top row and at the start of each row. The best bid and best ask are also included. If the... more
This Microsoft Excel® dashboard displays market data for coffee spreads traded on the ICE platform using a matrix-style format. The outrights are along the top row and at the start of each row. The best bid and best ask are also included. If the... more
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 you are pulling in a large... more
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
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
This Microsoft Excel® dashboard presents different styles of viewing market and study information. The left-hand side is today's current market data. You can enter symbols and set the number of decimals. The HiLoAlert cell is a user-entered value... more
There is an RTD call for depth-of-market (DOM) data for futures markets. You call the DOM data by symbol and queue number. You can pull the bid or ask price, bid or ask volume, and the time of the last update.
The best ask price... more
This Microsoft Excel® dashboard has three tabs. The first tab displays today’s market quotes, volume, and open interest data. If the last price is matching the open price, then the open price is highlighted blue. If the last price is within one... more
CQG charts have a setting called the BATS Charts Preferences. Here, you select what data to use to build the chart. You can use the default setting where the chart is built using trade and settlement data. You can uncheck Use default and elect to... more
These two Microsoft Excel® spreadsheets present Globex crude oil market data and forward curves, both current and historical. Two dashboards are available: The first the data includes outrights and exchange-traded calendar spreads using these... more