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
Workspaces
May 04, 2015
This Microsoft Excel® dashboard offers an automatic performance ranking of exchange-traded funds (ETFs) that is focused on equity performance by country. This dashboard requires the NYSE enablement.
The top symbol row automatically... more
Jan 20, 2015
These two Microsoft Excel® spreadsheets present market data and forward curves of the Globex Crude Light Oil and ICE Brent Crude Oil contracts. The data includes the outrights, exchange-traded calendar spreads, and synthetic butterfly spreads for... more
May 08, 2017
This macro-enabled Microsoft Excel® spreadsheet tracks the holdings of the iShares Core S&P U.S. Growth ETF (symbol: IUSG). The iShares Core S&P U.S. Growth ETF seeks to track the investment results of an index composed of large- and mid-... more
Nov 21, 2017
You can use LocalHour and LocalMinute functions in the RTD formula to pull in the open price for a market using a 5-minute bar at 12:00. This technique was detailed in a previous article here.
If you are pulling in a large amount... more
Aug 16, 2018
Bring Updating Time-Series Data from Microsoft Excel® Into CQG
The XL Real-Time study is included in CQGIC subscriptions enabled for CQG Trading, or Spreader, as well as CQG Spreader systems. The XL Real-Time Study is available to base CQGIC (... more
Feb 22, 2017
This macro-enabled Microsoft Excel® spreadsheet presents a ten-by-ten correlation matrix, a scattergram chart of the correlations by row, and frequency distribution charts of the correlations. In addition, twenty versions using a different city... more
Sep 29, 2014
To help you design and manage your custom dashboards using CQG with Microsoft Excel®, Thom Hartle has written the following articles that answer the most common questions.
Topic Description RTD Throttle Excel has a throttle that... more
Sep 22, 2015
This Microsoft Excel® spreadsheet uses the CQG Toolkit to pull in WTI Light Sweet Crude Oil market data traded on the ICE exchange.
The dashboard uses a matrix-style presentation with the outrights displayed along the top row and also the... more
Feb 07, 2019
If you set up a Microsoft Excel® dashboard to monitor options prices and their respective deltas you may see the delta values disappear occasionally in the dashboard. In other words, the value for the options deltas, especially far out of the... more