CQG PAC Files

CQG customers who create their own custom studies can easily use RTD to pull custom study values into Excel.

There are only two unique requirements in the RTD formula for a custom study:… more

Here is a special version of the Volume-Weighted Average Price (VWAP) study including standard deviation bands.

VWAP is the volume-weighted average price for a futures contract… more

This custom study produces seven horizontal lines on a chart: today's open, high, and low; yesterday’s high and low; and today’s high and low for the opening balance. We often receive… more

The component pac at the end of this article contains holdings or components of eleven SPDR ETF portfolios. You can use a portfolio to create a quote page… more

Mark B. Fisher, founder and CEO of MBF Clearing Corp, discussed his chart and study during a joint webinar with CQG. This article further explains the study and chart type,… more

CQG provides the ability to separate volume into trades executed at the best bid price and trades executed at the best ask price. This feature gives you more insight into market action because you… more

Chande's Variable Index Dynamic Average (VIDYA) is similar to the Exponential Moving Average (EMA), but automatically adjusts the smoothing weight based on price volatility.

VIDYA was… more

A technical momentum indicator invented by the analyst Tushar Chande.

The Chande Momentum Oscillator is created by calculating the difference between the sum of all recent gains and the sum… more

The Guppy is an indicator used in technical analysis to identify changing trends. The technique is based on combining two groups of moving averages with differing time periods.

One set of… more

Volume-Weighted Average Price with Bands

VWAP is the volume-weighted average price for a futures contract plotted as a line on the price chart. The calculation is the sum of traded volume,… more