This spreadsheet built by CQG Product Specialist Jim Stavro uses RTD calls to pull in open futures and options positions as well as "Greeks" using RTD formulas.
To use the spreadsheet, CQG… more
This spreadsheet built by CQG Product Specialist Jim Stavro uses RTD calls to pull in open futures and options positions as well as "Greeks" using RTD formulas.
To use the spreadsheet, CQG… 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.
… moreThis 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
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… moreCQG One provides an "Active RFQ" widget. A Request for Quote (RFQ) is functionality provided for traders to access electronic quotes on multi-leg options strategies. It is an electronic message… more
CQG IC and QTrader offer two studies that track volatility: Implied Volatility and Historical Volatility. This post details each study and provides an Excel spreadsheet for tracking the two.
… 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
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… more