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CQG

Access market data and submit orders through CQG®

For a simple example about order creation using CQG, see Create an Order Using CQG. For a high-level overview about using CQG functions in a workflow, see Workflow for CQG.

Functions

cqg Create CQG connection object
startUp Create CQG connection
createOrder Create CQG order
history Request CQG historical data
realtime Subscribe to CQG instrument
timeseries Request CQG intraday tick data
shutDown Close CQG connection
close Close CQG connection

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.

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