CQG 2021 Latest Features
The following features and enhancements are available in CQG Integrated Client (CQG IC) version 2021.
Update to UDS Functionality
The User Defined Strategies functionality in CQG has been updated to include over two-hundred strategies.
For all of the details, please read the Help file.
Bachelier Options Model
On April 21, 2020 the CME clearing house switched the options pricing and valuation model to Bachelier to accommodate negative prices in the underlying futures and allow for listing of option contracts with negative strikes. CQG 2021 includes the Bachelier model.
This link takes you to the Bachelier model help file.
RTD Toolkit Update
This updated Excel CQG RTD Toolkit Add-in is automatically installed with CQG IC 21-12-8042 Beta and higher. The updates are to the Orders and Positions tabs. New features and benefits include you can pull in filled and working symbols, fill prices, place and status update time, current open positions and more.
A detailed explanation and three downloadable Excel samples are here and the Help file is here.
Easy access to Customer Support
The AskCQG toolbar button has been updated.
Click the button and your browser will open to the CQG Support page and at the bottom right is a Zendesk chat window connecting you to CQG Support for any assistance you need.
TFlow Aggregation by Bars Updated
The TFlow Chart type allows you to aggregate the TFlow bars by a user chosen number of bars. The limit for the number of bars has been expanded from 50 to now 5,000 bars.
Supplemental Commodity Index (CIT Report) Data Added
The Supplemental report is published for Futures-and-Options-Combined in selected agricultural markets and, in addition to showing all the information in the short format, shows positions of Index Traders.
To find the CIT symbols simply select the “CFTC Commitment of Traders” under the Exchange column and search for CIT.
This link takes you a Workspace post with a downloadable Excel file for the symbols.
