CQG Client APIs
Solutions for customers needing the most reliable data, advanced analytics, and ultra-low-latency trading
CQG Charting API
The Charting API allows third parties to publish their custom analytics in CQG as studies, indicators, conditions, or formulas to be used and displayed on various CQG interfaces such as charts, quote boards, and trading interfaces. With the Charting API, customers can build custom analytic tools as their own libraries (DLL). These tools can be prepared using numerous technologies. They can implement complex logic and they can use external data with real-time updates while being fully integrated in CQG IC interfaces. In addition, the API provides access to the graphic interface, allowing customers to create advanced visual representations on a chart. Analytics developed with the Charting API can be used by customers for their individual use or for redistribution to other CQG customers.
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 our 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#, and C++.
The CQG Data API gives you access to:
- Instrument reference metadata/contract specifications
- Last trade and current best bid/offer data with volumes
- Depth-of-market (DOM) data with volumes
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. Our historical data includes access to our embedded analytics.
Industry-leading analytics available via the CQG Data API include:
- Classic studies and functions
- Custom studies and formulas
- Synthetic instruments
- Trade system values
- Utilize real-time and historical data as well as analytics.
- Expose real-time and historical data to your applications.
- Access reliable, accurate data from over one hundred sources.
- Use the CQG API for Microsoft Excel modeling.
- Connect to multiple asset classes.
- Experience speed — the CQG API introduces only one millisecond for data round trip.
- Perform backtesting.
- Collect data, including DOM data.
- Take advantage of low start-up costs.
- Download free API templates and samples.
CQG Trading API
The CQG Trading API grants access to the CQG Hosted Exchange Gateways for order routing from external applications.
- Manual and automatic trade execution
- Trade monitoring
- User-Defined Strategies (UDS) support
CQG’s APIs are for customers interested in enhancing their own trusted set of trading tools with CQG’s data feed and order routing services.
See how your tools become even more effective:
- CQG API solutions allow you to seamlessly deliver market data, analytics, and order routing to external applications.
- Third-party software application providers can feed market data into front-end applications through the API or build websites with real-time and delayed market data.
- FCMs can use the CQG APIs to provide market data to middle- and back-office systems.
- Hedge funds and CTAs can perform manual and auto trading as well as implement analytical support.
- CQG developers have created a series of API templates, which are provided free of charge. The templates include: Energy Trading Template, Risk Console Template, Bracket Order Template, and Order Ticket Template.
- Trade on more than forty exchanges across multiple asset classes using one interface.
- Trade across multiple accounts (not limited to one account or one broker).
- Execute your algorithmic trading.
- Connect to the CQG Hosted Exchange Gateways for Direct Market Access and ultra-low-latency trade routing.
- Take advantage of the proximity of the CQG Hosted Exchange Gateways to the exchanges. Local exchange access means faster execution.
- Use the CQG Hosted Exchange Gateways, which include full-site redundancy, for more dependability and better load balancing for lower latency.
- Download free API templates and samples.
- Reduce your overhead.
The CQG Data and Trading APIs are available as part of our flagship product, CQG Integrated Client.
Get Started with CQG APIs
We provide resources and a variety of samples and applications to get you started with using the CQG Charting, Data, and Trading APIs.