Transcript Document
CQG Version 8.1 Traders, analysts, and brokers now have broader flexibility for trading and analyzing the markets as well as managing multiple accounts. Leading-Edge Technology with CQG Version 8.1 • • • • • • • • • • Algorithmic Order Builder Folders for Organizing Custom User Formulas Market Profile Chart Enhancements Improved Market Profile Value Area (MPVA) Study for Price Charts New Volume Profile Study Complex Market Scans Spread QFormulas and Spread Function Spread Matrix and Spread Pyramid Improvements Summary Tab Added to the Orders & Positions Window Additional Enhancements Algorithmic Order Builder Create custom order types based on your proprietary preferences to route orders through CQG. Traders can create custom orders that can be accessed through the Smart Order trading preferences display within CQG. These order types can be developed and managed by an external application. The external application can connect to the exchanges through CQG’s API, providing access to market data and the CQG Hosted Gateway for order routing. The custom orders are displayed in the Smart Orders section of Trading Preferences. Up to nine proprietary order types can be displayed. Folders for Organizing Custom User Formulas Efficiently manage all of your custom user formulas. Each of the custom user formulas, including QFormulas, conditions, user values, custom studies, and trade systems, can now be organized and stored in folders. You can group the custom user formulas both by similar features and functionality. Market Profile Chart Enhancements Market Profile has been enhanced with a better user interface. Market Profile enhancements include an improved look for easier readability as well as access to more information. New features include: • Improved cursors, horizontal lines and details in the cursor value box • The option to adjust colors on the Market Profile chart, including TPO background and foreground, marker, lines, and cursors. • The ability to place the scale on either the left or right side of the chart. • Market Profile now shows the actual volume number when the user hovers over a volume profile bar. Market Profile Value Area (MPVA) Study Use Market Profile concepts on intraday price charts. The MPVA Study now allows you to display high and low value area lines, point of control (POC), or both. The high and low value areas and POC are calculated based on the following choices: • Day Session • Night Session • Dynamically (choose an intraday time frame) New Volume Profile Study Know levels of executed volume at each traded price. Traders can view the level of traded volume at each price as the chart builds. The volume levels are plotted as histogram bars at each price on the vertical axis, allowing you to easily identify price levels that were accompanied with peak volume readings or low volume readings. The study works on all chart types except spread bars. Complex Market Scans Create more elaborate and targeted market scans. CQG introduces a three-tiered market scan for searching multiple conditions across any set of instruments in multiple time frames. Use your own custom conditions, custom portfolios, and any combination of CQG chart type and interval. You also have the ability to incorporate Boolean logic into your scans. Spread QFormulas and Spread Function Set up spreads using the new Spread function from within the QFormula builder. Then simply type the QFormula on the DOMTrader or Order Ticket. Use the QFormula builder to create and configure synthetic spreads. The Setup button launches the synthetic spread calculation parameters window to set the spread parameters. Features include: • Setting the calculation mode for the price display • Determining the tick size for the price display • Configuring the execution strategy for working versus leaning leg orders • Selecting the pay up strategy for incomplete spread orders • Creating a catalog of spreads and storing them in folders grouped by market and strategy Spread Matrix and Spread Pyramid Improvements View volume details of the native contracts and exchange-traded spreads. The Spread Matrix and Spread Pyramid now allow users to see volume traded during the day for native contracts in three modes: • Numeric volume • Graphic volume • Both Rolling the mouse over the order queue size volume button displays a tooltip that breaks down the volume into implied and explicit volume of the native contracts and the exchangetraded spreads. Orders and Positions View Enhancements Functionality essential for brokers managing numerous accounts is now available. The summary tab in the Orders & Positions display provides an overview of the number of working lots, filled lots, average fill price, position, and OTE & P/L per symbol for each account. You can also filter by symbol, trade system, and date. The average fill price is calculated as the number of filled lots times the fill price for each order divided by the number of filled lots. The fill/transaction ratio is calculated as the number of filled lots divided by the number of transactions for each order. This ratio is calculated for the current trading session only. Hovering the mouse over the working, filled, and position columns displays tooltips. For working orders, the tooltip contains the number of working lots and the average order price for each side. The fills tooltip shows the size of filled lots for each side grouped by fill price, summary size of filled lots, the average fill price for each side, and the open position. More Enhancements to CQG Version 8.1 includes these additional enhancements. News and Quote Displays: • The News window has a new look. Select from either a dark or a light theme. Page up and down buttons have been added to the story list enabling you to scroll a group of stories at one time. A Dow Jones Global Markets news button has been added to the News window toolbar linking you directly to their Web site. • The new columns FilledSellOrders and FilledBuyOrders were added to the current values for quote board columns. Charting: • Labels and Values chart preferences include a value setting to calculate the last price or net change by last trade or settle or by last quote (trade, bid, or ask). Formula Building: • Keyboard entries default to capital letters making it much easier to enter formulas. Now, when you enter formulas on the Define User Formulas window, the system automatically uses capital letters. Trading: • Monitor orders and positions in the CQG title bar without having all or any trading interfaces open. • The Order Ticket or DOMTrader Notification preferences can be configured, so that they temporarily change color when an order is filled or partially filled. • Orders and Positions preferences has an option to hide the Orders or the Account Summary panel. Contact Us CQG, Inc. is the industry’s highest-performing solution to integrate market data, technical analysis, and trade routing. CQG’s data coverage includes futures, options, fixed income, foreign exchange, and equities exchanges worldwide as well as debt securities, reports, and indices. Founded in 1980, CQG is headquartered in Denver with sales and support offices worldwide. For more information, visit www.cqg.com. Customer Support: • US: 1 800-525-7082 • UK: +44 (0) 20-7827-9500 • Australia: +61 (0) 2-9235-2009 • France: +33 (0) 1-74-18-07-81 • • • • Germany: +49 (0) 69-6677-7558-0 Japan: +81 (0) 3-3286-6633 Russia: +7 495-795-2410 Singapore: +65 6720-3165 Disclaimer 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. © 2009 CQG, Inc. All rights reserved worldwide. CQG, DOMTrader, SnapTrader, TFOBV, TFOBVO, and TFVOL are registered trademarks of CQG, Inc.