Various Exchanges offer market data detailing the current state of a market. This includes the CME Group, the Intercontinental Exchange (ICE), CBOE Futures Exchange (CFE), and others.
For… more
Excel
This post details the different techniques for pulling Depth-of-Market (DOM) data into Excel.
There are three ways:
C&P RTD formulas for Level 1 DOM data from the various quote… more
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… more
October 14, 2024, the Cboe launched weekly options on the Cboe VIX futures. To find the symbols in IC or QTrader, open the Symbol Search, select Cboe Futures Exchange (CFE), sort the Asset column… more
In the March 2025 issue of Technical Analysis of STOCKS & COMMODITIES magazine John Ehlers, President of MESA Software, presented "A New Solution, Removing Moving Average Lag."
The… more
This macro-enabled Microsoft Excel® spreadsheet tracks the holdings of the SPDR® S&P® Bank ETF (symbol: KBE).
Throughout the trading session, the individual stocks are dynamically ranked… more
This macro-enabled Microsoft Excel® spreadsheet tracks the holdings of the Financial Select Sector SPDR® ETF (symbol: XLF).
Throughout the trading session, the individual stocks are… more
This macro-enabled Microsoft Excel® spreadsheet tracks the holdings of the SPDR® S&P® Biotech ETF (symbol: XBI).
Throughout the trading session, the individual stocks are dynamically… more
The PriceToDollar function converts the prices of the particular market to their value. For example, below the E-mini S&P 500 futures contract's last price is 6003.75. And 6003.75 multiplied… more
Two recent posts CQG Primer: The Level Function and Level Function Using Excel RTD Formulas detailed using the Level function available in CQG IC and QTrader. The Level function plots two lines,… more