This Microsoft Excel® spreadsheet uses the CQG Toolkit to pull in Eurodollar market data: twenty years of quarterly contracts for outrights, exchange-traded three-month, and six-month calendar spreads.
The quarterly contracts are color coded by their pack colors. The best bid and ask, queue volume size, last, net change, and traded volume are displayed. The traded volume columns are heat mapped.
It is recommended that this Excel spreadsheet be closed each night to avoid Excel memory issues.
Make sure to lower your Excel RealTimeData (RTD) throttle to 50 milliseconds. Learn how to do that here.
Requires an enablement turned on by your FCM and Excel 2013 or more recent. This product is copyrighted content owned by CQG.