CQG Algo API Documentation


CQG Algo API a high-level command and control API that can be used to build scripts or integrate CQG Algo Server into your existing ecosystem. The API is divided into several services responsible for different aspects of the system.

CQG Algo API allows client software to make the most of the Algo Server features. It offers subscription to the full depth of book for futures. Customers can send orders for any contract including synthetic spreads and subscribe to trade feeds to receive notification on fills and orders.

Technology behind CQG Algo API

CQG Algo API uses Google Protocol Buffers as an interface definition language powered by our custom high-performance TCP protocol. We currently support C#/.NET and C++ and it can be scaled out for use with other technologies. Customers can use a set of “services” to access market data, execute and monitor orders such as Algo orders and strategies, as well as track fills and positions.