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.
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 |
Retrieve current, intraday, or historical data and submit 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.
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.
This example shows how to connect to CQG, define event handlers, and request current data.