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XData in CQG

Click to EnlargeXData, or external data, allows you to import your proprietary data into the CQG Integrated Client. Once imported, the data can be updated as frequently as every second.

You can formulate studies specific to your trading needs.

XData offers a variety of standard and custom studies and indicators so you can expose behavior across markets.

Proprietary data joins CQG data seamlessly, enabling you to use one application for data analysis without relinquishing control of your data and who can access it.

XData requires only a one-time setup. Once a data path has been established, CQG retains that path.

 

Creating a Proprietary Data File in Microsoft Excel®
Format your data to be used in CQG:

  • The data file should be represented in this column order: Date, Time, Open, High, Low, Close.
  • Save your Excel spreadsheet as either tab delimited (.txt) or space delimited (.prn) format.
  • While saving the file, the system may display additional messages.
    Respond accordingly.
  • You must close the spreadsheet in order to view the data in CQG.
  • Once the file is saved, you can then import the data into CQG using the XData function.

Importing the Proprietary Data File into CQG
To create an XData QFormula:

  1. Click the QFormulas tab on the Define User Formulas window.
  2. Click New.
  3. Click OK. The new QFormula will be displayed in the list with the next QNumber in the series assigned to it. Click the drop-down arrow to change the QNumber or type a new number.
  4. Type the QFormula without using spaces or special characters.
  5. Once you have created a new QFormula, click XData.
  6. Enter a CQG symbol in the Issue field. The symbol will reflect the same holiday schedule, session information, and price format as your proprietary data.
  7. On the Data Source field, click Browse to locate the data file to use in
    the formula.
  8. Select the date format you used in the data file.
  9. Click OK.

Once the XData curve is loaded in the chart, you can apply any study or indicator as you would with a CQG data chart.

If you are using numerous QFormulas, create a naming convention for the descriptions. Keep the names short and use the format Q.XXXX when placing the data into a CQG Chart.

Charting Proprietary Data
Analyze your data with CQG's analytic tools:

  • Open a chart and specify the time to match the time frame used in your data file spreadsheet.
  • You can add the XData curve to the chart using the QNumber or QFormula description.
  • Once the data has been imported, you can analyze it using CQG's library of analytic tools, including:
    • Bollinger Bands
    • Relative Strength Index (RSI)
    • Moving Average Convergence Divergence (MACD)
  • In CQG IC version 7.9 and higher, you can analyze your external data with these studies:
    • Bar External Data
    • CVB External Data
    • TFlow® External Data

Exporting CQG Data into an Excel Spreadsheet
If you don't have your own data file, you can create one using CQG data:

  1. Open a chart in CQG.
  2. Right-click the Print button.
  3. Select Tabular Display.
  4. Highlight all the data in the table, and then press Ctrl + C to copy the data into the clipboard.
  5. Open a spreadsheet.
  6. Press Ctrl + V to paste the data into the spreadsheet.
  7. Format the date in column A with MM/DD/YY. The data can be ascending or descending. CQG will automatically assign OHLC to four columns of data, HLC for three columns, HL for two columns of data, and C for one column of data.

Microsoft Excel is a registered trademark of Microsoft Corporation in the United States and/or other countries.

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