Important Note:
Please check the Change Log page to find information about important/critical product updates.
In the latest version, synthetic spreading features were added to CQG API, allowing to:
- Subscribe to new or existing (using QFormula's expression or number) synthetic strategies and get their market data.
- Create and place synthetic strategy orders.
- Monitor the synthetic strategy order status (hang, overfill, etc.)
- Request existing synthetic strategy orders
- Request historical data for synthetic strategies (CQGTimedBars, CQGConstantVolumeBars , CQGPointAndFigureBars, CQGCustomStudies, CQGConditions)
- View QFormula expression and number
To improve the performance of real-time data delivery, the following functionalities were added to CQG API:
- It is possible now to subscribe to a group of options at once, which is both much convenient and faster than subscribing to each option separately.
- Previously, CQG API was only supporting non-dispatch events. Now, it is also possible to subscribe to vtbl events.
- Now the user can configure the time duration, which CQG API spends on market data updates processing.