XLS Trader offers CQG Integrated Client customers the ability to route and manage orders directly from Microsoft Excel®. Now, you can create models within Excel that can be the basis for conditions to send, modify and cancel working orders. Excel connects to the Exchanges via CQG IC's Trading API.
For example, in Excel you build a model that tracks the constituents of the S&P 500. Your model calculates the ratio of stocks making new highs versus new lows on a rolling 60-minute basis using standard RTD calls from CQG IC. The theory is that buying or selling waves may be detected that could present a tradeable opportunity in the E-mini S&P 500 futures. If the ratio threshold is met then using XLS Trader functions an order will be immediately sent to the exchange and once filled a working target limit order OCO with a working stop loss order are then immediately sent in. XLS Trader will manage all of this for you.
XLS Trader has over 70 user-defined functions. The UDFs have Dialog boxes making building your order routing system a straightforward process.
- Enablements required: "XLS Trader", "Back Testing", and "CQG Trading" enablements via your salesperson (comes with the CQG Spreader enablement).
- A recent version of CQG Integrated Client that includes the XLS Trader components (ask your salesperson for the download link).
- Strongly recommended: Microsoft Office Professional Excel 2016, 2019, 32 or 64-bits installed on your computer, not in the Cloud.
- Adequate CPU and RAM (see recommended specifications).
- Recent version of Microsoft Windows.
There are two versions of the Add-in: one for 32-bit Excel and one for 64-bit Excel. Verify your Excel version by opening File/Account/About in Excel.
You can download the XLS Trader Add-in MSI files from our site at the link below:
You can also read a tutorial in the CQG IC Help file:
Two file downloads are available below. The first is a sample getting started XLS Spreadsheet. The final two tabs use actual UDFs for placing orders. The second file, "GroupedFunctions", is an Excel file grouping the XLS Trader UDFs by similar functions.