CQG-Powered Excel Dashboards

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Updated: 2 hours 16 min ago

CQG Excel Custom Dashboards for Windows 10 (Updated)

4 hours 7 min ago
This is an updated post detailing new features in the original dashboards from a previous post. The three downloadable Microsoft Excel® dashboards present a unique view of four markets. Each overlay chart displays 5-minute percent net change lines from the previous day’s close for today and the previous nine days. Today’s price action is a white line, updated in real-time throughout the day. The other nine lines represent the individual 5-minute percent net change price action for each day by date. The legend displayed just above the time axis shows the color of the lines and the respective... more

NFX Crude Oil Forward Curves Dashboard

Mon, 05/07/2018 - 09:16
This Microsoft Excel® spreadsheet pulls in market data for NFX WTI Crude Oil Penultimate Financial (symbol: NTQ) and NFX Brent Crude (symbol: BFQ), both traded on the NASDAQ OMX Futures Exchange (NFX). The forward curves display today's data. If the last price is outside of the best bid and best ask, then the mid-point between the best bid and best ask is used in the forward curve charts. The red line in the forward curve charts is the previous settlement. In addition, quote boards display market data for the two markets and one-month calendar spreads. Download the Excel File ‌‍‍‍‍

CQG Excel Custom Dashboards for Windows 10

Mon, 04/23/2018 - 10:30
These two Microsoft Excel® dashboards present a unique view of the market. Each chart displays 5-minute percent net change lines from the previous day’s close for today and the previous nine days. Today’s price action is a white line and is updated throughout the day. The other nine lines represent the individual 5-minute percent net change for each day by date. The lines are colored based on the legend displayed just above the time axis. What each chart provides is a frame of reference - now you can compare today’s market action to the previous nine days of market action. A... more

Dynamic Ranking in Excel

Tue, 04/10/2018 - 15:06
This article walks through the details of using three Microsoft Excel® functions: RANK, COUNTIF, and VLOOUP. These functions are used to build an Excel dashboard that automatically ranks a collection of markets based on percent net change and then displays the market symbols ranked from first to last in a column. A downloadable Excel sample is provided. The advantage of dynamically ranking a group of markets by percent net change is it allows the trader to simply see what is strong and what is weak without having to compare values from cell to cell. Excel offers the Rank function... more

Working with Time and RTD

Wed, 03/21/2018 - 10:01
This article introduces a collection of RTD formulas that returns time values instead of market or study values. CQG provides the time of the highest high and the time of the lowest low from the current session via RTD: =RTD("cqg.rtd", ,"ContractData", "EP", "HIghTime",, "T") =RTD("cqg.rtd", ,"ContractData", "EP", "LOwTime",, "T") In addition, you can pull in the current time, referred to as Line Time, which is Chicago time: =RTD("cqg.rtd",,"SystemInfo","Linetime") All of the above can be formatted in Excel to display the time as hh:mm:ss or hh:mm:ss AM/PM. If you... more

Custom Market Algo Order Dashboard

Fri, 03/09/2018 - 09:01
This Microsoft Excel® dashboard displays market data for a user-selected symbol. The standard market data includes the CQG Algo Orders study, which is only available in CQG’s flagship product, CQG Integrated Client (CQG IC). This study monitors executed iceberg orders. The study displays “executed volume - displayed volume” for buy and sell orders. Using RTD syntax, you can pull the study values from CQG IC to Excel in real time. When entering the symbol you'd like the dashboard to display, you must enter it in uppercase format. In CQG IC, the study is applied to a chart. In Excel,... more

Pulling Session Times and Tick Values into Excel

Tue, 02/20/2018 - 13:19
Various markets have different times for their trading sessions. Some markets, such as the Bund contract (symbol: DB) traded on Eurex, has only one session. Other markets, such as the E-mini S&P 500 contract (symbol: EP) traded on the CME Globex, has three sessions. Here are the RTD formulas for each session's open and close times: =RTD("cqg.rtd", , "ContractData","EP","OpenTime","0") = 17:00 =RTD("cqg.rtd", , "ContractData","EP","CloseTime","0") = 8:30   =RTD("cqg.rtd", , "ContractData","EP","PrimarySessionOpenTime") = 8:30 =RTD("cqg.rtd", , "... more