CQG Data API
The CQG Data API makes it possible to seamlessly deliver CQG's market data and analytics to external applications. CQG offers the option of both real-time and historical data via the company's APIs. The CQG Data API is based on Microsoft COM server technology. Any language that supports COM automation technology may be used for development. CQG provides samples of how to use the API for Microsoft Excel VBA, Visual Basic, C#, C++, and MATLAB.
The CQG Data API gives access to:
- Instrument reference metadata/contract specifications
- Last trade and current best bid/offer data with volumes
- Depth-of-market (DOM) data with volumes
The CQG Data API supports real-time and delayed market data from exchanges.
Comprehensive trade and best bid/offer tick data may be retrieved at the end of the day to validate tick database integrity. In addition, the CQG Data API gives access to consolidated (aggregated) data in different types of bar configurations, such as regular timed, constant volume, point and figure, and TFlow bars. CQG's historical data includes access to the company's embedded analytics.
Analytics available via the CQG Data API include:
- Classic studies and functions
- Custom studies and formulas
- Synthetic instruments
- Trade system values
CQG Trading API
The CQG Trading API grants access to the CQG Hosted Exchange Gateways for order routing from external applications. The CQG Trading API can be used for manual and automatic trade execution and trade monitoring.
Features of the CQG Trading API include:
- Trading on more than forty exchanges across multiple asset classes using one interface
- Trading across multiple accounts
- Algorithmic trade execution
- Direct Market Access and ultra-low-latency trade routing through the CQG Hosted Exchange Gateways
- CQG API Products. CQG.