This post details the use of the CQG function: Time Average (TimeAvg), which calculates the average for values taken at the same time of day over the lookback period.
In this example, the… more
Workspaces
CQG IC and QTrader offer charts that utilize volume for the horizontal scale, not time. The first chart type to discuss is Constant Volume Bars.
Constant Volume Bar (CVB)
The Constant… more
There are a number of volume-based studies available to customers using CQG IC or QTrader. This post walks you through the basic details of the various studies, then correlation analysis is… more
This Microsoft Excel® dashboard displays market data for Euribor calendar spreads traded on the ICE platform. This monitor uses a matrix-style format. The outrights are displayed along the… more
This Microsoft Excel® dashboard displays market data for Short Sterling calendar spreads traded on the ICE platform. This monitor uses a matrix-style format. The outrights are displayed along the… more
CQG provides the ability to separate volume into trades executed at the best bid price and trades executed at the best ask price. This feature gives you more insight into market action because you… more
This Microsoft Excel® dashboard displays today’s open interest and traded volume for all of the strikes by month for both call and put options on futures. In addition, the current put/call ratio… more