Spreads

Dec 04, 2017

This Microsoft Excel® dashboard displays market data for cocoa spreads traded on the ICE platform using a matrix-style format. The outrights are along the top row and at the start of each row. The best bid and best ask are also included. If the... more

Nov 28, 2017

This Microsoft Excel® dashboard displays market data for coffee spreads traded on the ICE platform using a matrix-style format. The outrights are along the top row and at the start of each row. The best bid and best ask are also included. If the... more

Oct 06, 2017

This Microsoft Excel® dashboard has three tabs. The first tab displays today’s market quotes, volume, and open interest data. If the last price is matching the open price, then the open price is highlighted blue. If the last price is... more

Apr 27, 2017

This Microsoft Excel® spreadsheet presents Eurodollar market data​. The data includes ten years of quarterly contracts for outrights and exchange-traded three-month and six-month calendar spreads.

Quarterly contracts are color-... more

Apr 17, 2017

This Microsoft Excel® spreadsheet presents Globex crude oil market data and forward curves. The data includes outrights, exchange-traded calendar spreads, and butterfly spreads. The exchange-traded calendar spreads include the following... more

Feb 01, 2017

This Microsoft Excel® dashboard displays market data for crude oil spreads traded on the ICE platform using a matrix-style format. The outrights are along the top row and the start of each row. The best bid and best ask are also included. If... more

Dec 06, 2016

CQG Integrated Client and CQG QTrader customers can pull the time the high and low occurred during today’s session into a Microsoft Excel® spreadsheet using these RTD formulas:

=RTD("CQG.RTD", ,"ContractData", "EP", "... more

Oct 28, 2016

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 time frame is set for the charts. The RTD formulas... more

Jun 06, 2016

This Microsoft Excel® dashboard displays individual one-month Brent crude oil calendar spreads and their individual legs for tracking the volume and open interest rolls. All of the active deliveries for each individual symbol are displayed in a... more

Mar 29, 2016

Request: I want to plot a historical daily chart of a spread: December Wheat versus December Corn. I want the chart to be a continuation chart and to always use December contracts for the two markets.

Solution: Enter this symbol for the... more