Customers using our flagship product, CQG Integrated Client (CQG IC), have access to a new study called Algo Orders. Using a proprietary algorithm, this trading activity indicator detects and exposes hidden volume (iceberg orders) on the market.... more
Jul 25, 2016
Sep 22, 2015
This Microsoft Excel® spreadsheet uses the CQG Toolkit to pull in Brent Crude Oil market data traded on the ICE exchange.
The forward curves display today's data. If the last price is outside of the best bid and best ask, then the mid-... more
Sep 10, 2015
Four new chart types have been added to CQG. This article details the RTD formulas for calling market and study data into Excel using these new chart types. The chart types are:Heikin-Ashi Candlesticks Range Bar Renko Sub-Minute
May 19, 2015
This Microsoft Excel® dashboard uses the CQG RTD OptVal formula to calculate implied volatility, theoretical value, delta, and the Greeks using data inputs from other RTD formulas.
For example, the implied volatility calculation is... more
May 04, 2015
This Microsoft Excel® dashboard offers an automatic performance ranking of exchange-traded funds (ETFs) that is focused on equity performance by country. This dashboard requires the NYSE enablement.
The top symbol row automatically... more
Apr 23, 2015
This Microsoft Excel® spreadsheet presents a 10-by-10 correlation matrix. In addition, a dynamically ranked view of the correlations from the 10-by-10 correlation matrix is displayed as histogram bars. The histogram bars are separated into the... more
Apr 20, 2015
This Microsoft Excel® dashboard looks for forty strikes above and below the ATM. Features also include a theoretical value column. If the current best bid is higher than the theoretical value, the best bid is highlighted green. If the best ask is... more
Aug 23, 2016
This Microsoft Excel® dashboard offers a two-window view for tracking market performance. The top half displays market data using symbols such as indices, stocks and futures that the user enters on the symbols tab. The bottom half has... more
Jan 20, 2015
These two Microsoft Excel® spreadsheets present market data and forward curves of the Globex Crude Light Oil and ICE Brent Crude Oil contracts. The data includes the outrights, exchange-traded calendar spreads, and synthetic butterfly spreads for... more
May 08, 2017
This macro-enabled Microsoft Excel® spreadsheet tracks the holdings of the iShares Core S&P U.S. Growth ETF (symbol: IUSG). The iShares Core S&P U.S. Growth ETF seeks to track the investment results of an index composed of large- and mid-... more