CQG API

CQGs APIs offer solutions for customers needing the most reliable data, advanced analytics, and ultra-low latency trading. API solutions allow you to seamlessly deliver market data, analytics, and order routing to external applications. For latency-critical applications, the proximity of CQGs global network of exchange data centers gets you as close to the markets as possible.

The CQG Data API makes it possible for you to seamlessly deliver CQGs market data and analytics to external applications. CQG offers the option of both real-time and historical data for customers via our API solution. The CQG Data API is based on COM server technology. Any language that supports 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 Trading API allows you to access the CQG Hosted Exchange Gateways for order routing from external applications.

Real-time Data
This CQG Data API gives you access to:

  • Instrument reference metadata/contract specifications
  • Last trade and current best bid/offer data with volumese
  • Depth-of-market (DOM) data with volumes

The CQG Data API supports real-time and delayed market data from exchanges.

Historical Data
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 you access to consolidated (aggregated) data in different types of bar configurations, such as regular timed, constant volume, point and figure, and TFlow bars. Historical data includes access to our embedded analytics.

Analytics
Industry-leading analytics available via the Data API include:

  • Canned studies and functions
  • Custom studies and formulas
  • Synthetic instruments
  • Trade system values

Trading
CQGs Trading APIs can be used for:

  • Trade execution (manual and automatic)
  • Trade monitoring

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