Features:

• Excel function-like syntax
• Cell references that are part of the formula
• Twenty thousand unique topics, which can be updated three times per second; one topic can be updated 200 times per second
• Twenty thousand cells for market data, 5,000 cells for historical and study data, and 500 combinations of order-related data that are supported by CQG
  • These limitations relate only to RTD technology, not data limitations; data is still limited to 300 bars

Formats

• DDE-like: All parameters are linked in a single item that is the same as the item in DDE format. For example, the following formula will return the settlement price for the e-mini S&P contract: =RTD(“CQG.RTD”,,“'EP?1'!Settlement”).
• RTD reference: All parameters are specified as separated labels. For example, the following formula will return the settlement price in decimals for the e-mini S&P contract: = RTD(“CQG.RTD”, , “ContractData”, “EP”, “Settlement”,””, “T”).
• RTD reference to collection of data: Multiple fields are specified and requested on the CQG-RTD server. The request will contain a string that may be transformed to an array using the EVALUATE function in Excel.

CQG provides the following spreadsheets to help you get started with RTD:

• RTDBasicTutorialVersion2.xls: 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.
• LabelsRTD.xls: This spreadsheet provides a list of all available labels in market data in all types of contracts, including synthetic spreads. Orders and related statistics data include number of filled orders, open position, open trade equity, and more.
• StudiesRTD.xls: This spreadsheet provides a list of formulas for historical bars and charting, requesting study data and study-related curves, calling a set of historical bars of all supported types, and requesting a set of historical study values created in CQG IC.

Please note that the sample code includes a limited scope of the capabilities available within the Excel Basic programming language. A basic knowledge of Visual Basic for Applications programming is required to effectively use the RTD function.

CQG-Powered Excel Spreadsheet Examples
This collection of spreadsheets is designed to demonstrate how, through CQG and RTD, you can build Excel applications tailored to provide global views with informative charts and color conditioning.

CQG DDE-to-RTD Converter for Microsoft Excel
In order to make the DDE transition smoothly to RTD, CQG provides a tool that converts all DDE-coded spreadsheets into RTD format. This zip file contains a converter for updating DDE coding in Excel to RTD language and includes a DLL necessary to run the converter. CQG continues to support DDE.

The converter will rename the Excel spreadsheet to include “_RTD” in the file name. The converted spreadsheet will be saved into the same folder as the original Excel file.

To convert a file to RTD, drag and drop the spreadsheet onto the converter, or click Add, select the file to be converted, and then click Convert. You will need to log off CQG IC before converting an Excel file. 

Setting the RTD Throttle in Excel
You can configure the cell update rate in Excel using the Excel Visual Basic Editor. The rate can be set to zero. (Excel checks for updates every chance it gets or when the throttle rate is greater than zero.)

To learn how to configure the RTD throttle interval in Excel, visit the MSDN Real-Time Data: Frequently Asked Questions web page.

For questions, or to get started with RTD, please contact CQG Customer Support.

Microsoft Excel is a registered trademark of Microsoft Corporation in the United States and/or other countries.