Description
Classes
| Class Module | Description |
|---|---|
| CQGAccounts | Represents a collection of CQGAccount objects. |
| CQGAccountSummaries | Represents a collection of CQGAccountSummary objects calculated for each currency in an account. |
| CQGAdvancedStudies | Represents a collection of CQGAdvancedStudy objects. |
| CQGAdvancedStudy | Represents a collection of CQGCurves objects. |
| CQGAdvancedStudyDefinitions | Represents a collection of CQGAdvancedStudyDefinition objects. |
| CQGAlgorithmicOrderDefinitions | Represents a collection of CQGAlgorithmicOrderDefinition objects. |
| CQGAlgorithmicOrderProperties | Represents a collection of CQGAlgorithmicOrderProperty objects. |
| CQGBarsTimestamps | Represents a collection of DateTimes |
| CQGChangedTradeEntries | Represents a collection of CQGChangedTradeEntry objects. |
| CQGChangedTradeExits | Represents a collection of CQGChangedTradeExit objects. |
| CQGCommodities | Represents a collection of commodity names. |
| CQGCommodityInstruments | Represents a collection of resolved instrument names. |
| CQGCondition | Represents a collection of CQGConditionResult objects. It is returned by the CQGCEL.RequestCondition method. |
| CQGConditionDefinitions | Represents a collection of CQGConditionDefinition objects. |
| CQGConditions | Represents a collection of CQGCondition objects |
| CQGConstantVolumeBars | Represents a collection of CQGConstantVolumeBar objects. It is returned by the CQGCEL.RequestConstantVolumeBars method. The CQGCEL.ConstantVolumeBarsResolved, CQGCEL.ConstantVolumeBarsAdded, and CQGCEL.ConstantVolumeBarsUpdated events can be fired for the CQGConstantVolumeBars. |
| CQGConstantVolumeBarsCollection | Represents a collection of CQGConstantVolumeBars objects. |
| CQGCurrencyRates | Represents a collection of CQGCurrencyRate objects. |
| CQGCurveDefinitions | Represents a collection of CQGCurveDefinition objects. |
| CQGCurveHeaders | Represents a collection of String - curve headers. |
| CQGCurves | Represents a collection of curves (Double). |
| CQGCustomStudies | Represents a collection of CQGCustomStudy objects. |
| CQGCustomStudy | Represents a collection of CQGCurves objects. It is returned by the CQGCEL.RequestCustomStudy method call. The CQGCEL.CustomStudyResolved, CQGCEL.CustomStudyAdded, and CQGCEL.CustomStudyUpdated events can be fired for the CQGCustomStudy. |
| CQGCustomStudyDefinitions | Represents a collection of CQGCustomStudy objects. |
| CQGDataSources | Represents a collection of CQGDataSource objects. |
| CQGDataSourceSymbols | Represents a collection of CQGDataSourceSymbol objects. |
| CQGDOMOrder | Represents class for managing a DOM order (the one that makes a DOM price volume) |
| CQGDOMOrders | Represents the collection of CQGDOMOrder |
| CQGDOMQuotes | Represents a collection of CQGQuote. Each CQGQuote in the collection represents one item of the DOM book. This is the default property. |
| CQGExchanges | Represents a collection of exchange names. |
| CQGExecutionPatternParameters | Represents collection of CQGExecutionPatternParameter objects. |
| CQGExecutionPatternRequest | Represents parameters to request strategy order execution pattern. |
| CQGExpression | Represents a collection of CQGExpressionOutputs. Is returned by the CQGCEL.RequestExpression method call. The CQGCEL.ExpressionResolved, CQGCEL.ExpressionAdded, and CQGCEL.ExpressionUpdated events can be fired for the CQGExpression. |
| CQGExpressionOutputHeaders | Represents a collection of String - expression output headers. |
| CQGExpressionOutputs | Represents a collection of expression outputs. |
| CQGExpressions | Represents a collection of CQGExpression objects. |
| CQGFills | Represents a collection of CQGFill objects. |
| CQGGWTrades | Represents a collection of CQGGWTrade objects. |
| CQGHolidays | Represents a collection of CQGHoliday objects. |
| CQGInstrumentProperties | Represents a collection of instrument (dynamic and static) properties. |
| CQGInstruments | Represents a collection of CQGInstrument objects. |
| CQGInstrumentsGroups | Represents a collection of CQGInstrumentsGroup objects. |
| CQGIntegerCollection | Represents a collection of Integers. |
| CQGManualFills | Represents a collection of CQGManualFill objects |
| CQGManualFillsCollection | Represents a collection of CQGManualFills objects. |
| CQGModifiedProperties | Represents a collection of CQGModifiedProperty objects. |
| CQGOrderProperties | Represents a collection of order (dynamic and static) properties represented as CQGOrderProperty objects. |
| CQGOrders | Represents a collection of CQGOrder objects. |
| CQGOrdersRequest | Represents parameters for orders request |
| CQGParameterDefinitions | Represents a collection of CQGParameterDefinition objects. |
| CQGPointAndFigureBars | Represents a collection of CQGPointAndFigureBar objects. |
| CQGPointAndFigureBarsCollection | Represents a collection of CQGPointAndFigureBars objects. |
| CQGPositions | Represents a collection of CQGPosition objects. |
| CQGQFormulaDefinitions | Represents a collection of CQGQFormulaDefinition objects. |
| CQGQuotes | Represents a collection of CQGQuote objects. |
| CQGRangeBars | Represents a collection of CQGRangeBar |
| CQGRangeBarsCollection | Represents a collection of CQGRangeBars |
| CQGRenkoBars | Represents a collection of CQGRenkoBar |
| CQGRenkoBarsCollection | Represents a collection of CQGRenkoBars |
| CQGSessions | Represents a collection of CQGSession objects. |
| CQGSessionsCollection | Represents a collection of CQGSessions objects. |
| CQGStrategyDefinitions | Represents a collection of CQGStrategyDefinition objects. |
| CQGStrategyLegFills | Represents a collection of CQGStrategyLegFill for a strategy order. |
| CQGStrategyQuoteRequest | Represents a request for quotes (RFQ) |
| CQGStringCollection | Represents a collection of strings. |
| CQGSubMinuteBars | Represents a collection of CQGSubMinuteBar objects. |
| CQGSubMinuteBarsCollection | Represents a collection of CQGSubMinuteBars objects. |
| CQGTFlowBars | Represents a collection of CQGTFlowBar objects. Is returned by the CQGCEL.RequestTFlows method call. |
| CQGTFlowBarsCollection | Represents a collection of CQGTFlowBars objects. |
| CQGTicks | Represents a collection of CQGTick objects. |
| CQGTicksCollection | Represents a collection of CQGTicks objects. |
| CQGTimedBars | Represents a collection of CQGTimedBar objects. |
| CQGTimedBarsCollection | Represents a collection of CQGTimedBars objects. |
| CQGTradeEntries | Represents a collection of CQGTradeEntry objects. |
| CQGTradeExitDefinitions | Represents a collection of CQGTradeExitDefinition objects. |
| CQGTradeExits | Represents a collection of CQGTradeExit objects. |
| CQGTrades | Represents a collection of CQGTrade objects. |
| CQGTradingSystemBaseBarParameters | Represents a collection of CQGTradingSystemBaseBarParameter objects. |
| CQGTradingSystemDefinitions | Represents a collection of CQGTradingSystemDefinition objects. |
| CQGTradingSystems | Represents a collection of CQGTradingSystem objects. |
| CQGTradingSystemStatisticsCollection | Represents a collection of CQGTradingSystemStatistics. |
| CQGTradingSystemTradeDefinitions | Represents a collection of CQGTradingSystemTradeDefinition objects. |
| CQGTradingSystemTradesRow | Represents a collection of CQGTradingSystemTrade objects. |
| CQGTradingSystemTradesRows | Represents a collection of CQGTradingSystemTrade objects. |
| CQGTransactions | Represents a collection of CQGTransaction objects. |
| CQGYields | Represents a collection of CQGYield objects. |
| CQGYieldsCollection | Represents a collection of CQGYields objects. |
Interfaces
| Class Module | Description |
|---|---|
| CQGAccount | The CQGAccount interface encapsulates all of the information on a trading account along with its positions data. |
| CQGAccountSummary | The CQGAccountSummary interface represents statistical information calculated basing on account's positions. Each summary is calculated in a single currency. |
| CQGAdvancedStudyDefinition | Represents a definition of advanced study |
| CQGAdvancedStudyRequest | Represents parameters for advanced study request |
| CQGAlgorithmicOrderDefinition | Represents a definition of a algorithmic order property. |
| CQGAlgorithmicOrderParameters | Represents parameters of the algorithmic order. For a list of all members defined in this module, see CQGAlgorithmicOrderParameters members. |
| CQGAlgorithmicOrderProperty | Represents an algorithmic order property. |
| CQGAPIConfig | Gets/sets the value of a specified property. This is a default getter property. The CQGAPIConfig interface controls the behavior of CQG API. |
| CQGBracketOrder | Represents a class describing a bracket order. |
| CQGBracketOrderLeg | Represents a collection of bracket leg properties |
| CQGCEL | The CQGCEL encapsulates the main functionality of the CQG API. This is the central interface an object of which should be created by the user in order to use the CQG API features. |
| CQGChangedTradeEntry | This class contains trading system trade entry change information. |
| CQGChangedTradeExit | This class contains trading system trade exit change information. |
| CQGConditionDefinition | Represents a definition of condition. |
| CQGConditionRequest | Represents parameters used to formulate a condition request. |
| CQGConditionResult | Represents a condition result. |
| CQGConstantVolumeBar | Represents a single constant volume bar. |
| CQGConstantVolumeBarsRequest | Represents parameters used to formulate a constant volume bars request. |
| CQGCurrencyRate | The CQGCurrencyRate interface encapsulates the currency rate information for two specific currencies. |
| CQGCurveDefinition | Represents a definition of the curve. |
| CQGCustomStudyDefinition | Represents a definition of a custom study. |
| CQGCustomStudyRequest | Represents parameters used to formulate a custom study request. |
| CQGDataSource | Represents a data source. |
| CQGDataSourceSymbol | Represents a data source symbol. |
| CQGDirectEventsAccessor | This class is used to raise non-dispatch events to the API user. The API user should implement the corresponding interface and advise to this object to receive vtbl events. |
| CQGEnvironment | The CQGEnvironment is an informational interface, which stores the CQG API environment information. The CQGEnvironment includes information on versions, connection statuses, current times (on PC and on Exchange), internal status of CQGCEL, etc. |
| CQGError | The CQGError interface encapsulates the possible errors which may arise in CQG API. |
| CQGExecutionPattern | Represents a strategy execution pattern for a strategy order and its legs. |
| CQGExecutionPatternParameter | Represents a strategy execution pattern parameter. |
| CQGExpressionRequest | Represents parameters used to formulate an expression request. |
| CQGFill | The CQGFill interface encapsulates all the information on a fill. |
| CQGGWConnectionRequest | Represents parameters for gateway connection request |
| CQGGWTrade | Represents a class responsible for holding single trade's info |
| CQGHistoricalSessionsRequest | Represents parameters for historical sessions request. |
| CQGHoliday | Represents a single holiday of a session. |
| CQGInstrument | The CQGInstrument interface encapsulates all of the information on a trading instrument along with the corresponding functionality. |
| CQGInstrumentProperty | Implements an interface to manage the instrument's dynamic and static properties. |
| CQGInstrumentsGroup | Represents a group of instruments resolved using CQGInstrumentsGroupRequest. |
| CQGInstrumentsGroupRequest | Represents parameters used to formulate a request for a group of instruments. |
| CQGInstrumentSubscriptionRequest | Represents parameters used to formulate an instrument subscription request. |
| CQGLogger | This class provides logging functionality in CQG API. |
| CQGManualFill | Represents a manual fill. |
| CQGManualFillRequest |
Represents parameters used to formulate a manual fill request. |
| CQGModifiedProperty | Represents a single modified order property. |
| CQGOrder | This class encapsulates the trading order notion. |
| CQGOrderActionRequest | Defines the interface of ICQGOrderActionRequest |
| CQGOrderChain | Represents a definition of order chain, which is used to place and modify compound orders of OCO type. |
| CQGOrderConstructor | The class constructs an order by properties set |
| CQGOrderModify | The CQGOrderModify is an object the user needs to create in order to specify order modification parameters. |
| CQGOrderProperty | Encapsulates information on an order property. |
| CQGOrdersQuery | Encapsulates the historical order query functionality. |
| CQGParameterDefinition | Represents a definition of user formula parameter. |
| CQGPointAndFigureBar | Represents a single point and figure bar. |
| CQGPointAndFigureBarsRequest | Represents parameters used to formulate a point and figure bars request. |
| CQGPosition | The CQGPosition interface encapsulates all the information on a position. |
| CQGPositionsStatement | Represents a class for managing positions statement. |
| CQGQFormulaDefinition | Represents a definition of QFormula. |
| CQGQuote | This class allows the user to manage instrument quotes. |
| CQGRangeBar | Represents class for a range bar |
| CQGRangeBarsRequest | Represents parameters for range bars request |
| CQGRemoteOpenAPISession | CQGRemoteOpenAPISession keeps properties connected with the remote Open API session |
| CQGRenkoBar | Represents class for a renko bar |
| CQGRenkoBarsRequest | Represents parameters for renko bars request |
| CQGSession | Represents information about an instrument's sessions or a custom session. |
| CQGStrategyDefinition | Represents a strategy definition. |
| CQGStrategyLegFill | Represents a leg fill for a strategy order. |
| CQGSubMinuteBar | Represents a single sub minute bar |
| CQGSubMinuteBarsRequest | Represents parameters for sub minute bars request |
| CQGSummariesStatement | Represents a class for managing summaries statement. |
| CQGTFlowBar | Represents a single TFlow bar. |
| CQGTFlowBarsRequest | Represents parameters used to formulate a TFlow bars request. |
| CQGTick | Represents a single tick. |
| CQGTicksRequest | Represents parameters used to formulate a ticks request. |
| CQGTimedBar | Represents a single timed bar. |
| CQGTimedBarsRequest | Represents parameters used to formulate a timed bars request. |
| CQGTrade | The CQGTrade interface encapsulates all the information on a trade. |
| CQGTradeEntry | Represents a trade entry. |
| CQGTradeEntryDefinition | Represents a definition of the trade entry. |
| CQGTradeExit | Represents a trade exit. |
| CQGTradeExitDefinition | Represents a definition of the trade exit. |
| CQGTradingSystem | Represents a trading system. Is returned by the CQGCEL.RequestTradingSystem method call. |
| CQGTradingSystemAddInfo | This interface is reserved for future use. |
| CQGTradingSystemBaseBarParameter | Represents a trading system base bar parameter. |
| CQGTradingSystemDefinition | Represents a definition of trading system. |
| CQGTradingSystemInsertInfo | Represents a definition of trading system. |
| CQGTradingSystemRelationAddInfo | This class contains information about the added relation between an entry and exit within the trading system. |
| CQGTradingSystemRemoveInfo | This class contains information about the updates made to the trading system. It is used by the CQGCEL.TradingSystemUpdateNotification event. |
| CQGTradingSystemRequest | Represents parameters used to formulate a trading system request. |
| CQGTradingSystemStatistics | Represents trading system statistics. |
| CQGTradingSystemStatisticsChangeInfo | This class contains information about the statistics change for a trading system. |
| CQGTradingSystemTrade | Represents a single trade of the trading system. |
| CQGTradingSystemTradeDefinition | Represents a definition of the trading system single trade. |
| CQGTradingSystemUpdateInfo | This class contains information about the updates made to the trading system. It is used by the CQGCEL.TradingSystemUpdateNotification event. |
| CQGTransaction | Represents a single order transaction |
| CQGYield | Represents class for a yield |
| CQGYieldsRequest | Represents parameters for yields request |
Public Enumerations
| Enumeration | Description |
|---|---|
| eAccountChangeType | Specifies the type of account/position change passed to the AccountChanged event. |
| eAccountMarginDetailing | Defines level of account margin info detailing |
| eAccountSubscriptionLevel | Specifies event subscription levels for accounts. |
| eAlgorithmicOrderPropertyType | Indicates the algorithmic order property type. |
| eBrickUnit | Specifies Renko 'Brick Unit' property value |
| eChangeType | Specifies the possible type of order change, passed as an argument to OrderChanged event. |
| ECompoundOrderType | Represends compound order type. |
| eConnectionStatus | Indicates the connection status of CQG data server or CQG gateway. |
| eCvbVolumeType | Indicates the constant volume bars' volume type. |
| eDailyBarClose | Specifies a daily bar close setting value that the system should use to calculate close |
| eDataSourceStatus | Indicates the data source status. |
| eDataSubscriptionLevel | Specifies the data subscription level for a CQGInstrument. |
| eDelayMode | Specifies an instrument's delay mode |
| eDOMandBBAType | Indicates DOM and BBA type. |
| eDOMUpdatesMode | Represents possible modes of DOM data updates. All modes depend on the value of the update period, which is set from configuration. |
| EExchangeState | Enumerates possible exchange states. |
| eExecutionPatternParameterType | Indicates execution pattern parameter types. |
| EExtendedSide | Specifies special/extended order side. |
| eFcmClass | Specifies the FCM class. |
| eFillEffect | Specifies whether the fill is opening/increasing or closing/reducing a position |
| eFillStatus | Represents possible statuses of the order. |
| eGapFilter | Defines gap filter of sub minute bars request |
| EGroupPropertySubscriptionLevel | Specifies the CQGInstrumentsGroupRequest.PropertyLevel value. |
| eGroupSubscriptionLevel | Indicates the subscription levels for instruments group. |
| eGWEnvChangeCode | Defines the CQG Gateway environment change types. |
| eHistoricalPeriod | Indicates historical periods. |
| eHistoricalSessionsRequestType | Indicates the request type of historical sessions. |
| eICConnectionStatus | Indicates the status of the CQGIC connection. |
| eInstrumentProperty | Defines all possible instrument properties. |
| eInstrumentType | Defines instrument type representations as bitmasks. Used in CQGCEL.RequestCommodityInstruments and CQGDataSourceSymbols.Type. |
| eLogSeverity | Specifies logging severity. |
| eManualFillsDataLevel | Specifies data subscription levels for manual fills. |
| eManualFillUpdateType | Specifies the manual fill's update type. |
| eMarketState | Indicates the market state (fast or not). |
| eNoGapRemoveFrom | Specifies No Gap 'Remove From' property value |
| eOpenCloseInstruction | Specifies whether the order is opening/increasing or closing/reducing a position |
| eOrderCancelationType | Specifies the order cancellation instruction type. |
| eOrderDuration | Specifies the possible durations of an order. |
| eOrderEvent | Specifies the possible order event (transaction) types received via OrderChanged event. |
| eOrderExecutionInstruction | Defines order execution instructions |
| eOrderLocalState | Defines local states of the order. 'Local' here means from CQG API point of view. |
| eOrderProperty | Specifies all possible and acceptable properties of an order. |
| eOrderSide | Identifies the order side notion in terms of buy and sell. |
| eOrderSideFilter | Specifies the orders side filter. |
| eOrderStatus | Defines the CQG Gateway statuses of the order. |
| eOrderStatusFilter | Specifies the order's CQGOrder.GWStatus filter's possible values, available for CQGCEL.QueryOrders method calls. |
| eOrderTrailingPeg | Order trailing peg, which defines user's preference for trailing after the market. |
| eOrderType | Specifies the available order types. |
| ePfBoxUnits | Indicates the point and figure box units. |
| ePfDataSource | Indicates the point and figure bar data source. |
| EPositionDay | Current/Previous day position for instruments with explicit position tracking type |
| ePositionDetailing | Defines the level of position information detailing. |
| ePositionSubscriptionLevel | Specifies the update subscription levels for an account's positions. |
| EPositionTrackingType | Position tracking type |
| ePriceMode | Specifies the available price modes for accounts and positions. |
| ePropertySubscriptionLevel | Specifies the property subscription level for CQGInstrument. |
| eQuoteSubscriptionLevel | Specifies the quote subscription level for CQGInstrument. |
| eQuoteType | Specifies all possible quote types. |
| eRangeUnit | Specifies Range 'Range Unit' property value |
| eReadyStatus | Indicates if the host application (MS Excel) is ready to handle events. |
| eReadyStatusCheck | Turns on/off the application's ready status checking. |
| eRequestStatus | Request status, used in orders query and historical requests. |
| eSessionFlag | Indicates session flag. |
| eSessionStatus | Used to specify remote Open API session status |
| eSessionWeekDays | Indicates the session working days. |
| eSpeculationType | Specifies order speculation type |
| EStartPoint | Start Point study parameter values for Range Bars. |
| eStrategyRequestStatus | Indicated the status of the Gateway strategy definition request. |
| eSymbolSessionType | Indicates the instrument session type. |
| eSymbolType | Indicates the symbol type. |
| eTfAggregation | Indicates the TFlow bar aggregation. |
| eTFlowRequestDomVolumeLevel | Specifies the level of DOM volume in TFlowBarsRequest. |
| eTickCorrectionType | Indicates the tick correction type. |
| eTickFilter | Specifies which ticks are being requested. |
| eTickPriceType | Indicates the tick price type. |
| eTicksRequestType | Indicates the request type of ticks. |
| eTimedBarsRequestOutputs | Specifies the outputs for timed bars request. |
| eTimeSeriesContinuationType | Indicates the time series continuation type. |
| eTimeSeriesSubscriptionLevel | Indicates the time series subscription level. |
| eTimeZone | Specifies all available time zones. |
| eTradeChangeCategory | Indicates the trading system trade change category. |
| eTradeSide | Indicates the trading system trade side. |
| eTradingSystemBaseBar | Specifies the trading system base bar type. |
| eTradingSystemBaseBarParameter | Specifies the Trading System base bar parameters. |
| eTradingSystemCommissionType | Indicates the type of the commission calculation used in the Trading System. |
| eTradingSystemStatistic | Indicates the trading system statistics. |
| eUserFormulaParameterType | Indicates the user formula parameter type. |
| eYieldCompound | Indicates the yield compound |
| eYieldModel | Indicates the yield model |
Public UDTs
| UDT | Description |
|---|---|
| CQGCELConfiguration | Defines various CQGCEL configuration options and parameters. |