This Microsoft Excel® dashboard displays market data for crude oil spreads traded on the ICE 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... more
This Microsoft Excel® dashboard displays Delta Bars with a price ladder detailing the executed volume by price for the current Delta Bar. Also, an intraday bar chart is included with a price ladder showing the executed volume by price for the... more
CQG formulas include a crossover feature, and CQG can determine the number of completed bars back since a signal occurred. For example, using “Barssince(EP xabove Ma(EP,Sim,20),1,300)” as the symbol in a standard RTD formula for the close will... more
This Microsoft Excel® dashboard displays key market information for contracts traded on the CME Exchange and the Globex platform. The markets are grouped by these products:Equity Indices Fixed Income Metals Energy Agriculture Forex
This Microsoft Excel® dashboard scans the crude oil (GLOBEX) futures market options for volume and ranks the traded volume for each expiry out to sixteen months. The scan covers options traded ten strikes above and below the at-the-money option.... more
A common request is an RTD formula to pull historical settlement prices for a particular market. There is a “Contract Data” RTD formula for settlement:
=RTD("CQG.RTD", ,"ContractData", "CLE", "Settlement",, "T")
However, “... more
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", "HighTime",, "T")... more
With the addition of the Footprint® Charts and Studies by MarketDelta to CQG Integrated Client and CQG QTrader, customers can pull volume data traded by price into Excel.
To pull in the data, we used the RTD formula:
This Microsoft Excel® dashboard scans the options on the Eurodollar futures market for volume and ranks the traded volume for each expiry out to three years. The scan covers options traded ten strikes above and below the at-the money option. Then... more
Pull historical CVB data into Microsoft Excel® using RTD formulas with this sample spreadsheet. It not only pulls open, high, low, and close values into Excel, but also a study, the Relative Strength Index.
To pull in the data,... more