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CQG and Excel

CQG Powered ExcelThis Excel file uses CQG data to create Excel charts to improve your work flow. This requires Excel 2007 and enablements for Globex, ICE, Eurex, BrokerTec, and ICAP Euro Bonds and Gilts market data.

I view this using Full Screen mode. I keep it locked. To unlock the password is Thom.

Download the Excel File:
CQG Powered Excel

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Range TFlow Bars

RangeTFlowChartandStudiesTraders interesting in creating a Range Bar chart can use CQG’s TFlow charts. A Range Bar chart is simply a price bar that has a set price range for each bar. CQG’s TFlow chart has a setting to plot the TFlow bar based on a tick range. The CQG pac for this page will display a 15 tic Range Bar for gold. In addition, a one bar moving average on the bar indicates if the close was at the top or bottom of the bar. Also included is a custom study displaying the range of the current bar and the MACD oscillator. You will need to be enabled for TFlow and CQG verison 7.9 or higher.

Dowlad PAC:
RangeTFlowBars11072009.zip

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Session Volume Study

VolumebySessionStudyThis study displays the volume by session for an intraday chart on an accumulated basis. In other words, on a five minute bar chart the study is showing the current total volume for the session as a histogram bar under the current 5-minute bar. The study is called SesVol and is found under the Custom Studies tab in the Study menu.

 

 

Download PAC:
SessionVolumeStudy.zip

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Trading CBOT Fixed Income Futures on the Globex Platform

CBOTonGlobexQSS

Available are two pages for fixed income futures traders trading CBOT products on the Globex exchange. One page uses CQG’s DOMTraders for each of the five contracts currently offered on the Globex platform and uses the CQG Quote Spreadsheet for order routing.

Requires CQG version 8.1887 or higher.

 

Download PAC:
CBOTonGlobexFIOrdersandAnalytics09292009.zip

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Posted in Fixed Income, Order Routing, Trading.

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Trading Fixed Income Futures on the ELX Platform

ELXDT

Here are two pages for fixed income futures traders using the ELX exchange. One pages used the CQG Quote Spreadsheet for order routing. The charts are linked to the QSS. The second page uses CQG’s DOMTraders for each of the four contracts currently offered on the ELX platform.

Requires CQG version 8.1887 or higher.

 

Download PAC:
ELXFIOrdersandAnalytics09292009.zip

Rating 3.00 out of 5

Posted in Fixed Income, Order Routing, Trading.

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BGCantor Benchmark Treasuries

BGCantorOrdersandAnalytics09182009

This collection of eight pages is for US Benchmark Treasury traders. The pages include order routing, spread tracking, and unique volume studies for charting.

Requires the BGCantor exchange and order routing enablements.

 

 

Download PAC:
BGCantorOrdersandAnalytics09182009.zip

Rating 3.00 out of 5

Posted in Fixed Income, Order Routing, Spreads, Trading.

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BrokerTec Benchmark Treasuries

BrokerTecOrdersandAnalytics09182009

This collection of eight pages is for US Benchmark Treasury traders. The pages include order routing, spread tracking, and unique volume studies for charting.

Requires the BrokerTec exchange and order routing enablements.

 

 

Download PAC:
BrokerTecOrdersandAnalytics09182009.zip

Rating 3.00 out of 5

Posted in Fixed Income, Order Routing, Spreads, Trading.

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Rogers International Commodities Index®

Rogers International Commodities Index

Traders interested in tracking commodity markets can look to the Rogers International Commodity Index®  and the sub indices. According to the web site: http://www.rogersrawmaterials.com/, the Rogers International Commodity Index® (the “RICI”) is a composite, U.S. dollar-based, total return index created by James Beeland Rogers, Jr. (“Rogers”) in the late 1990s. The RICI® was designed to meet the need for consistent investing in a broad based international vehicle; it represents the value of a basket of commodities consumed in the global economy, ranging from agricultural to energy to metal products. The value of this basket is tracked via futures contracts on 36 different exchange-traded physical commodities, quoted in four currencies, listed on eleven exchanges in five countries.

Four pages are installed. The first page is a quote page and the three remaining pages are charts.

Requires the RICI exchange enablement.

Download PAC:
RogersCommodityIndicies09172009.zip

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Net Traded Volume On-Balance Volume Line

Volume studies

This PAC installs a page and two studies to your custom studies group. One is the OBV_TB1 study which plots an on-balance volume line for Time Based TFlow Bar charts, as well as standard bar charts. The on-balance volume line is based on the net difference of trades at the ask minus trades at the bid for each bar as a running sum. This provides more insight into buying and selling pressure. You can set the time of the session to start and stop the calculation .

There is an additional study installed called the TBTF1 Study. This study breaks down the traded volume at the bid and ask prices as histogram bars. For more information, please click the image.

Download PAC:
NetTradedVolumeOBVLine09162009.zip

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Sample Intraday Bars and TFlow Bar Charts

TFlowandBarChartVolumeStudies

This sample page has both a 5-minute OHLC bars and TFlow bar charts. Included are a number of studies used to detail to traders using CQG what traders are doing in the exchange order book at the best bid, ask prices, as well in the order queues away from the best bid, and ask price queues (DOMTracker).

The custom studies TFCross and the BAVolCr studies are displaying a 5-bar running sum of trades into the bid and at the ask prices. The BAVolCO and the TFUmTFD are simply the difference between the two lines displayed in the TFCross and the BAVolCr studies respectively. Requires CQG version 8.1 or higher.

Download PAC:
TFlowandBarChartVolumeStudiesv09112009.zip

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