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Updated: 2 days 13 hours ago

Globex E-mini S&P 500 Most Active Options Dashboard

Mon, 10/30/2017 - 08:37
This Microsoft Excel® dashboard scans the options on the E-mini S&P 500 futures market using the CQG RTD Toolkit for volume and displays the strikes ranked by the volume traded for each listed expiry. The scan covers options traded 15 strikes above and below the at-the-money option. The options are sorted by volume, not strikes. The options volume data is heat-mapped by group with the highest call volume levels in bright green and the highest put volume levels in bright red. A drop-down menu next to Symbol: allows you to choose the options series: E-mini S&P 500... more

Calling Custom and Standard Study Data into Excel

Mon, 10/23/2017 - 13:16
There are numerous Excel samples that walk you through bringing various market data into Excel using RTD formulas. However, there is a lot to look through. One solution is to use the CQG Formula Builder. You can right-click a study, hover your mouse over Send to, select Clipboard, and then paste the information onto your Notepad. The following is all of the information brought over for the cqg.RSI w/MA study. cqg.RSI w/MA: -- Overlaid = FALSE Parameters: RSIPeriod = 9 MAPeriod = 10 Curve 'RSI (Display String) /* This... more

Multi-Market Display Excel Dashboard

Mon, 10/16/2017 - 11:25
This Microsoft Excel® dashboard presents different styles of viewing market and study information. The left-hand side is today's current market data. You can enter symbols and set the number of decimals. The HiLoAlert cell is a user-entered value where if the Last price is within that amount of the high or the low, then the high price is highlighted red or the low price is highlighted green. For example, you enter 2 in the HiLoAlert cell and if the Last price is 98.50 with the current High being 100, then the Last is within 2 points of the High so the High price is colored red. The... more

Calling DOM Data Using RTD

Wed, 10/11/2017 - 15:01
There is an RTD call for depth-of-market (DOM) data for futures markets. You call the DOM data by symbol and queue number. You can pull the bid or ask price, bid or ask volume, and the time of the last update. The best ask price for the symbol EP (the E-mini S&P 500) is queue 1: =RTD("cqg.rtd",,"DOMData","EP","Price","1","T") For the amount of contracts offered at the best ask, use: =RTD("cqg.rtd",,"DOMData","EP","Volume","1","D") And for the time of the latest update, use: =RTD("cqg.rtd",,"DOMData","EP","Time","1","T") You must format the... more

Natural Gas Market, Spreads, and Strips Dashboard

Fri, 10/06/2017 - 11:01
This Microsoft Excel® dashboard has three tabs. The first tab displays today’s market quotes, volume, and open interest data. If the last price is matching the open price, then the open price is highlighted blue. If the last price is within one tick or equal to the high, then the high is colored green. If the last price is within one tick or equal to the low, then the low is colored red. The second tab displays 1- through 6-month calendar spreads. The dashboard offers the ability to enter a date to compare where the same calendar spreads were trading. You can enter... more

Calling Bid Ask Data using RTD

Mon, 09/25/2017 - 09:08
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 and elect to build the chart using best bid and best ask data. This is helpful when you are charting deferred contracts that do not trade very often but new bids and asks are being placed in the exchange’s order matching engine. For example, to see just the bids and asks for data, uncheck Use default and select Bid and Ask.... more

Globex Crude Oil Forward Curves with Historical Data

Thu, 09/21/2017 - 12:01
This Microsoft Excel® spreadsheet presents Globex crude oil market data and forward curves, both current and historical. The data includes outrights and exchange-traded calendar spreads using these months: one, three, six, nine, and twelve. You enter in the month, day, and year​ at the top of the dashboard. You can pull in historical closes as far back as 300 trading days. The historical forward curves use wildcard symbols and the standard rollover-at-expiration continuation setting. The closes are not equalized. The red lines on the forward curve charts are the historical closes... more

RTD: The Fastest Way to Find Market Data Labels

Fri, 09/08/2017 - 12:01
Customers who use Microsoft Excel® when following the markets can easily populate their Excel spreadsheet with RTD formulas using CQG's Quote SpreadSheet (QSS) 2.0. To open QSS 2.0, click the Quote button on the application toolbar, then click QSS 2.0. A QSS 2.0 prepopulated with quote columns opens. If you do not see the market data column you wish to copy to Excel, you can add a column using the steps outlined in our online help. Once you have added the column you want, you simply right-click the cell and click Copy to Excel. The RTD formula is now on the... more

User-Defined Strategies (UDS) Spreads Dashboard

Fri, 08/25/2017 - 11:01
This Microsoft Excel® dashboard displays market quotes for tradable UDS for the crude oil contract traded on Globex. There is also a quote display with at-the-money (ATM) calls and puts with one strike below the ATM and three strikes above the ATM. Finally, there are two histogram charts displaying frequency distribution for symbols CLECIV and CLEPIV (implied volatility). The current implied volatility is highlighted as a green bar for calls and a red bar for puts. The colored bars indicate where the current implied volatility is relative to the closing implied volatility values... more

Building Your First Page in CQG Integrated Client

Fri, 08/18/2017 - 09:01
Welcome to CQG. Here is some important information to get you started. If you need help logging on, review these steps. Main Window Once you have logged on, you see the main window. You may want to familiarize yourself with the layout of the main window. There are three toolbars: Application toolbar: This is at the top-left of your screen. It includes buttons for applications such as charts, trading, news, etc. Main toolbar: This toolbar is along the left side of your screen. It is contextual, so depending on which application you have open (e.g., a chart or one of the... more

CME Options Symbols Finder

Wed, 08/16/2017 - 09:01
This Microsoft Excel® dashboard provides a drop-down menu where you can select the underlying market, such as E-Mini S&P 500. The display will then show all front contract option symbols, including weekly and end-of-month options. The symbols are sorted by days to expiration. The current at-the-money strike, days to expiration, expiration date, and the total open interest for each symbol are also displayed. Requires CQG Integrated Client or CQG QTrader, data enablement for CME Globex, and Excel 2010 or higher. Download the Excel File ‌‍‍‍‍

CBOE Volatility Index (VIX) Most Active Options Dashboard

Tue, 08/15/2017 - 08:38
This Microsoft Excel® dashboard scans the VIX (CBOE) options market for volume and displays the strikes ranked by the volume traded for each expiry listed. The scan covers options traded 15 strikes above and below the at-the-money option. The options are sorted by volume, not strikes. The options volume data is heat-mapped by group with the highest call volume levels in bright green and the highest put volume levels in bright red. Requires CQG Integrated Client, CQG's Excel RTD add-in, data enablement for CBOE, and Excel 2010 or higher. Dashboard Downloads... more

PowerShares DB Commodity Index Dashboard

Thu, 08/10/2017 - 10:01
This Microsoft Excel® spreadsheet tracks the front month contracts of the PowerShares® DB Commodity Index (symbol: DBC) holdings. The actual ETF holds deferred contracts. More information about ETF can be found here. The PowerShares DB Commodity Tracking ETF tracks an index that includes 14 of the most heavily traded and liquid physical commodities: WTI Crude Brent Crude Gasoline NY Harbor ULSD Natural Gas Gold Silver Copper Zinc Aluminum Wheat Corn Soybeans Sugar Three of the markets (copper, aluminum, and zinc) require the LME... more

Hang Seng Indices Dashboard

Mon, 08/07/2017 - 12:03
This Microsoft Excel® dashboard displays the cash indices available from the Hang Seng Indexes Company. The quote displays are divided into four sections. The first section is the cash Hang Seng Indices. Net percent change is heat mapped. The second section has the Hang Seng short and leverage indices. The third section is the HIS Volatility Index. The fourth section is the futures markets. This last section allows you to enter your own symbols. This dashboard offers a high/low color alert. If the last prices is within two ticks of the high, then the high price and description... more

H-Shares Index Options by Volume

Tue, 08/01/2017 - 08:36
This Microsoft Excel® dashboard scans the options on futures for the H-shares Index (HHI) and ranks the traded volume for each expiry out to nine expirations. The scan covers options traded ten strikes above and below the at-the-money option. The top ten strikes by traded volume are then presented on the main display. The options are sorted by volume, not strikes. The volume data is heat-mapped, with the highest volume levels highlighted bright green. The markets data display in the bottom right-hand corner allows you to enter in your own symbols. The dashboard includes a bar... more

Dow Jones Industrial Average® Performance Dashboard

Thu, 07/27/2017 - 16:01
This Microsoft Excel® spreadsheet tracks the constituents of the DJIA Index (symbol: DJIA). Throughout the trading session, the thirty individual stocks are dynamically ranked and displayed in the histogram bar chart with their respective net percent change for today’s trading session. In addition, this dashboard offers a high/low color alert. If the last prices is within two cents of the high, then the high price is highlighted with a green background. If the last prices is within two cents of the low, then the low price is highlighted with a red background. The percent net... more