cqg

Create CQG connection object

Description

The cqg function creates a cqg object, which represents a CQG® connection. After you create a cqg object, you can use the object functions to create orders and retrieve historical, real-time, and intraday tick data.

Creation

Syntax

c = cqg

Description

example

c = cqg creates a CQG connection object c.

Properties

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CQG handle, specified as an ActiveX object.

Example: [1x1 COM.CQG_CQGCEL_4]

API configuration type library specification, specified as a configuration object.

Example: [1x1 Interface.CQG_4.0_Type_Library_-_Revised_API.ICQGAPIConfig]

Object Functions

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

Examples

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Create a CQG connection object.

c = cqg
c = 

  cqg with properties:

       Handle: [1x1 COM.CQG_CQGCEL_4]
    APIConfig: [1x1 Interface.CQG_4.0_Type_Library_-_Revised_API.ICQGAPIConfig]

CQG connection object properties reflect the CQG ActiveX object Handle and the API configuration type library specification APIConfig.

Display the Handle property of c.

c.Handle
ans =
 
    COM.CQG_CQGCEL_4

After creating the cqg connection object, you can retrieve historical, real-time, and intraday tick data. For details, see history, realtime, and timeseries, respectively.

Close the CQG connection.

close(c)

Introduced in R2013b