The CQG Trader API is geared toward customers interested in building or enhancing their own trusted set of trading tools with CQG’s data feed and order routing services. The API can be used for:
- External analytics
- Automated trading
- Exporting real-time data to your applications
Traders can select from two options for the CQG Trader API:
- DOM data for up to ten contracts simultaneously
- DOM data for up to three contracts simultaneously
Both provide last trade and best bid/ask data for all products that are enabled to trade at the same time.
CQG offers two installation packages:
- Full – Includes both CQG Trader and the CQG Trader API
- API – Includes only the CQG Trader API (for customers who have their own front end)
CQG Trader API Usage
The CQG Trader API is for traders wanting to use their programming skills to create product enhancements and/or trading strategies.
The CQG Trader API is based on Microsoft COM server technology. Any programming language that supports COM automation technology may be used for development. Microsoft® XP, Windows Vista®, and Windows 7 are supported. When using a 64-bit OS, the application using the CQG Trader API must be compiled as a 32-bit application.
The CQG Trader API can be used in two modes:
- Local: In the local mode, customers must start the CQG Trader application manually, log in, and then launch their custom application or script, which uses the CQG Trader API. The local mode is best for customers who want to utilize the CQG Trader API functionality in addition to the CQG Trader front-end application. The full installation package should be used for the CQG Trader API in local mode.
- Virtual: The virtual mode allows customers to programmatically launch and log in to the API version of the CQG Trader application without using the CQG Trader front end, and then use the CQG Trader API in the same manner used in the local mode. The virtual mode is perfect for creating fully-functional custom applications with customers’ own front ends. Both the full and API installation packages can be used for the CQG Trader API in the virtual mode.
Help and Samples
For more information on how to use the CQG Trader API, view our CQG Trader API help and CQG Trader API samples. Samples are provided for C#, C++, Microsoft Excel VBA, and Visual Basic 6.0 programming languages.
To learn how to start the CQG Trader API in virtual mode, view our virtual mode help and virtual mode samples for Microsoft C#, C++, and Visual Basic languages. These virtual mode help and samples do not cover CQG Trader API usage.
To get access to the CQG Trader API, contact your FCM. For more information, e-mail apisupt@cqg.com.