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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

cqgCreate CQG connection object
startUpCreate CQG connection
createOrderCreate CQG order
historyRequest CQG historical data
realtimeSubscribe to CQG instrument
timeseriesRequest CQG intraday tick data
shutDownClose CQG connection
closeClose 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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