CQG RTD Toolkit Spread Matrix

This Microsoft Excel® dashboard displays exchange traded spread market data for a user input symbol. The Excel dashboard uses the CQG RTD Toolkit Add-in, which is installed with CQG IC or CQG QTrader.

This monitor uses a matrix style format. The outrights are along the top row and the start of each row. The best bid and best ask are displayed. If the latest quote is a new bid, then the bid price is highlighted in green. If the latest quote is a new ask, then the ask price is highlighted in red.


Two dashboards are available: One displays the current best bid, best ask and last trade. The second displays the current best bid, best ask and the contract volume.

Each volume row is heat mapped using black for the lowest traded volume and increasing levels of intensity of blue for indicating the higher levels of traded volume. The outright contract at the start of each row is not included in the heat mapping comparison.

The two forward curve charts use the last trade for the data points unless the last trade is outside of the best bid and best ask. In that case, the mid-point of the best bid and best ask is substituted. The red line is a polynomial regression line.

Requires CQG Integrated Client or CQG QTrader and Excel 2010 or more recent.


Microsoft Excel is a registered trademark of Microsoft Corporation in the United States and/or other countries.