CQG API Documentation 4.0 - Revised
CQG API Structure Categorized by Enablements
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Glossary Item Box

Each enablement embodies a list of features and functionalities available to CQG Integrated Client (CQGIC).

Please note that any limitation that applies to your CQGIC system is effective for CQG API.

To activate the CQG API enablements you need, please contact with CQG API Support.

The following section displays structural components of CQG API, catogorized by enablements.

To read a brief description about an object, hover the mouse cursor over it. To go to the object's page, click on it.

Core Interfaces

CQG API has several interfaces, which are independent of used features and hence independent of user enablements. They provide common information, allow configuration management and operation with supporting functionality.

CQGCEL
CQGAPIConfig
CQGEnvironment
CQGError
CQGLogger

CQG API Streaming

If enabled for the API Streaming; the user can access contract-specific info, session info, the list of data sources in CQGIC, symbols per data source, quotes updates—such as Best Ask and Bid, Settlement, Day high and low, etc.

The user can also access the same DOM data available to the CQG Integrated Client (real Gateway account is required).

Additionally, the user can get a list of contracts for a commodity and the list of tradable commodities for the current user, if connected to the Gateway.

Interfaces for working with the CQG API Streaming are:

Interfaces Collections
CQGDataSource CQGDataSources
CQGDataSourceSymbol CQGDataSourceSymbols
CQGInstrument CQGInstruments
CQGInstrumentProperty CQGInstrumentProperties
CQGCommodities
CQGCommodityInstruments
CQGQuote CQGQuotes
CQGDOMQuotes
CQGSession CQGSessions
CQGSessionsCollection

CQG API Trading

Those users who have trading accounts via CQG can consider using API Trading as well. Besides placing, monitoring, and managing orders, it also allows getting information on accounts and positions.

This enablement requires:

Interfaces for working with the CQG API Trading are:

CQGCurrencyRate CQGCurrencyRates
CQGAccount CQGAccounts
CQGAccountSummary CQGAccountSummaries
CQGPosition CQGPositions
CQGTrade CQGTrades
CQGFill CQGFills
CQGOrder CQGOrders
CQGOrderModify
CQGOrderProperty CQGOrderProperties
CQGOrdersQuery

CQG API Historical

If enabled for CQG API Historical, the user can retrieve historical data available on the Charts window of the CQG Integrated Client.

It also allows the retrieval of user formula definitions, and custom sessions.

Data available to users who have this enablement is limited by:

If more data is required than what is returned, you might consider upgrading to the CQG API Extended Historical, CQG API Extended Historical Plus, or CQG API Historical Unlimited enablements (described below).

Interfaces for working with CQG API Historical are:

CQGAdvancedStudyRequest
CQGAdvancedStudy CQGAdvancedStudies
CQGAdvancedStudyDefinition CQGAdvancedStudyDefinitions
CQGConditionDefinition CQGConditionDefinitions
CQGConditionRequest
CQGConditionResult CQGCondition
CQGConditions
CQGConstantVolumeBarsRequest
CQGConstantVolumeBar CQGConstantVolumeBars
CQGConstantVolumeBarsCollection
CQGCurveDefinition CQGCurveDefinitions
CQGCurveHeaders
CQGCurves
CQGCustomStudy
CQGCustomStudyDefinition CQGCustomStudyDefinitions
CQGCustomStudyRequest
CQGCustomStudies
CQGExpressionRequest
CQGExpression
CQGExpressions
CQGExpressionOutputHeaders
CQGExpressionOutputs
CQGParameterDefinition CQGParameterDefinitions
CQGPointAndFiguresRequest
CQGPointAndFigure CQGPointAndFigures
CQGPointAndFiguresCollection
CQGQFormulaDefinition CQGQFormulaDefinitions
CQGSubMinuteBarsRequest
CQGSubMinuteBar CQGSubMinuteBars
CQGSubMinuteBarsCollection
CQGTicksRequest
CQGTick CQGTicks
CQGTicksCollection
CQGTimedBarsRequest
CQGTimedBar CQGTimedBars
CQGTimedBarsCollection
CQGTradeEntryDefinition
CQGTradeEntry
CQGTradeExitDefinition CQGTradeExitDefinitions
CQGTradeExit CQGTradeExits
CQGTradeFlowsRequest
CQGTradeFlow CQGTradeFlows
CQGTradeFlowsCollection
CQGTradingSystemDefinition CQGTradingSystemDefinitions
CQGTradingSystemTradeDefinition CQGTradingSystemTradeDefinitions
CQGTradingSystemRequest
CQGTradingSystem CQGTradingSystems
CQGTradingSystemStatistics CQGTradingSystemStatisticsCollection
CQGTradingSystemTrade
CQGTradingSystemTradesRow
CQGTradingSystemTradesRows
CQGChangedTradeEntry CQGChangedTradeEntries
CQGChangedTradeExit CQGChangedTradeExits
CQGYieldsRequest
CQGYield CQGYields
CQGYieldsCollection

CQG API Historical Extended

This enablement is the same as CQG API Historical, with its limitations reduced as following:

CQG API Historical Extended Plus

Note: This enablement is only available for CQGIC versions 8x1901 or higher.

This enablement is the same as CQG API Historical, with its limitations further reduced as following:

CQG API Historical Unlimited

This enablement is the same as CQG API Historical, but without its limitations.

Users enabled for CQG API Historical Unlimited can access all historical data available on CQG Servers.

The only point to notice here is that ticks are limited in this case by the number of ticks available in the CQG Integrated Client for that user; i.e., a user cannot get more ticks data from CQG API than from the CQG Integrated Client.

Interfaces for working with unlimited historical API are the same as for historical API.

API-3rd Party Study

When this enablement is activated, the user will be able to use the third-party studies in API that are already accessible to his CQGIC.

If disabled, whenever the user tries to access a third-party study the following error is displayed:

Access to the study_name via API is disabled.