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.
New last bid, ask, or trade is detected if the price or volume is different from the last corresponding price or volume. If the current line has more than one entity changed, then the order of quotes is bid, ask, trade.
If a line does not have a bid, ask, or trade, then the corresponding quote is cleared. Missing values in the middle of a row are indicated with a comma.
Markets with good trade activity that will give the granularity needed for millisecond analytical decision making are best for this study.
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 column is used to determine the open, high, low, and close of the bars on minute or higher time-frame 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 format: 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 decimals and are displayed as is.
•Data must be ascending.
To use this study:
1. Add the study to the chart.
2. Right-click the chart, and select Modify Study Parameters.
3. Click the Browse button to find the data file you want to import.
4. Set other parameters.
5. Click OK.
The data from your file will be charted.
BarXData Parameters
|
Parameter |
Description |
|
Color |
Line color. |
|
MarkIt |
Opens Specify Conditions window. |
|
Weight |
Line thickness. |
|
FilePath |
Location of data file. Click Browse to search for it. |
|
Digits |
Number of digits after the decimal point in the study’s outputs. |
|
UpdateRate |
Rate at which the system checks for changes to data file. |
|
Display |
Line style. Values: •Bar •Candle |
|
ShareScale |
Determines whether sharing of the vertical scales between studies is accepted. •Auto = System determine whether sharing is feasible. •On = Scale is shared regardless of the functions and studies displayed. •Off = Scale is not shared. ShareScale must be On if study is overlaid on a study with multiple outputs. |