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
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Mar 30, 2015
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
Sep 10, 2015
Four new chart types have been added to CQG. This article details the RTD formulas for calling market and study data into Excel using these new chart types. The chart types are:
Heikin-Ashi Candlesticks Range Bar Renko Sub-MinuteThese... more
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
Aug 16, 2018
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
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... moreFeb 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
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
Sep 25, 2017
CQG charts have a setting called the BATS Charts Preferences. Here, you select what data to use to build the chart. You can use the default setting where the chart is built using trade and settlement data. You can uncheck Use default ... 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