To create XData QFormulas

XData allows you to import your proprietary, external minute or higher time-frame data for charting and analysis. XData is associated with a QFormula.

 

1.  Click the Formula button to open Formula Builder.

2.  On the QFormulas window, click the New button.

3.  Type a name for the QFormula, and click OK.

4.  Click the XData button (at the bottom of the Formula Editor).

5.  Enter a CQG symbol in the Issue field. The symbol you choose reflects the same holiday schedule, session information, and price format as your external data.

6.  Browse to find the data file to use in the formula.

7.  Select the date format that you used in the data file. If you select OldFormat, the date format must be YYMMDD in the data file.

8.  If you would like the system to check for changes in the ASCII file and automatically import the data, set the Update Rate in seconds.

9.  Click OK.

Data file format

The ASCII file must be tab-delimited (.txt file) or space-delimited (.prn file). File type .csv (comma-delimited) cannot be used. Data must be ascending.

For XData study, the columns should contain this bar data:

      Column A = Date

If you select OldFormat as the date type when you set up the QFormula, then the date format must be YYMMDD. Otherwise, the date format can be any combination of DD, YY, and MM with any non-digit delimiter. For example, YYaDDbMM is valid date format.

      Column B = Time

Format HH:MM or HHMM. For daily or higher time-framed data, you do not need this column.

      Column C = Open

      Column D = High

      Column E = Low

      Column F = Close

The system automatically assigns OHLC to four columns of data following the time, HLC for three columns, HL for two columns, and C for one column.

For BarXData, CVBXData, and TFXData studies, the columns should contain this tick data:

      Column A = Date

Format MM.DD.YY

      Column B = Time

Format hh:mm:ss.iii

      Column C = Bid

      Column D = BidVolume

      Column E = Ask

      Column F = AskVolume

      Column G = Trade

      Column H = TradeVolume

 

You can also create a file using CQG data by copying and pasting data from a Tabular Display chart.