Futures Roll Dashboard

Track the roll between futures contracts using this dashboard. The daily volume is displayed side-by-side on the volume chart and the open interest values are displayed as overlaid line charts. The center column shows the net difference between the volume queues in the order book.

You can enter the symbols using CQG wild cards, such as CLE?1 and CLE?2 for the first and second delivery months of Crude Oil futures.

Requirements: CQG Integrated Client, data enablements for all symbols displayed in this spreadsheet, and Excel 2010 or more recent.


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