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Date/Time: Thu, 28 Nov 2024 17:51:56 +0000



Arbitrage New Symbol Formula for CQG symbols

View Count: 378

[2023-04-19 18:28:35]
Le Dharma - Posts: 73
Hello Sierra! I am trying to created a spread difference new symbol.

In the past, I used the Denali Feed, and the symbol and formula was straight forward.
I have already created new symbols using Denali Feed Data.
I know how to set the settings - Name the category, set the decimal places, and set to use formula operators.


I have switched to CQG Feed because I wanted to trade USD from time to time.

I am not sure how to reference CQG data to create a spread difference new symbol.
Can you all show me how to reference CQG symbols?



How would I write this formula to create a Spread Difference between the May and June Contracts?
(F.US.NGEM23[CV][M]*1)-(F.US.NGEK23[CV][M]*1)

Date Time Of Last Edit: 2023-04-19 18:29:59
[2023-04-19 20:22:20]
John - SC Support - Posts: 36350
You do not do anything to reference the CQG feed. Sierra Chart handles that "behind the scenes", so you are just entering the symbols you want to create the "spread" for.

So from what you show, your formula should be the following:
{F.US.NGEM23}-{F.US.NGEK23}

--

But, we do not support data from CQG for the CME Group and EUREX. So you can not be using the CQG data for these particular symbols.

You are still setup to get data from our Denali Exchange Data Feed, so you should be getting your data from there.
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