Quotes
Add a Quote
Click on the Quote icon in the ribbon as shown below to set up a table of streaming quotes. Upon clicking the Quote icon, you’ll see the insert Quotes dialogue where the symbol search can be used to search symbols by name, ticker and keywords. You may also use the Symbol Tree Browser to search the cmdtyView instrument catalogue.
Let’s say that you’re interested in Soybeans listed on the the Chicago Board of Trade (CBOT). Enter in 'Soybean' or 'ZS' or 'CBOT Soybean' and get a listing of all contracts that contain those keywords.
Once you’ve narrowed down your search results, you can then select your desired instrument by double clicking on the contract in the search results. Once you’ve done that, you should have a window which looks like this.
Futures Symbols Shortcuts
Use the following shortcuts when entering a futures Symbol. When any of the shotrcut symbol’s underlying contracts expire, the application will automatically roll the contracts over to the new front months. This provides automatic maintenance for your large futures Quote tables.
- *Shortcut
- ZC*1 will return the front month for the specified commodity code
- ES*2 will return the second month out for the specified commodity code
- CL*3 will return the third month out for the specified commodity code
- ZB*4 will return the fourth month out for the specified commodity code
- GC*0 will return the most active contract. Many futures contracts (such as Gold) have a most active contract, a contract where most of the trading is focused, which is not necessarily the front.
- #Shortcut
- ZC#4 adds the first four contract months of CBOT Corn to your quoteboard
- NG#6 adds the first six contract months of NYMEX Natural Gas to your quoteboard
- SQ#10 adds the first 10 contract months of CME 3-Month SOFR to your quoteboard
- CB#50 adds the first 50 contract months for ICE EU Brent Crude to your quoteboard
Select your Data Columns
Select the columns or fields that you want to display in your spreadsheet by clicking on the Columns button.
Reposition the fields by dragging and dropping them to their desired position in the Columns dialogue.
Columns Available
All available columns can be viewed by clicking on the Edit Columns button. Once the appropriate fields are selected, press the back arrow to return to the applied fields view.
The table below includes all avalible fields that can applied to a quote table:
| Field | Description |
|---|---|
| % Change | The percent change from the Open Price. |
| Ask | The last Ask Price, indicating a willingness to sell at that price. |
| Ask x Size | Contains both the last Ask Price and the number of contracts offered at that price. |
| Ask Size | The total number of contracts offered at the current Ask Price. |
| Bid | The last Bid Price, indicating a willingness to purchase at that price. |
| Bid x Size | Contains both the last Bid Price and the number of contracts offered at that price. |
| Bid Size | The total number of contracts offered at the current Bid Price. |
| Change | The difference between the Last Price and the Close Price from the previous day or session. |
| Expiration Date | For futures symbols, the expiration month and year. |
| High | The highest price paid during the current trading session. |
| Last | The last price paid during the current trading session. |
| Low | The lowest price paid during the current trading session. |
| Month | For futures, the month represented by the futures contract. |
| Name | The full name of the symbol. |
| Open | The first price paid during the current trading session. |
| Open Interest | The total number of futures contracts traded that have not yet been liquidated either by an offsetting futures transaction or by delivery. |
| Previous | The previous trading session's Closing Price. |
| Previous Open | The previous trading session's Open Price. |
| Previous High | The previous trading session's High Price. |
| Previous Low | The previous trading session's Low Price. |
| Previous Settle | The previous trading session's Settlement Price. |
| Previous Volume | The previous trading session's Volume. |
| Settle | The current session's Settlement Price. |
| Symbol | The ticker symbol. |
| Time | Time of the last trade. |
| Time Zone | The time zone used for the time stamp. |
| Volume | The total number of contracts traded during the current trading session. |
| Tick Dir | The last traded price in relation to the previous traded price. Up pointing triangle ( ▲ ) for a up tick, down pointing triangle ( ▼ ) for a down tick and ( - ) for unchanged from previous tick. |
| Exchange | The exchange on which the commodity or security is traded. |
| Extended Hours Last | The last traded price, using data from extended hours (equities only). |
| Extended Hours Change | The difference from the last traded price and the previous day’s settlement, using data from extended hours (equities only). |
| Extended Hours Percent Change | The difference from the last traded price and the previous day’s settlement expressed as a percentage, using data from extended hours (equities only). |
| Contract Date | The commodity’s expiration month and year. |
| Implied Volatility | The volatility for the option calculated using the Black 76 Model (for spread options like CSOs the Bachelier model is used). |
| Delta | Delta measures the sensitivity of an option's theoretical value to a change in the price of the underlying asset |
| Gamma | Gamma measures the rate of change in the delta for each one-point increase in the underlying asset |
| Vega | Vega measures the sensitivity of the price of an option to changes in volatility |
| Theta | Theta is a measure of the time decay of an option, the dollar amount that an option will lose each day due to the passage of time |
| Rho | The rate at which the price of a derivative changes relative to a change in the risk-free rate of interest |
Edit a Quote
Edit an existing Quotes table by clicking on the Quotes anchor cell in the spreadsheet. Once the anchor cell is active the Quotes dialgoue will populate with the current inserted symbols and data columns. Make any desired changes including the addition, removal or reordering of symbols and columns. Once the changes have been made, select the Insert button to apply the newly formatted data table into the spreadsheet.
Clear a Quote
Any Quotes table that is inserted into a worksheet can be quickly removed by clicking on the Quotes anchor cell and then selecting the Clear Data button.
