Custom Algo SDK Documentation


Custom Algo SDK

CQG Algo Server is a high-performance algorithmic order execution engine operating as a standalone server. Along with providing access to a variety of CQG Algo orders available in select CQG Frontends, it also exposes two types of APIs for direct access – Custom Algo SDK and CQG Algo API.

Technology behind Custom Algo SDK

Custom Algo SDK enables CQG customers to create their own order types with our C++ server-side API. The process is simplified by providing sample order type templates. Our event-based programming and clear objective models make new order type creation a simple process. Once an Algo is created, it is passed to the Algo Server as a plug-in shared library. Hosting a high-performance language, such as C++, directly in the Algo Server process provides the lowest latency and highest performance of the algorithms.