Customers using our flagship product, CQG Integrated Client (CQG IC) or QTrader, have access to a new study called Algo Orders. Using a proprietary algorithm, this trading activity indicator detects and exposes hidden volume (iceberg orders) on... more
Jun 12, 2019
Mar 18, 2019
This Microsoft Excel® dashboard pulls in the Eurodollar market data traded on the CME Globex platform.
There are three forward curve charts. The first one displays the quarterly contracts forward curves, the second display is... more
Apr 27, 2017
This Microsoft Excel® spreadsheet presents Eurodollar market data. The data includes ten years of quarterly contracts for outrights and exchange-traded three-month and six-month calendar spreads.
Quarterly contracts are color-... more
Nov 23, 2016
This Microsoft Excel® dashboard scans the options on the Eurodollar futures market for volume and ranks the traded volume for each expiry out to three years. The scan covers options traded ten strikes above and below the at-the money option. Then... more
Jul 14, 2016
This Microsoft Excel® dashboard displays market data for Eurodollar calendar spreads traded on the CME Globex platform. This monitor uses a matrix-style format. The outrights are displayed along the top row and at the start of each row... more
Jul 14, 2016
This Microsoft Excel® dashboard displays market data for Eurodollar calendar spreads traded on the CME Globex platform. This monitor uses a matrix-style format. The outrights are displayed along the top row and at the start of each row. The best... more
Feb 13, 2015
This Microsoft Excel® spreadsheet presents market data and forward curves of the Euribor, Eurodollar, and Short Sterling contracts. The data includes the outrights and exchange-traded quarterly calendar spreads.
The forward curves... more
Aug 08, 2014
This Microsoft Excel® dashboard displays all of the Globex-traded Eurodollar three-month calendar contracts. The volume column includes a red highlight if today's traded volume exceeds the previous session's traded volume. The volume column... more