Quantower trades, exported and paired into round trips

In Quantower, open the Trades panel, load the period you want, then use the panel menu in its top left corner and choose Export Data to save a CSV. Each row is an executed fill with side, quantity, price, gross P/L, fee and net P/L. For futures, import the closing fills with their Net P/L, which keeps Quantower's exact dollar result. One catch: on a CQG connection, Quantower says CQG does not permit data export.

Step by step

1. Open the Trades panel (portfolio panels).
2. Select the account and load the period you want to export.
3. Click the panel menu in the upper left corner, just before the panel title, and choose Export Data.
4. Save the CSV.

Quantower documents Export Data as saving table values from a panel to a CSV file. Its Trades panel page does not mention export by name, so if your version lays the menu out differently, look for the same option on the panel's own menu.

The CQG limitation

Quantower notes that, due to market data distribution policies, CQG does not permit data export. If your Trades panel is on a CQG connection and Export Data is greyed out, that is why. Your broker's statement, or another platform connected to the same account, is the alternative.

The Trades panel columns

Opening fills have no P/L; closing fills carry it. That is normal for fill-based exports.

Why raw fills are the wrong file for futures

We tested a Quantower style fills file for micro S&P futures. The journal paired the buys and sells correctly, but a generic fill file gives it no point value, and a contract code like MESZ6 is not recognised as a futures symbol, so the dollar results came out absurd. Contract point values are only applied automatically for NinjaTrader execution exports and Trading Technologies fill reports. Quantower already did the maths for you in Net P/L, so use it.

The closing-fill recipe, tested

1. Delete the opening fills: every row with an empty Net P/L.
2. Delete the Side and Gross P/L columns. Without Side, the journal stops treating the file as raw fills.
3. Rename Net P/L to Profit and Price to Exit Price.
4. Replace contract codes like MESZ6 with the root, MES.
5. Optional: add a Direction column. A closing sell ends a long trade, a closing buy ends a short.

In our test, each closing fill then imported as one trade with Quantower's exact net result and fee, filed under futures. The entry price is not in a closing row, so add it on trades you review if you want R and price charts.

Worked example: buy 3 MES at 6,000.00, sell 2 at 6,004.00, sell 1 at 5,998.00. MES is 5 USD a point. Your closing rows show +40 and -10 before fees. Imported as above, you see two trades and notice that the last contract gave back a quarter of the win.

Gotchas

• Several connections at once. Quantower can run a futures broker and a crypto exchange side by side. Export one connection per file and import each into its own journal account.
• Time zone. Quantower lets you set your preferred time zones, and its docs do not say which one the export uses. Compare a known trade's time and set the journal to match.
• Contract rolls. If you held through a roll, the old and new contracts have different symbols. They will not pair with each other, which is correct.

What to review

• Scale-out results. As the example shows, later contracts often give back profit. Compare the first contract out with the last.
• Fees per round trip. The Fee column makes this exact. On micros it can eat a big share.
• R once you add stops. Use the position size calculator to set contracts from your stop.