CQG API FAQ for Customers

With the CQG API, users are not limited to the analytics that CQG provides. They can develop their own, custom solutions without having to build a ticker plant for data access or create order routing access.

The CQG API is geared toward customers interested in enhancing their own trusted set of trading tools with CQG's data feed and order routing services. It helps traders' powerful tools become even more effective:

• Individual users: Access CQG market information and analytics or perform manual and auto trading.
• Third-party software application providers: Feed market data into front-end applications through the API or build Web sites with real-time and delayed market data.
• FCMs: Use the API to provide market data in middle- and back-office systems.
• Hedge Funds and CTAs: Perform manual and auto trading or implement analytical support.

With our Data API, you can…

• Utilize real-time and historical market data as well as analytics.
• Expose real-time and historical data to your customers.
• Access reliable, accurate data from over one hundred sources.
• Use our API for Excel modeling.
• Connect to multiple asset classes with our API.
• Experience speed – the CQG API adds only one millisecond for data round-trip.
• Backtest through the CQG API.
• Use our product for data collection including DOM data.
• Take advantage of low start-up costs.
• Download free API templates and samples.

With the CQG Trading API, you can…

• Trade using one interface on more than twenty-five exchanges across multiple asset classes.
• Trade across multiple accounts (not limited to one account or one broker).
• Do your algorithmic trading through the CQG API.
• Connect to CQG Hosted Exchange Gateways for direct market access and ultra low-latency trade routing.
• Take advantage of our close proximity of our Hosted Exchange Gateways to the exchanges. Local exchange access means faster execution.
• Use CQG Hosted Exchange Gateways, which have full-site redundancy, for more dependability and better load balancing for lower latency.
• Download free CQG API templates and samples.
• Reduce your overhead by using CQG Trading API.

The CQG API is based on Microsoft COM server technology. Only Microsoft XP, Vista, and Windows 7 are supported. When using a 64-bit OS, the application using the API must be compiled as a 32-bit application.

Any language that supports COM automation technology may be used for development. Samples of how to use the API are provided for Microsoft Excel® VBA, Visual Basic, C#, C++, and MatLab.

CQG Data API gives you access to real-time and historical data.

Real-time CQG Data API gives you access to:

• Instrument reference metadata/contract specifications
• Last trade and current best bid/offer data with volumes
• Depth of market (DOM) data with volumes
• Market data from real-time and delayed exchanges

Historical API gives you access to:

• Comprehensive trade and best bid/offer tick data
• Consolidated (aggregated) data in different types of bar configurations (i.e. regular timed, constant volume, point and figure, and TFlow® bars)
• Last trade and current best bid/offer data with volumes
• Embedded analytics: (both CQG-provided studies and any custom studies created with CQG Integrated Client)

CQG offers multiple enablements to fit your data needs. The scope of data availability relative to the current date/time includes:

(Base) API Historical:

• Intraday > 60 min, Daily, Weekly, Monthly, … : 300 Bars
• Intraday <= 60 min : 3000 Bars
• Tick data: two trading days
• CVB, point and figure, and TFlow bars: the lesser of five trading days or 10,000 Bars

Extended API Historical:

• Intraday > 60 min, Daily, Weekly, Monthly, … : 1,000 Bars
• Intraday <= 60 min : 10,000 Bars
• Tick data: two trading days
• CVB, point and figure, and TFlow bars: the lesser of five trading days or 10,000 Bars

Extended API Historical Plus:

• Intraday > 60 min, Daily, Weekly, Monthly, … : 4,000 Bars
• Intraday <= 60 min : 40,000 Bars
• Tick data: two trading days
• CVB, point and figure, and TFlow bars: the lesser of five trading days or 10,000 Bars

Yes. CQG offers unlimited historical via the CQG API. Contact a sales representative for costs and usage limitations.

You may purchase additional data from the CQG Data Factory on-line at www.cqgdatafactory.com

• Real-time API: $45/month
• Historical API: $100/month
• Extended Historical API: $300/month
• Extended Historical Plus API: $1,000/month
• API Trading (includes real-time data): $245/month up to 1,000 transactions per day.

The amounts quoted above will be converted to the local currency using the current currency rates.

A transaction is the placing of a new order, the modification of an existing order, or the cancellation of an existing order. If you exceed 1,000 transactions/day you will be charged $0.05 for each additional transaction placed on that day.

• CQG-provided studies and functions
• User-created custom studies and formulas
• Synthetic instruments
• Trade system values

Access to analytics requires the Historical API.

Yes, they can be found online at www.cqg.com/CQGAPI.

There are several templates available at: www.cqg.com/Products/CQG-API/API-Templates.aspx CQG will be creating additional templates as the need arises, so check back periodically.

They are provided free of charge to CQG API customers.

CQG will assist you with your programming effort, but CQG will not create custom software for you. . You may hire a qualified independent developer or visit the CQG API Partners Web page for third-party developer contact information and services.

Yes. CQG’s Trading API allows you to access CQG’s Hosted Exchange Gateways for order routing from external applications. The Trading API includes Real-time Data. CQG’s Trading API can be used for:

• Trading Execution (manual and automatic)
• Trade Monitoring

No, not real-time, streaming results. This product is for individual trader use only.

Yes, the CQG API works with studies and formulas in CQGIC versions 7.5 and higher.

The Data API is available as part of our flagship product, the CQG Integrated Client and is designed to be used in a one-to-one relationship, meaning one CQG terminal for one trader.

There is no absolute limit to the number of instruments. However, any real-time performance is dependent upon the machine running the CQG Client and the application using the CQG API, the language you use to develop your application, the type of subscription as well as the nature of the instruments that you subscribe. It is important to remember that during active market periods, quote rates can be many 10,000s per second.

A more powerful computer will allow customers to receive and process more data.

Question about API usage should be submitted by email to apisupt@cqg.com. If a question is in regard to a specific problem, attaching a project which demonstrates the will expedite resolution.

Support staff can also be reached via CQG’s customer support numbers at www.cqg.com.