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Updated: 3 hours 38 min ago

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

Hang Seng Index Options by Volume

Tue, 07/25/2017 - 11:01
This Microsoft Excel® dashboard scans the Hang Seng Index market options on futures and ranks the traded volume for each expiry out to eleven 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 your own symbols. In addition, you can adjust the clock in the top... more

Pulling Market Data without Holidays

Thu, 07/20/2017 - 14:00
In this article, we outline how to pull historical market data into Excel while excluding data from days when the market was in a holiday session. Holiday sessions are trading dates, but not clearing dates. Holiday session data is merged with the next session. For example, July 4 is a US holiday and is a trade date, but the clearing date is July 5.There are RTD formulas for calling open, high, low, and close by date and time. We will use that RTD format here to ignore trading on July 4. First, pulling daily bar data will always give you clearing dates. Here is the... more

SPDR S&P Bank ETF Dashboard

Fri, 06/30/2017 - 10:00
This macro-enabled Microsoft Excel® spreadsheet tracks the holdings of the SPDR® S&P® Bank ETF (symbol: KBE). Throughout the trading session, the individual stocks are dynamically ranked. The main display shows the top and bottom fifteen performers as histogram bar charts, along with their respective net percent change for today’s trading session. The quotes display portion is divided into three sections: The first section allows you to enter your own symbols. The second section displays the top fifteen performers. The third section displays the bottom fifteen performers.... more

Using Chart Continuation Settings in RTD Formulas

Wed, 06/28/2017 - 08:42
RTD formulas for chart types and studies can include the same parameter settings used in your CQG continuation charts. In the RTD formula the continuation parameters are entered in the “time interval" field and the choice to equalize the closes is entered in the “equalize closes" field. In the RTD formula below the symbol is "EP" and the formula calls for the closing price for today’s daily bar (indicated by "D"). No continuation setting is applied. The choice to equalize closes is set to “False”, however, this setting in this example does not matter as there is no continuation... more

RTD OTE and P&L Using Yesterday’s Settlement

Wed, 06/14/2017 - 15:01
Some traders want to see their current open trade equity (OTE) and closed out trades (P&L) based on yesterday’s settlement, not the original price when the trade was opened. In DOMTrader's Trading Preferences, under Trading Display, you can set the OTE and P&L calculation to use the previous settlement (here highlighted with a red box). The RTD calls in Excel pull OTE and P&L using yesterday’s settlement: =RTD("cqg.rtd", ,"OrderData","Symbol", "", "OpenTradeEquity","AccountNumber") =RTD("cqg.rtd", ,"OrderData","Symbol", "", "ProfitLoss","AccountNumber")... more

US Treasury and Europe Sovereign Yield Dashboard

Mon, 06/12/2017 - 12:01
This Microsoft Excel® spreadsheet tracks the BrokerTec US Treasury Yield Curve data and the ICAP Euro Bonds and Gilts markets. The top-left quote display allows you to enter your own symbols. To the right is a portfolio view of the daily percent net change as histogram bars using the symbols entered at the top of the chart. Below the top quote display is another quote display detailing the BrokerTec treasury yields and the futures prices for the fixed income products traded on CME Globex. The bottom-left chart is the US Treasury yield curve compared to Germany's and the United... more

SPDR S&P Biotech ETF Dashboard

Thu, 06/08/2017 - 10:00
This macro-enabled Microsoft Excel® spreadsheet tracks the holdings of the SPDR® S&P® Biotech ETF (symbol: XBI). Throughout the trading session, the individual stocks are dynamically ranked. The main display shows the top and bottom fifteen performers as histogram bar charts, along with their respective net percent change for today’s trading session. The quotes portion of the display is divided into three sections: The first section allows you to enter your own symbols. The second section displays the top fifteen performers. The third section displays the bottom fifteen performers... more

Custom Sessions and RTD

Mon, 06/05/2017 - 10:49
CQG Integrated Client customers can set up custom sessions for their charts. For example, NYSE’s trading hours are from 8:30 to 15:00. The primary session for the E-mini S&P opens at 8:30, but closes 15-minutes later, at 15:15. If you want to see E-mini S&P market data and studies based on a close of 15:00, you can create a custom session to open at 8:30 and close at 15:00 and apply that to the E-mini S&P chart. The maximum number of minutes you can use is the range of the custom session. In this case, that would be 390 minutes. You cannot apply a custom session to a daily bar... more

Financial Select Sector SPDR ETF Dashboard

Wed, 05/31/2017 - 09:22
This macro-enabled Microsoft Excel® spreadsheet tracks the holdings of the Financial Select Sector SPDR® ETF (symbol: XLF). Throughout the trading session, the individual stocks are dynamically ranked. The main display shows the top and bottom fifteen performers as histogram bar charts, along with their respective net percent change for today’s trading session. The quotes display portion is divided into three sections: The first section allows you to enter your own symbols. The second section displays the top fifteen performers. The third section displays the bottom fifteen performers... more