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
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:
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:
- Subscription to the API Streaming enablement
- The user must be logged into the Gateway via CQG Integrated Client
Interfaces for working with the CQG API Trading are:
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:
- 3000 60-minute or less intraday bars,
- 300 greater than 60-minute timed intraday bars, as well as Daily or Weekly historical bars,
- 5 days of non-timed bars, and
- 2 days of ticks data.
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:
CQG API Historical Extended
This enablement is the same as CQG API Historical, with its limitations reduced as following:
- 10000 60-minute or less intraday bars,
- 1000 greater than 60-minute timed intraday bars, as well as Daily or Weekly historical bars,
- 10 days of non-timed bars, and
- 2 days of ticks data.
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:
- 40000 60-minute or less intraday bars,
- 4000 greater than 60-minute timed intraday bars, as well as Daily or Weekly historical bars,
- 20 days of non-timed bars, and
- 2 days of ticks data.
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.