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Updated: 4 days 2 hours ago

Globex Grains Exchange Traded Spreads

Tue, 03/21/2017 - 09:11
This Microsoft Excel® dashboard displays market data for grain spreads traded on the Globex platform using a matrix-style format. The outrights are along the top row and the start of each row. The best bid and best ask are also included. If the latest quote is a new bid, then the bid price is highlighted green. If the latest quote is a new ask, then the ask price is highlighted red. Below the best bid row for each contract is today’s traded volume. Each volume row is heat-mapped using black for the lowest-traded volume with increasing levels of intensity of blue for the higher levels of... more

CME Group Announces 2017 Trading Challenge Winners

Fri, 03/17/2017 - 12:11
This CME Group news release announces the winners of the CQG-sponsored CME Group Trading Challenge. The 14th annual competition for college and university students attracted nearly 600 teams representing 35 countries. The competitors used CQG Integrated Client to execute simulated trades on the CME Globex platform. CQG Product Specialist Stan Yabroff is quoted in the news release: CQG is proud to partner with CME for the annual CME Group Trading Challenge. The Challenge continues our commitment of providing the next generation of traders and university students from around the... more

Ranked Markets Dashboard

Mon, 03/13/2017 - 14:11
This Microsoft Excel® spreadsheet is a combination of market quotes and dynamic ranking. There is a Symbols tab where you can enter the symbols and the parameter for decimal formatting, or you can enter B for bonds and fractions. You can set the clock in the main display. It is set to Chicago time by default. This dashboard offers a unique format where the current market data is displayed as a border around the chart information. The spreadsheet has equity index futures along the top row, FX futures along the bottom row, metals and energy futures in the left-hand column, and... more

Market Quotes Dashboard

Mon, 03/06/2017 - 14:11
This Microsoft Excel® spreadsheet pulls market data from CQG Integrated Client or CQG QTrader. There is a Symbols tab where you can enter the symbols, the parameter for decimal formatting, and the title for each group of quotes on the main display. On the main display, the markets are dynamically ranked by percent net change and the long descriptions are heat mapped to indicate the strongest (bright green) and the weakest (bright red) markets. In addition, if the last price is within two ticks of the high, the high price is highlighted green. If the last price is within two ticks of the low,... more

Learn the Benefits of Footprint® Charts

Thu, 03/02/2017 - 14:11
Footprints allow you to see inside the chart In this live webinar, Trevor Harnett will answer the question of why some traders always seem to have a better read on the market. He will present: What Footprints are How Footprints help traders Practical methods for using Footprints in various markets, including spreads Trevor will show some unique and specific patterns that become evident with Footprints and Footprint-based studies, including: Buy and sell order flow imbalances at turning points Identifying large lot traders - large traders leave bigger "prints"... more

Footprint Charts and Studies Free Trial

Thu, 03/02/2017 - 14:11
CQG and MarketDelta invite you to try a new set of charts and studies that provide a view into the order activity within a bar, exposing order flow data (volume and delta) that can be helpful in deciding how to react to market changes. Benefits Granularity of data, including additional volume statistics that let you see within the bar and enhance timing of entries and exits Exposure of real-time order data, visible metrics Number of styles to choose from, ensuring a style for every type of trader Customization of the display Flexibility of studies with non-time-based... more

Oil Goes to Sleep with Record Open Interest

Wed, 03/01/2017 - 07:11
The trading range in crude oil has been narrow since the middle of December 2016. From high to low since December 19, the price of active month NYMEX crude oil futures have traded in a range of only $4.53 per barrel. Considering that there were sessions since June 2014 where the daily trading range was wider than $5, crude oil has gone to sleep, and has been a very boring commodity to watch and trade. However, that has not deterred oil market devotees from playing in the world’s most liquid commodity market, no pun intended. In fact, open interest has increased to the highest level in history... more

RTD: A Study Applied to a Study

Mon, 02/27/2017 - 14:11
This article shows RTD formulas for pulling values into Microsoft Excel® that are a study applied to a study. A common use of Excel with CQG is to pull in study data, such as the average true range study: = RTD("cqg.rtd",,"StudyData","EP", "ATR","MAType=Sim,Period=20", "ATR","15",,"ALL",,,"False","T") Another popular one is the moving average study: =RTD("cqg.rtd",,"StudyData", "EP", "MA", "InputChoice=Close,MAType=Sim,Period=10", "MA","D",,"all",,,,"T") To pull a study applied to a study into Excel, you use a variation of the RTD study formula as the symbol... more

What's New in CQG M Version 2.10

Fri, 02/24/2017 - 14:11
CQG M on Phones Heatmap view for quotes: Experience dynamic real-time data visualization. Chart Custom time intervals: Enter custom intraday time intervals on charts. Trading Improved drag & drop HOT order placement: Click and drag to immediately place orders on HOT. Limits above market: Place limit orders above market using either the trading buttons on HOT or drag & drop. There's a preference to configure how many ticks above market to force a limit order. Liquidate/Cancel buttons on HOT: Configure HOT to show Liquidate and Cancel buttons for faster... more

CQG Connects to Warsaw Stock Exchange for Futures Trading

Thu, 02/23/2017 - 14:11
CQG, a global provider of high-performance trade routing, reliable market data, and advanced technical analysis tools, announced today that it will launch connectivity to the Warsaw Stock Exchange (GPW) for futures trading. Through the new connection, CQG customers will have access to the WIG20 contract as well as equity, FX, WIBOR, and T-bond futures contracts. CQG will provide direct market access to GPW through all of its platforms, including its flagship, CQG Integrated Client, which offers global market data and innovative interfaces for electronic trading and order management... more

Correlation Dashboard with City Theme

Wed, 02/22/2017 - 13:11
This macro-enabled Microsoft Excel® spreadsheet presents a ten-by-ten correlation matrix, a scattergram chart of the correlations by row, and frequency distribution charts of the correlations. In addition, twenty versions using a different city theme and one Europe theme are available. On the Symbols tab, you can enter symbols and price formatting, such as two decimal places, etc. The quote displays along the top and bottom of the main view use the same symbols as the correlation matrix. You can change the time displayed on the main view from the symbols tab. The top of the... more

Globex Natural Gas Options Volume Dashboard

Wed, 02/15/2017 - 14:11
This Microsoft Excel® dashboard scans the options on the natural gas (Globex) futures market for volume and ranks the volume traded for each expiry out sixteen months. The scan covers options traded ten strikes above and below the at-the-money option. Then the top five strikes by traded volume are presented on the main display. The options are sorted by volume, not strikes. The options volume data is heat-mapped with the highest volume levels in bright green. In addition, the bottom section displays the last quote, net change, and total contract volume for three years and six months... more

ASX 90-Day Bank Bills and Spreads Dashboard

Wed, 02/15/2017 - 14:11
This Microsoft Excel® dashboard displays 90-day bank bills and exchange-traded spreads traded on ASX. The inside market for the front six contracts is detailed along the top. The open, high, low, and last, along with the net change, volume, and open interest for the outrights contracts, are in the first panel. Next, one-month out to five-month exchange-traded spreads are presented. The volume columns are heat-mapped using green for the highest volume. The open interest column is heat-mapped using light blue for the highest open interest. The net change in the open interest is heat-mapped... more

Gold and Silver Reassert

Wed, 02/08/2017 - 14:11
After Election Day in November, it looked like the rallies in gold and silver that took place over the course of 2016 were over and done. Nearby gold futures fell to lows of $1,123.90 and silver reached a low of $15.70 per ounce in December. Both precious metals had traded to lows in December 2015, and then rallied sharply beginning in January 2016. In almost a carbon copy of the price action of last year, gold rallied by 5.3% in January 2017, the same percentage gain the yellow metal saw in January 2016. When it comes to silver, the precious metal posted an even bigger gain in January 2017... more

CQG's Alli Brennan on Finnovation

Wed, 02/08/2017 - 14:11
Alli Brennan, CQG Director of Marketing and Product Management, recently authored an article for TabbFORUM titled Finnovation – The Hot Topic With Great Impact. Brennan writes: Companies are investing billions of dollars on R&D in an effort to explore what is next for capital markets when it comes to technology and innovation. Fintech has become engrained deep within the heart of the markets, and everyone from banks to exchanges is actively engaged in finnovation and understanding the value of being ahead of the curve when it comes to what’s next. Read the full... more

ICE Brent Crude Oil Gas Spreads Monitor

Wed, 02/08/2017 - 14:11
This Microsoft Excel® dashboard displays market data for crude oil spreads traded on the ICE platform using a matrix-style format. The outrights are along the top row and the start of each row. The best bid and best ask are also included. If the latest quote is a new bid, then the bid price is highlighted green. If the latest quote is a new ask, then the ask price is highlighted red. Below the best bid row for each contract is today’s traded volume. Each volume row is heat-mapped using black for the lowest traded volume and increasing levels of intensity of blue for the higher... more

ICE Light Sweet Crude Oil Gas Spreads Monitor

Wed, 02/08/2017 - 14:11
This Microsoft Excel® dashboard displays market data for crude oil spreads traded on the ICE platform using a matrix-style format. The outrights are along the top row and the start of each row. The best bid and best ask are also included. If the latest quote is a new bid, then the bid price is highlighted green. If the latest quote is a new ask, then the ask price is highlighted red. Below the best bid row for each contract is today’s traded volume. Each volume row is heat-mapped using black for the lowest traded volume and increasing levels of intensity of blue for the higher... more

Tablet Layout for CQG M

Wed, 02/01/2017 - 14:11
This CQG M dashboard layout displays a portfolio of symbols from the Americas (available with a subscription to the CME Globex feed on CQG) in a heat-map style. Tapping on a quote pushes the symbol to the chart displaying Bollinger Bands, Volume and Order Display studies, and HOT (Hybrid Order Ticket) trading interface. The symbol list is easily customizable using the task menu (vertical ellipsis icon) in the upper-right-hand side of the quote board.  Access the dashboard via the following links, depending on which environment you log on to: Demo: https://mdemo.... more

Delta and Intraday Bars Dashboard

Wed, 02/01/2017 - 14:11
This Microsoft Excel® dashboard displays Delta Bars with a price ladder detailing the executed volume by price for the current Delta Bar. Also, an intraday bar chart is included with a price ladder showing the executed volume by price for the current bar. For each chart there is also a volume histogram bar chart showing the volume for each bar. The two markets are the E-mini S&P 500 contract and the Crude Oil contract, both traded on the CME Globex platform. You can enter the Delta Bar parameter and the time frame for the intraday bar chart. The Delta Bar chart uses a user-set... more

RTD Time of Study Signal Sample

Wed, 01/18/2017 - 14:11
CQG formulas include a crossover feature, and CQG can determine the number of completed bars back since a signal occurred. For example, using “Barssince(EP xabove Ma(EP,Sim,20),1,300)” as the symbol in a standard RTD formula for the close will return the number of bars since the last price closed above a 20-period simple moving average using 10-minute bars: = RTD("cqg.rtd",,"StudyData","Barssince(EP xabove Ma(EP,Sim,20),1,300)", "Bar",, "Close", "10",,"All",,,,"T") The downloadable sample Microsoft Excel® spreadsheet uses the RTD formulas for xabove and xbelow in cells M6 and... more