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
Workspaces
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
Nov 28, 2017
This Microsoft Excel® dashboard displays market data for coffee spreads traded on the ICE platform using a matrix-style format. The outrights are along the top row and at the start of each row. The best bid and best ask are also included. If the... more
Dec 04, 2017
This Microsoft Excel® dashboard displays market data for cocoa spreads traded on the ICE platform using a matrix-style format. The outrights are along the top row and at the start of each row. The best bid and best ask are also included. If the... more
Sep 24, 2018
This Microsoft Excel® spreadsheet pulls in live cattle, feeder cattle, and lean hogs market data traded on CME Globex.
The forward curves display today's data. If the last price is outside of the best bid and best ask, then the mid... more
Aug 25, 2017
These two Microsoft Excel® dashboard display market quotes for tradable UDS for the crude oil contract and the E-mini S&P 500 traded on Globex. There is also a quote display with at-the-money (ATM) calls and puts with one strike... more
Oct 12, 2015
These Microsoft Excel® spreadsheets determine the at-the-money option and display a table of thirty strikes above and below the at-the-money. The tables consist of market data and the implied volatilities for each of the sixty-one strikes. The... 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
Aug 03, 2016
This Microsoft Excel® dashboard offers a two-window view for tracking market performance (You have to enable macros when this dashboard is first opened.) The top half displays market data using whatever symbols (such as indices, stocks, and... more
Apr 23, 2012
CQG supports the Microsoft Excel® RealTimeData (RTD) function in CQG Integrated Client version 8.4 and greater for delivering market data and other information to Excel. Through the combination of CQG and Excel, you can create highly-customized... more