Pull historical spread 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 simple moving average of the spread.
To pull in the data, we used the spread bar symbol:
This symbol calls for 1-minute interval snapshots of the spread for determining the open, high, low, and close of the spread bar.
You can change the spread symbol, the time frame, including using a continuation setting, and the look-back period for the moving average.
Requires CQG Integrated Client or CQG QTrader, data enablements for all symbols used in the spreadsheet, and Excel 2010 or higher.