Quotes Monitor

"Quotes Monitor" shows the quotes and their evolution in time. You can have one or more tables with quotes. Each table can contain many rows (at least one row). Every row contains data for a specified contract (ES, S, ... or other). Every row is listening for it's contract updates. When an update comes the cell will be highlighted. For example in the picture below the last for ESZ7 has changed and the cell is highlighted (colored in grey).

Drag-and-drop

There is drag-and-drop at column level. You can change the order of columns in a table, simple by drag-and-drop. Drag-and-drop at row level allows you to change the order of the rows in a table.

Row types

There are three types of rows:
- empty rows: An empty can change into a quote row by writing the name of the contract in the contract cell. You can also use empty rows for some delimitations in the table
- titled rows: On a title row you can write for example the name of exchange for a group of rows
- quote rows: These are rows that contains information about a quote and will listen for quote's updates

Pre/Post Trade Indicator

Post a trade indicator (P) for pre/post session prices for equity quotes.

Delayed notice

If applicable (in case of delayed data) the delay amount is displayed as a Dxx label next to the contract name, where xx represents minutes of delay. Furthermore, a D suffix is appended to the display of the last price, while the current trading session is open.

Previous Indicator

Post a previous settlement indicator (P) for the closing price of the last session for futures quotes. Not to be confused with the P from equity quotes.

Synthetic Spread

Synthetic spreads are an enumerations of contract (SM, BO, S) for which you apply the formula specified by default: "2.2*SM + 11*BO - S". The coefficients are by default 11, 9, -10.

Yield to Maturity

This calculates the interest rate for the future contracts by a default formula. You write the contracts name with ~ in front.

Free Text

 

You can enter any custom text you want in any cell (except the Contract column), as long as the row isn't already occupied by a contract. You can leave comments and descriptions this way.

Formulas and Functions

You can create various formulas in any cell (except the Contract column), as long as that row is not already occupied by a contract. All formulas must start with the = symbol. You can specify contracts to be used in these functions and formulas by typing the full contract, such as ESZ10 or type the symbol followed by * to represent the entire calendar strip for that contract, such as ES*. You can extract the information of a certain column of the contract by typing @ followed by the symbol of the column.

Example: esz10@vol

Here is the list of available columns and their symbols:


NC = net change
PS = previous settlement
LS = last
ST = settlement
BD = bid
AK = ask
HG = high
LW = low
VOL = volume
OI = open interest

You can use any arithmetic formula (+,-,*,/) and well as the int and sum functions.

This int function can be used to display the integer value of a certain column or formula. To use this function, type int and put the value you want to convert to integer in brackets.

The sum function is similar to the one in Excel. Type sum and then put the elements you want to sum up in brackets.

Here are some examples:

=esu10@bd + esz10@bd

=esu10@ak - 2*esz10@ak

=int(esz10@vol)

=sum(esu10@vol, esz10@vol) or =sum@vol(esu10, esz10)

=sum(esu10@vol, esz10@vol) <=> esu10@vol + esz10@vol

=sum(es*@vol) or =sum@vol(es*)– sum the volumes for the entire calendar strip

 

 

 

 

 

 

Popup menu

If you right click a contract in the quotes monitor board a menu will appear. Here you can choose to Edit or Delete a contract. You can also change the current contract you clicked on by choosing another one from Contract Lookup.

You can Copy the information to clipboard.

You can draw a Daily, Weekly, Monthly, Quarterly or a Intraday Chart for the selected contract. Also you can choose to see a Tick Chart or a Volume Chart.

By clicking on "Options" you can see the options chain for the specified contract (see Options Chain).

By clicking on "Price Ladder" you can see the Price Ladder for the specified contract (see Price Ladder).

By clicking on "Time & Sales" you can see the Time & Sales for the specified contract (see Time & Sales).

By clicking on "Depth Of Market" you can see the Depth of Market for the specified contract (see Depth Of Market).

Click on "Contract details" to see the details about the specified contract.

Click on "All Contracts" and a table with all futures months of the clicked contract will appear. See the figure below.

Columns

Contract Previous Settlement
Last Volume
Net Change Open Interest
NC% Timestamp
Low Bid/Ask Timestamp
High Mini Chart
Bid Pressure
Ask Auto Sell/Buy
Tick Order Entry
Open Alarm High
Close Alarm Low

See information about Pack Strategy Support

See Order Entry in Quotes Monitor

See Quotes Monitor Toolbar components

See Quotes Monitor example

See Quotes Monitor Key Bindings

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