Workspaces

Thom Hartle
Oct 23, 2017
Updated: Jul 17, 2020

There are numerous Excel samples that walk you through bringing various market data into Excel using RTD formulas. However, there is a lot to look through. One solution is to use the CQG Formula Builder. You can right-click a study, hover your... more

Thom Hartle
Mar 30, 2015
Updated: Jan 29, 2020

If you use RTD formulas for data from the options markets, then Excel will pull data using your settings in CQG, such as the options model you have selected. An RTD formula for implied volatility will pull the Implied Volatility (IV) for the... more

Thom Hartle
May 19, 2015
Updated: May 15, 2019

This Microsoft Excel® dashboard uses the CQG RTD OptVal formula to calculate implied volatility, theoretical value, delta, and the Greeks using data inputs from other RTD formulas.

For example, the implied volatility calculation is... more

Thom Hartle
Jan 23, 2019
Updated: Jan 23, 2019

After the current trading session ends, many exchanges clear out today’s market data to set up for the preopening posting of orders to the exchange's order book. This includes today’s open, high, low, and close. In effect, the exchange moved... more

Thom Hartle
Sep 07, 2012
Updated: Sep 14, 2018

This spreadsheet outlines the basic syntax of RTD formulas and then details more complex formulas. Included is a collection of popular RTD formulas, which you can simply copy and paste into your own spreadsheet.

*Requires Microsoft... more

Thom Hartle
Feb 01, 2013
Updated: Sep 14, 2018

To access the RTD feature in CQG Trader, please contact your FCM.

This spreadsheet displays the RTD formulas needed to bring market data from CQG Trader into Microsoft Excel. Excel has a throttle that limits the amount of time between RTD... more

Thom Hartle
Mar 19, 2015
Updated: Sep 14, 2018

This Microsoft Excel® spreadsheet uses RTD formulas to pull today's basic orders and positions information from CQG.

Orders and positions data available include:

Number of filled buy orders Number of filled sell orders Number... more
Thom Hartle
Mar 26, 2015
Updated: Sep 14, 2018

Options offer a wide variety of strategies for traders. CQG provides a powerful options analytics package. A number of the analytics tools, such as theoretical value, implied volatility, and the Greeks, provide market information that can be... more

Thom Hartle
Sep 15, 2016
Updated: Sep 14, 2018

The Microsoft Excel® RTD Studies sample offers a collection of RTD CQG study formulas applied to the Bar chart type. If you want to use other chart types, such as no gap or constant volume bars, then the solution is to include the chart type... more

Thom Hartle
Jun 14, 2017
Updated: Sep 14, 2018

Some traders want to see their current open trade equity (OTE) and closed out trades (P&L) based on yesterday’s settlement, not the original price when the trade was opened. In DOMTrader's Trading Preferences, under Trading Display, you... more