In this article, we outline how to pull historical market data into Excel while excluding data from days when the market was in a holiday session.
Holiday sessions are trading dates, but… more
Excel
A common request is an RTD formula to pull historical settlement prices for a particular market. There is a “Contract Data” RTD formula for settlement:
=RTD("CQG.RTD", ,"ContractData", "CLE… more
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… more
This Microsoft Excel® dashboard offers four charts displaying seventy-five open, high, low, and close bars of a spread. The spread symbols are entered into Excel on the symbols tab and the … more
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… more
When pulling a study value into Excel using RTD, you may not see the same value in Excel that you see on a chart. It is important that the RTD formula uses the same parameters as applied to the… more
Request: What is the easiest way to get chart and study data from a chart into an Excel spreadsheet?
Solution: Simply right-click the chart area that has the market data and, at… more
Request: How can I get the symbols I see in the All Contracts Window into Excel? I cannot select the columns and copy and paste.
Solution: CQG offers an Excel RTD Add-in. There is a 64-bit… more
Customers using our flagship product, CQG Integrated Client (CQG IC), have access to a new study called Algo Orders. Using a proprietary algorithm, this indicator of trading activity detects and… more
Customers using our flagship product, CQG Integrated Client (CQG IC), have access to a new study called Algo Orders. Using a proprietary algorithm, this indicator of trading activity detects and… more