This macro-enabled Excel dashboard pulls in futures call and put options data for a specific underlying contract. There are two tabs: Call Data and Put Data.
Each tab has the following… more
Workspaces
This post details steps using the Excel CQG RTD Toolkit Add-in to pull in open interest data for an options series based on the same expiration. These same steps can be used to pull in other… more
A typical historical Excel RTD dashboard pulls in market data using the bar index parameter. Below, the bar index is in column A. The most current bar is "0". The previous bar is "-1", etc.
… more
This post walks the reader through building option chains in Excel. The CQG RTD Toolkit offers this functionality, however, the same feature can be implemented using Excel's CONCATENATE function.… more
October 14, 2024, the Cboe launched weekly options on the Cboe VIX futures. To find the symbols in IC or QTrader, open the Symbol Search, select Cboe Futures Exchange (CFE), sort the Asset column… more
Introduction
Cboe Europe Derivatives (CEDX) is a European derivatives marketplace which enables participants to access equity derivatives markets for quotes and trade execution.
CEDX offers a… more
The CME Website has information resources for options traders in the form of downloadable Excel tables with important needed details such as:
Commodity CodeCME Globex CodeProduct NameProduct… more
The CQG RTD Toolkit Add-in has been updated. This updated Excel add-in is automatically installed with CQG IC 21-12-8042 Beta and higher. The updates are to the Orders and Positions… more
CQG offers an Implied Volatility (ImpVol) study that allows you to pull in historical implied volatility data onto a chart. ImpVol is not the implied volatility of one particular option.… more
This Microsoft Excel® dashboard scans options on the E-mini S&P 500 futures market using the CQG RTD Toolkit for volume and displays strikes ranked by the volume traded for each listed expiry… more