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CQG

Access market data and submit orders through CQG®

For a simple example about order creation using CQG, seeCreate 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.