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
Mar 30, 2015
May 19, 2015
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
Sep 07, 2012
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
Feb 01, 2013
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
Mar 19, 2015
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
Mar 26, 2015
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
Jul 20, 2017
In this article, we outline how to pull historical market data into Excel while excluding data from days when the market was in a holiday session.
Holiday sessions are trading dates, but not clearing dates. Holiday session data is... more
Jul 01, 2016
When pulling a study value into Excel using RTD, you may not see the same value in Excel that you see on a chart. It is important that the RTD formula uses the same parameters as applied to the chart.
For example, in the chart we see the... more
Apr 15, 2015
You can use Microsoft Excel® and data from CQG to expand the features of your own market display dashboards. This powerful combination can be tailored to your specific needs. This article shows you how to build an Excel dashboard and provides a... more