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CQG

Access market data and submit orders through CQG®

For a simple example about order creation using CQG, seeCreate an Order Using CQG。对强的高级概述g CQG functions in a workflow, seeWorkflow for CQG

Functions

cqg CreateCQGconnection object
startUp CreateCQGconnection
createOrder CreateCQGorder
history RequestCQGhistorical data
realtime Subscribe toCQGinstrument
timeseries RequestCQGintraday tick data
shutDown CloseCQGconnection
close CloseCQGconnection

Topics

Workflow for CQG

Retrieve current, intraday, or historical data and submit orders.

Create CQG Orders

This example shows how to connect to CQG, define the event handlers, subscribe to the security, define the account handle, and submit orders for execution.

Request CQG Historical Data

This example shows how to connect to CQG, define event handlers, and request historical data.

Request CQG Intraday Tick Data

This example shows how to connect to CQG, define event handlers, and request intraday and timed bar data.

Request CQG Real-Time Data

This example shows how to connect to CQG, define event handlers, and request current data.