CQG and Excel

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RTD Toolkit Formats

DDE-like

All parameters are linked in a single item that is the same as the item in DDE format. For example, the following formula will return the settlement price for the e-mini S&P contract:

=RTD("CQG.RTD",,"'EP?1'!Settlement").

RTD reference

All parameters are specified as separated labels. For example, the following formula will return the settlement price in decimals for the e-mini S&P contract:

=RTD("CQG.RTD", , "ContractData", "EP", "Settlement","", "T").

The "ContractData" pulls market data you would see in a CQG Quote SpreadSheet (Download a sample of the RTD formulas using "ContractData").

RTD reference to collection of data

You can pull in historical market and studies data that you see on a chart. For example, the following formulas allow you to see the last three days of a 21-period moving average:

  • =RTD("cqg.rtd",,"StudyData","EP", "MA", "InputChoice=Close,MAType=Sim,Period=21", "MA","D","0","all",,,,"T")
  • =RTD("cqg.rtd",,"StudyData","EP", "MA", "InputChoice=Close,MAType=Sim,Period=21", "MA","D","-1","all",,,,"T")
  • =RTD("cqg.rtd",,"StudyData","EP", "MA", "InputChoice=Close,MAType=Sim,Period=21", "MA","D","-2","all",,,,"T")

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