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Market Data
Links to Excel

Click to EnlargeCQG Digital Data Service (DDS) enables users to establish real-time links between Microsoft Excel spreadsheets and the CQG platform. You can build portfolios and collect market data including study values, bar values, and volume.

In addition, information from the Tullett SwapMarker for US Treasury and Interest Rate Swaps can be linked to an Excel spreadsheet.

 

 

 

 

 

CQG includes several Excel spreadsheet examples:

  • labels.xls – Displays a list of labels and examples of DDE spreadsheet links
  • prtfolio.xls – Displays a sample of links to futures and stock symbols
  • studies.xls – Displays a sample of retrieved CQG study data
  • getsym.xls – Displays a sample of retrieved CQG symbols
  • getbars.xls – Displays a sample of retrieved CQG bar data
  • cqgswapmarker.xls – Displays a sample of retrieved Tullett SwapMarker information for US Treasury and Interest Rate Swaps

Each of the sample spreadsheets can be saved with a new name and altered to suit the trader’s specific needs. To best use this technology, understanding Visual Basic for Applications programming is necessary.

Restrictions
All data extracted are to be used only within the spreadsheet or with other applications running on the same computer as CQG. The data may not be distributed in real-time to another computer in any manner, either physical or electronic.

CQG does grant the license to use the extracted data on another computer for end-of-day accounting.

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