Charting and Studies User Guide - CQG.com

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CVB External Data (CVBXData)
The three XData studies (BarXData, CVBXData, and TFXData) allow you to take sub-minute
(millisecond) external data and plot three different types of charts within CQG. These charts
can be viewed as historical (static) or in a snapshot/live mode (dynamic) depending on the data
source.
You can apply large trade detection to volume using the Aggressive parameter.
Markets with good trade activity that will give the granularity needed for millisecond analytical
decision-making are best for this study.
All of these studies are used with an external data source that is sub-minute and either an
historic ASCII data set or a continuously appended ASCII data set.
The data file should be represented in this column order: Date, Time, Bid, BidVolume, Ask,
AskVolume, Trade, TradeVolume. The Trade and TradeVolume column are used to create
constant volume bar charts.
Also:
• The ASCII file must be tab-delimited (.txt file) or space-delimited (.prn file). File type
.csv (comma-delimited) cannot be used.
• The first line of file should contain the contract description in this: Symbol: MySymbol,
Description: MyDescription.
• Each value represents the current state of last best bid, last best ask, and last trade for
particular date and time.
• Date format is MM.DD.YY; time format is hh:mm:ss.iii where i is milliseconds.
• Prices are two digits and are displayed as is.
• Data must be ascending.
To use this study:
Basic Studies
6. Add the study to a chart.
7. Right-click the chart, and select Modify Study Parameters.
8. Click the Browse button to find the data file you want to import.
9. Set other parameters.
10. Click OK.
The data from your file will be charted.