Option Explicit
Private WithEvents cel As CQGCEL
Private ReadyFlagExists As Boolean

' Called when workbook is opened
Private Sub Workbook_Open()
    ' Create CQG API instance
    Set cel = New CQGCEL

    ' Configure it
    cel.APIConfiguration.CollectionsThrowException = False
    cel.APIConfiguration.DefPositionSubscriptionLevel = pslSnapshotAndUpdates
    cel.APIConfiguration.NewInstrumentChangeMode = True
    cel.APIConfiguration.PositionDetailing = pdAllTrades
    cel.APIConfiguration.PriceMode = pmTradesOnly
    cel.APIConfiguration.UseOrderSide = False

    cel.Startup

    'Check if ready flag exists in excel
    Dim ExcelMajorVersion As Integer
    ExcelMajorVersion = CInt(Left$(Application.Version, InStr(Application.Version, ".") - 1))

    If ExcelMajorVersion > 9 Then ' Excel 2002 and higher
        ReadyFlagExists = True
    Else
        ReadyFlagExists = False
    End If
End Sub

' Called before workbook is going to be closed
Private Sub Workbook_BeforeClose(Cancel As Boolean)
    cel.Shutdown
    Set cel = Nothing
End Sub

' CQG API event handlers
Private Sub cel_AccountChanged(ByVal change As CQG.eAccountChangeType, ByVal Account As CQG.ICQGAccount, ByVal position As CQG.ICQGPosition)

    Dim trade As CQGTrade

    ' Account/Position is changed
    Select Case change
        Case actAccountsReloaded
            Dim acc As CQGAccount
            For Each acc In cel.Accounts
                ' Print balance of all
                If cel.IsValid(acc.Summary.Balance) Then
                    Debug.Print "Account yesterday balance is " & acc.Summary.Balance(1)
                End If
                ' We need all open poisition instruments to be autosubscribed
                acc.AutoSubscribeInstruments = True
            Next acc

        Case actPositionAdded
                Debug.Print "New position on " & position.InstrumentName & " is added."
                Debug.Print "Account Positions number is " & Account.Positions.Count

        Case actPositionChanged
            If Not position.Instrument Is Nothing Then

                If (position.Instrument.InstrumentType And itAllOptions) = 0 Then
                    If cel.IsValid(position.OTE) Then
                        Debug.Print "Position OTE is " & position.OTE
                    End If
                Else
                    If cel.IsValid(position.MVO) Then
                        Debug.Print "Position MVO is " & position.MVO
                    End If
                End If

                Debug.Print "Number of open trades on " & position.Instrument.FullName & " is " & position.OpenTrades.Count
                For Each trade In position.OpenTrades
                    Debug.Print "Open Trade quantity is " & trade.Quantity
                Next

            End If
        Case Else
            ' Not processed
    End Select
End Sub

Private Sub cel_CELStarted()
    ' Everything is OK with enablements
    Debug.Print "CEL Version : " + cel.Environment.CELVersion
End Sub

Private Sub cel_GWConnectionStatusChanged(ByVal newStatus As CQG.eConnectionStatus)
    Dim status As String
    Select Case newStatus
        Case csConnectionDelayed
            status = "Delayed"
        Case csConnectionDown
            status = "Down"
        Case csConnectionUp
            status = "Up"
            ' Request accounts update functionality
            cel.AccountSubscriptionLevel = aslAccountsAndUpdates
        Case Else
            status = "Unknown"
    End Select

    Debug.Print "GW Connection Status changed to " + status
End Sub

Private Sub cel_InstrumentSubscribed(ByVal symbl As String, ByVal Instrument As CQG.ICQGInstrument)
    Debug.Print "There is a position on " + Instrument.FullName + ". Now the instrument is subscribed"
End Sub

Private Sub cel_IsReady(readyStatus As CQG.eReadyStatus)
    If ReadyFlagExists Then ' Excel 2002 and higher
        ' ready status should reflect Application.Ready value
        readyStatus = IIf(Application.Ready, rsReady, rsNotReady)
    Else
        readyStatus = rsReady
    End If
End Sub

Private Sub cel_DataError(ByVal obj As Object, ByVal errorDescription As String)
    ' Some error occurred

    MsgBox errorDescription

    ' Terminate application
    Close
End Sub

using System; 
using System.Runtime.InteropServices; 
using CQG; 
 
 
namespace Sample  
{ 
    class APIConfigSample : IDisposable 
    { 
        // CQGCEL instance declaration. 
        private CQGCEL cel = new CQGCELClass(); 
 
        // Used to determine is the object manualy disposed. 
        private bool disposed = false;  
 
        public APIConfigSample() 
        { 
            // Initialize CQGCEL instance.  
            try 
            {  
                // Configure CEL. 
                cel.APIConfiguration.ReadyStatusCheck = eReadyStatusCheck.rscOff; 
                cel.APIConfiguration.CollectionsThrowException = false; 
                cel.APIConfiguration.DefPositionSubscriptionLevel = ePositionSubscriptionLevel.pslSnapshotAndUpdates; 
                cel.APIConfiguration.NewInstrumentChangeMode = true; 
                cel.APIConfiguration.PositionDetailing = ePositionDetailing.pdAllTrades; 
                cel.APIConfiguration.PriceMode = ePriceMode.pmTradesOnly; 
                cel.APIConfiguration.UseOrderSide = false; 
 
                // Register to CEL's events. 
                cel.CELStarted += new _ICQGCELEvents_CELStartedEventHandler(cel_CELStarted); 
                cel.DataError += new _ICQGCELEvents_DataErrorEventHandler(cel_DataError); 
                cel.GWConnectionStatusChanged += new _ICQGCELEvents_GWConnectionStatusChangedEventHandler(cel_GWConnectionStatusChanged); 
                cel.InstrumentSubscribed += new _ICQGCELEvents_InstrumentSubscribedEventHandler(cel_InstrumentSubscribed); 
                cel.AccountChanged += new _ICQGCELEvents_AccountChangedEventHandler(cel_AccountChanged); 
 
                cel.Startup(); 
             }  
             catch( COMException ex )  
             {  
                Console.WriteLine( "Error occurred during CEL initialization. {0}", ex.Message );  
             }  
        } 
 
        ~APIConfigSample() 
        { 
            Dispose(false); 
        } 

        #region CEL Event Handlers 
 
        void cel_CELStarted() 
        { 
            // Everything is OK with enablements. 
            Console.WriteLine("CEL Version : {0}", cel.Environment.CELVersion); 
        } 
 
        void cel_DataError(object obj, string errorDescription) 
        { 
            // Some error occurred. 
            cel.Logger.Log("ERROR : " + errorDescription, eLogSeverity.lsError); 
 
            // Terminate application. 
            System.Windows.Forms.Application.Exit();  
        } 
 
        void cel_GWConnectionStatusChanged(eConnectionStatus newStatus) 
        { 
            string status; 
            switch (newStatus) 
            { 
                case eConnectionStatus.csConnectionDelayed: 
                    status = "Delayed"; 
 
                    break; 
                case eConnectionStatus.csConnectionDown: 
                    status = "Down"; 
 
                    break; 
                case eConnectionStatus.csConnectionUp: 
                    status = "Up"; 
 
                    // Request accounts update functionality. 
                    cel.AccountSubscriptionLevel = eAccountSubscriptionLevel.aslAccountsAndUpdates; 
 
                    break; 
                default: 
                    status = "Unknown"; 
 
                    break; 
            } 
 
            Console.WriteLine("GW Connection Status changed to " + status); 
        } 
 
        void cel_InstrumentSubscribed(string symbl, CQGInstrument Instrument) 
        { 
            Console.WriteLine("There is a position on " + Instrument.FullName + ". Now the instrument is subscribed."); 
        } 
 
        private void cel_AccountChanged(eAccountChangeType change, CQGAccount Account, CQGPosition position) 
        { 
            // Account/Position is changed. 
            switch (change) 
            { 
                case eAccountChangeType.actAccountsReloaded : 
                    foreach (ICQGAccount acc in cel.Accounts) 
                    { 
                        // Print balance of all. 
                        if (cel.IsValid(acc.Summary.Balance(1))) 
                        { 
                            Console.WriteLine("Account Balance is : {0}", acc.Summary.Balance(1)); 
                            Console.WriteLine("Account Positions number is : {0}", acc.Positions.Count); 
                        } 
 
                        // We need all open poisition instruments to be auto subscribed. 
                        acc.AutoSubscribeInstruments = true; 
                    } 
 
                    break; 
                case eAccountChangeType.actPositionAdded : 
                    Console.WriteLine(position.Instrument.FullName); 
 
                    break; 
                case eAccountChangeType.actPositionChanged :  
                    if (position.Instrument != null) 
                    { 
                        if ((position.Instrument.InstrumentType & eInstrumentType.itAllOptions) == 0) 
                        { 
                            if (cel.IsValid(position.OTE)) 
                            { 
                                Console.WriteLine("Position OTE is : {0}", position.OTE); 
                            } 
                        } 
                        else 
                        { 
                            if (cel.IsValid(position.MVO)) 
                            { 
                                Console.WriteLine("Position MVO is : {0}", position.MVO); 
                            } 
                        } 
 
                        Console.WriteLine("Number of open trades on {0} is {1}.", position.Instrument.FullName, position.OpenTrades.Count); 
                        foreach (CQGTrade trade in position.OpenTrades) 
                        { 
                            Console.WriteLine("Open Trade quantity is : {0}", trade.Quantity); 
                        } 
                    } 
 
                    break; 
                default : 
                    // Not processed. 
 
                    break; 
            } 
        } 
        #endregion 
 
        #region IDisposable Members 
 
        public void Dispose() 
        { 
            Dispose(true); 
 
            GC.SuppressFinalize(this); 
        } 
 
        #endregion 
 
        #region Private Methods 
 
        private void Dispose(bool disposing) 
        { 
            // Check to see if Dispose has already been called. 
            if (!this.disposed) 
            { 
                // If disposing equals true, dispose all managed  
                // and unmanaged resources. 
                if (disposing) 
                { 
                    // Dispose managed resources. 
                } 
 
                // If disposing is false,  
                // only the following code is executed. 
                cel.Shutdown(); 
            } 
            disposed = true; 
        } 
 
        #endregion 
 
        [STAThread] 
        static void Main(string[] args) 
        { 
            APIConfigSample test = new APIConfigSample(); 
 
            // Start Application. Will work until some error occurred. 
            System.Windows.Forms.Application.Run(); 
        }  
    } 
}