CQG XData Walkthrough

Creating an ASCII file in Excel Open a chart in CQG Right Click on the Print button choose Tabular Display Highlight all the data in the table and CTRL + C to copy it to the clip board. Paste the data into Excel. You will have to format the date column and delete the blank column B. Use MM/DD/YY for the date format. It doesn’t matter the order of the data – ascending or descending. You don’t have to label the columns any more with OHLC in cell A1. CQG will automatically assign OHLC to four columns of data, HLC for three columns, HL for two columns and Close for one column of data.

Next you need to save the spreadsheet out to an ASCII file Next you need to save the spreadsheet out to an ASCII file. The three popular extensions you can use are Tab Delimited (.txt), Comma Delimited (.csv), or Space Delimited (.prn). I have chosen Space Delimited. While saving the file you will be prompted with three questions. It is important to answer them as YES, OK and NO when closing the spreadsheet (the spreadsheet has to be closed to view it in CQG). At this point you have created an ASCII file that can be brought into CQG by the Xdata function.

Displaying External Data In CQG In CQG to access the Xdata chart feature open the Define User Formulas window by left clicking on the Formula button at the top of the screen. Go to the Qformulas Tab and left click on the New button. Give the external data curve a descriptive name without using spaces or special characters. Left click the OK button. You will now have a new Qformula shown in the list along with the next Qnumber in the series assigned to it. You can use the dropdown to change the Qnumber if needed.

Once you have created a new Qformula the next step is to click on the Xdata button on the lower right hand side of the Define User Formula window. Fill in the Issue field with a CQG symbol. The symbol you choose will reflect the same holiday schedule and price format as your external data. Next for the Data Source field left click on the Browse button and go to your external data file. In this case Xdata.prn. Choose the drop down in the Date Format Field to find your date format you specified in the ASCII file.

Now that your Qformula is done close the Define User Formulas window Now that your Qformula is done close the Define User Formulas window. Open up a chart and specify the time to match your ASCII time frame. In this case we will open a daily chart. You have two input options in which to call the Xdata curve into the chart. You can type the Qnumber in this case Q48, or you can type the description you used to name the Qformula in this case Q.SP_Xdata_Example. Once the Xdata curve is loaded in the chart you can apply any study or indicator as you would with a CQG data chart. Tip: if you have a lot of Qformulas it is better to create a naming convention for their descriptions, keep the names short, and use Q.XXXX versus Qnumbers to pull the data into a chart.