Introduction Futures market data Quotes Charting and analytics Order routing for...

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Introduction •Futures market data •Quotes •Charting and analytics •Order routing for electronically-traded futures •Trading model evaluation modules •Alerts based on market conditions •Dow Jones News •CQG’s open API •CQG’s 24-hour support service G offers traders an integrated solution in one system: The combination of these features makes the CQG platform a turnkey single system for any trader.

Transcript of Introduction Futures market data Quotes Charting and analytics Order routing for...

Page 1: Introduction Futures market data Quotes Charting and analytics Order routing for electronically-traded futures Trading model evaluation modules Alerts.

Introduction

•Futures market data•Quotes•Charting and analytics•Order routing for electronically-traded futures•Trading model evaluation modules•Alerts based on market conditions•Dow Jones News•CQG’s open API•CQG’s 24-hour support service

CQG offers traders an integrated solution in one system:

The combination of these features makes the CQG platform a turnkey single system for any trader.

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CQG Turnkey System

CQG’s versatile components can be tailored to meet traders’ needs for instant access to information.

Here, the CQG MarketWatch quote format displays energy futures, spreads, strips, and crack spreads.

The CQG Order Ticket provides direct order routing for futures contracts. There are fourteen chart styles available and over ninety standard and custom studies.

For up-to-the-moment information driving the energy markets, CQG provides CQG News, which scrolls Dow Jones Newswire headlines with the most current displayed with the largest font.

Key Benefit: Analyze and trade more efficiently with charts, news, and order routing all in one screen.

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Globex Traded Products

CQG’s Quote SpreadSheet uses a customizable column format for market data.

Over 200 market data elements are available, including options prices and the Greeks.

The CQG Order Ticket offers a depth-of-market display, scalper style order entry buttons, and six different order management windows.

Key Benefit: Better manage working orders through the working orders window.

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ICE Traded Products

CQG’s Quote SpreadSheet is displaying ICE product market data.

The CQG DOMTrader is used to route orders to the exchange from CQG.

This order routing interface includes a depth-of-market view and can link directly to CQG’s TradeFlow chart, sharing the same scales.

The CQG News uses an innovative scrolling headline scale to alert the trader to the latest headlines.

Use sophisticated searches to find stories driving the markets.

Key Benefit: Make better decisions by seeing where other traders are buying and selling.

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Seven Styles of Quote Displays

The Quote SpreadSheet displays ICE energy products. Each line is a futures contract. Set up columns of market information for comparing issues at a glance.

Over 200 market data elements are available for the trader in the Quote SpreadSheet.

The custom Quote Board is a fully-customizable quote display presenting pertinent market data as well as study values.

Key Benefit: Set up quote displays using your preferences for easy market analysis.

ICE Energy Products Column KeySymbol: Current benchmarks or futures symbolsLTS: Last trade or settlementNLTT: Net last trade todayVLA: Volume last askAsk: Current best askBid: Current best bidVLB: Volume last bidOpen: Open for the sessionHigh: High for the sessionLow: Low for the sessionTMELT: Time since the last tradeTCV: Total contract volumeYS: Yesterday’s settlementYHI: Yesterday’s highYLO: Yesterday’s lowYCV: Yesterday’s contract volume

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Quote Pages continued

Enhanced Quote SpreadSheet. Every cell is customizable. Over 200 market data elements are available for display.

The Quote Board displays the classic open-high-low and last price with CQG’s thermometer, which shows the current price relative to the open, high, and low.

The Last/Net Change details a list of contracts with the last price and change.

Key Benefit: Use a standard quote display or a customizable one for quick market analysis.

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Quote Pages continued

You can create market groups by asset class with CQG’s Market Watch. Market Watch uses the thermometer to show the current price relative to the open, high, and low.

The All Contracts window displays a list detailing each issue’s open-high-low-last, net change, and previous day’s settlement.

Key Benefit: The thermometer gauges the current price to the high-low for the session, making it easy to see which assets are near their highs and near their lows.

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CQG Fourteen Styles of Charts

As with many of CQG’s features, all of the attributes of the OHLC bar charts can be modified.

The open menus’ titles refer to which chart element is to be modified and lists manageable features.

The bars and studies can be marked or colored that meet a “condition.”

Here, the top of the bars of the daily bar chart of crude oil for March 2007 delivery are marked whenever the relative strength index (RSI) flashes a reading above 70 at the close.

Key Benefit: Traders can set up their charts with the look they want by right-clicking on elements of the chart to modify.

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TradeFlow™ Charts & Studies

The TradeFlow bar’s low is the best bid and the high is the best ask.

The TradeFlow bar is a graphical representation of traders’ action at the inside market in the DOMTrader.

The TradeFlow bar is color-coded to show the percentage of trades at the bid price (red) verses the ask price (green).

Key Benefit: Traders now know whether the last price was generated by a buyer or a seller.

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TradeFlow Chart & Crude Oil

Display Globex Traded Crude Oil on CQG’s TradeFlow Chart.

TradeFlow is CQG’s innovative charting style where the TradeFlow bar is color-coded to track traded volume executed at the ask price versus the bid price.

The high and the low of the TradeFlow bar is the best bid and ask prices.

The TradeFlow bar is color-coded on a percentage basis. The green portion is the percentage of volume traded at the ask price. The red portion is the percentage of volume traded into the bid price.

Wide, brightly colored bars indicate heavy volume. Thin, dark bars indicate low volume.

Key Benefit: Make better trading decisions by tracking traders’ actions in the market through TradeFlow bars.

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TradeFlow & the DOMTrader

The TradeFlow chart is linked to the CQG DOMTrader, one of CQG’s order routing interfaces, as an aid for trading energy futures.

The bottom two charts are 5-minute charts.

You can use a multiple time frame approach by tracking the 5-minute chart and executing trades in the DOMTrader based on the action of the TradeFlow bars.

Key Benefit: Link the TradeFlow chart to the DOMTrader to better track other traders’ buying and selling.

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Bar, Point & Figure, Candlestick, & Line Charts

The crude oil contract is displayed in four charting styles with studies.

The top left chart is the classic OHLC bar chart and the Stochastics study.

The top right chart is the candlestick chart.

The chart on the bottom left is the point & figure chart of the Heating Oil contract. The trader can modify the box size, reversal count, and colors.

The chart on the bottom right is a simple line chart of the RBOB gasoline contract.

Key Benefit: Classic charting styles are available for analysis.

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Tick, Line, & Market Profile Charts

The tick chart (top left) shows every print and the line chart (top right) shows the 1-minute closing price.

With CQG, any time frame can be selected for building charts, from ticks to annual bars.

The bottom left chart is a 30-minute chart and the bottom right chart is the Market Profile Chart.

Key Benefit: Better manage your trading style by using Market Profile charts to see when the market is accepting or rejecting price levels.

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CQG Spread Charts for Synthetic Spreads

CQG spread bars are open-high-low-close bars of the spread price.

In this example, the top left-hand chart is a typical 15-minute close only of the CLEH7-CLEJ7 spread.

The chart on the top right is the CQG Spread bars format, which are the OHLC bars of the CLEH7-CLEJ7 spread.

The bottom left-hand chart is the candlestick version of the CQG Spread bars.

The bottom right-hand chart is the 15-minute chart of the lead crude oil contract.

Key Benefit: Find better execution points by using intraday spread bars to track the highs and lows a spread makes during the trading session.

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Analog or Overlay Charts

Multiple markets can be overlaid on the same chart.

The blue daily bars are crude oil traded on the Globex Exchange.

The white line is a close only chart of the heating oil contract traded on the Globex exchange.

The light green line is a close only chart of the RBOB Gasoline traded on the Globex exchange.

In addition, the relative strength study (RSI) is applied to each market and color-coded to match the coloring of the prices.

Key Benefit: Use the overlay chart of different markets to find opportunities based on relative strength.

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CQG Constant Volume Charts

The chart on the left is a 15-minute chart of the crude oil contract traded on Globex and the actual volume. The chart shows periods of high trading activity with high volume and periods of low to zero activity with low to zero volume. The chart on the right is the constant volume bar chart (CVB) set to 5,000 contract per bar. The CVB chart is a smoother reflection of activity.

Key Benefit: Constant volume bars make it easier for the trader to see the overnight activity in context with the daily sessions.

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Basic Bar, Fill Gap, No Gap, & Equalize Session Bars

Each chart is the 15-minute bar chart of the heating oil contract traded on Globex.

The chart on the top left-hand side is the 15-minute bar chart. There are periods where the chart has noticeable gaps due to no trading activity.

The chart on the top right-hand side is the Fill gap chart with the last price filling the gaps.

The bottom left-hand chart is a No Gap chart. The gaps are removed and time is compressed.

The bottom right-hand chart uses the Equalize Sessions format. In this case, all opening and closing prices are back adjusted to remove gaps.

Key Benefit: Unique charting styles in CQG help the trader with the thinly trading markets during the night sessions.

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CQG Studies and Analytics

CQG comes with over 90 studies available for technical analysis. All studies can be modified to suit the trader’s interest.

Here, a one-minute chart of crude, heating oil, and gasoline with studies are presented.

Studies can be modified by right-clicking on the study.

Plot studies in individual panes or on the price bars.

Key Benefit: Set up your pages with your favorite studies to better analyze the markets.

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Studies and Custom Studies

Studies can be added to the toolbar by clicking on the study button.

Studies can be modified from this menu for application to any chart.

CQG offers easy-to-use formula editors to design custom studies, conditions, quote formulas (called Q-formulas), user values, and trading systems.

Learning a programming language is not required. All bar values, study values, custom study values, functions, conditions, user values, and trading systems are easy-to-access components of a custom study.

Key Benefit: All of the popular studies are available as well as customizable studies, making analysis a straightforward process.

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CQG DOMTrader

Each DOMTrader has four tabs for quick changing of order routing pages.

This page displays two DOMTraders linked to the TradeFlow chart.

The TradeFlow chart uses the same price scale as the DOMTrader.

Features of the DOMTrader can be customized, including colors and layout of order entry buttons.

Orders can be placed by clicking on the price or by dragging and dropping.

Key Benefit: TradeFlow charts linked to the DOMTrader enable traders to use market transparency to its fullest advantage.

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CQG Order Ticket

The Order Ticket has ten order entry buttons.

The buttons detail real-time price and size from the DOM. The top four buttons are used for placing limit, stop, and stop limit orders.

The bottom six are scalper style buttons to place orders at the market, best bid, or best ask prices.

The six order management panes display working orders, filled orders, cancelled orders, exceptions, parked orders (orders managed by the CQG Gateway), and all orders.

Key Benefit: Manage trades quickly through the Order Ticker order management windows.

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Trade from the Chart with SnapTrader

The SnapTrader is a versatile, movable order entry interface for placing market, stop, and limit orders.

The Order Book is also placed on the chart to list open positions and working orders.

Working orders can be cancelled from the Order Book.

Key Benefit: Never leave the chart using SnapTrader for placing trades and the Order Book for managing the position.

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Other CQG Features

Automated trading using signals based upon:• Price alerts• Study alerts• Condition alerts• Price line (trend line) crossing

Sophisticated options analytics and order routing:• Options Calculator• Options Graphs • Options Window• Strategy Analysis• Volatility Workshop

Backtesting, signal optimization, and evaluationAccess to Dow Jones News, Market News, AFX News, and Hightower ReportCQG Open APICQG 24-hour support

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DisclaimerDisclaimer

Trading and investment carry a high level of risk, and CQG, Inc. does not make any recommendations for buying or selling any financial instruments. We offer educational information on ways to use our sophisticated CQG trading tools, but it is up to our customers and other readers to make their own trading and investment decisions, or to consult with a registered investment advisor.

© 2008 CQG, Inc. All rights reserved worldwide.

CQG, DOMTrader, SnapTrader, and TradeFloware trademarks of CQG, Inc.