How to get historical settlement prices if not the same as close.
To get the last settlement for CL in excel I use =RTD("CQG.RTD",,"ContractData","CLEK5,"Settlement",,"T").
For many contracts if I use just the contract such as "CL" vs "CLE" I get the pit closes were close it the same as settlement.
Then I use =RTD("CQG.RTD", ,"ContractData", "CLEK5[-1]","Close",,"T") to pull out the close prices. The -1 is one day previous and if I change the value it changes the day, but if I use Settlement or Settle it does not work and for CLE the Close is not the same.
How can I get historical settees for a contract in excel or in CQG IC.
Adminefrain
(Admin, CQG)
shared this idea
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Anonymous
commented
https://news.cqg.com/workspaces/2016/12/pulling-historical-settlement-data
This post will walk you through the steps.
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Adminefrain
(Admin, CQG)
commented
First, ContractData is similar to what you see in a Quote Spreadsheet. There is no historical data available except in a few cases you can pull yesterday's value. For historical data we use StudyData, which pulls data that we see on a chart. To get historical settlements you have to first set CQG to use Settlements instead of Closes. Here, is a link to a CQG Help file that details how to set that up.
http://help.cqg.com/cqgic/16/#!Documents/settingsettlementandclosepreferences.htm
For RTD examples of pulling market and study data into Excel, here is a link to a sample RTD Excel spreadsheet:http://news.cqg.com/workspaces/main/2012/11/cqg-to-rtd-excel.html