Web API, our flagship API, is a data and trading enterprise API offered via an ASP model. Implemented with cutting-edge technologies, it provides access to:
- Streaming Level 1 and Level 2 data without any filtering, compression, or consolidation.
- High-quality data servers for historical tick, intraday bar, and daily bar data.
- Unified exchange gateways for order execution, account summary, order history, and post-trade analysis.
Customers connect to CQG's distributed server architecture to pass the authorization process and access market data and order routing. After successful connection, the API layer is then available for data and trade routing on all preconfigured accessible markets.
The user interface is based on Google's protocol buffers and is customized for CQG's implementation of the API in order to minimize the bandwidth/traffic size when dealing with frequently updating data streams. For general information on how Google protocol buffers work, visit https://developers.google.com/protocol-buffers/.
Web API uses secure WebSockets technology for data delivery. CQG's implementation of secure WebSockets involved OpenSSL library implementation paired with Boost and WebSocket++ library for handshake and upgrading initial HTTPS request WSS. More information can be found here:
Using Google protobufs and secure WebSockets eliminates the API's dependency on development language. It also removes Web API-powered applications from operational environment usage for deployment.