First and Last Hour Traded Volume Excel(R) Dashboard

This Microsoft Excel dashboard is used to track the performance of a collection of Exchange-Traded Funds (ETFs).

The market information displayed is the last price, net change, the percentage net change heat mapped, and data bars applied for easy data visualization to identify leaders and laggers. Also displayed is today's open, high, low, today's volume, and a moving average of the daily volume.You can enter a look-back period for the moving average, which is set to thirty days. You can change the symbols in the first column. Next is the first hour's traded volume, then a five-minute sparkline chart of the first hour's volume, and a moving average of the first hour's traded volume. You can enter a different parameter for the look-back period of the moving average.

Finally, the percentage ratio of the first hour's traded volume compared to today's moving average is displayed using heat mapping to highlight the top traded ETFs. Also, if today's first hour's traded volume exceeds its respective moving average, then both the traded volume and moving average of the volume are highlighted in red. In addition, the long description is highlighted in red. The same information is presented for the last hour's trading of the session.

This dashboard, when first launched, will take time to fully subscribe.

Sparklines are used in this dashboard. To learn more about using Excel's sparklines, please read Thom Hartle's article: Use Excel Sparklines for Data Visualization

Requirements: CQG Integrated Client, Excel 2010 or more recent. Also, the CQG PAC: FirstLastHourSessions.pac must be installed. This PAC creates two custom sessions for gauging the traded volumes using the first hour (8:30 to 9:30 line time) and the last hour (14:00 to 15:00 line time).



Trading and investment carry a high level of risk, and CQG, Inc. does not make any recommendations for buying or selling any financial instruments. We offer educational information on ways to use our sophisticated CQG trading tools, but it is up to our customers and other readers to make their own trading and investment decisions or to consult with a registered investment advisor. The opinions expressed here are solely those of the author and do not reflect the opinions of CQG, Inc. or its affiliates.