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Custom Intraday Volume Studies

CustomIntradayVolumeStudiesThe CustomIntradayVolumeStudies.zip displays custom studies for tracking traded volume volume into the bid and volume traded at the ask price for intraday bars

The descriptions of the custom studies are:
BestAV: Volume of trades at the ask price (green line)
BestBV: Volume of trades at the bid price (
BAVolCr: Five bar running sum of trades at the ask (green line) and five bar running sum of trades at the bid price (red line).
BAVolOs: The difference between the green and red lines in the BAVolCr study.
BarTFVo: Similar to the TFlow volume study, this study plots red histograms for traded volume into the bid and green histograms for traded volume at the ask price.

Download PAC:
CustomIntradayVolumeStudies.zip

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Short Term Interest Rate Spreads

ShortTermInterestRateSpreadsMonitor and trade short-term interest rate futures from a single page. The symbols include 3-month Sterling, Euribor, and the Eurodollar contracts. The chart and the simple order ticket are linked to the CQG Quote Spreadsheet.

Download PAC:
ShortTermInterestRateSpreads.zip

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Posted in Order Routing, Quote Displays, Spreads.

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