For thirty years, CQG, Inc. has been the industry leader for fast, accurate, and reliable market data and unrivaled graphical analysis. Today, CQG is one of the industry’s highest-performing solutions for integrated trade routing, global market data, and advanced technical analysis. CQG provides Direct Market Access to more than forty exchanges through its global network of collocated Hosted Exchange Gateways. CQG’s server-side order management tools for spreading, market aggregation, and smart iceberg orders are unsurpassed for speed and ease-of-use. CQG's market data feed consolidates over a hundred sources, including exchanges worldwide for futures, options, fixed income, foreign exchange, and equities as well as data on debt securities, industry reports, and financial indices.
CQG offers the following integrated trading solutions with the speed and support traders have come to rely on:
CQG provides trade routing to ASX, BGC, BM&FBOVESPA, CBOE, CBOT, CCFE, CME, COMEX, DME, ELX, Eurex, ECX, EEX, FXall, GLOBEX, HKEX, ICAP BrokerTec, ICE Futures Canada, ICE Futures Europe, ICE Futures U.S., KCBT, KRX, LME, MexDer, MGEX, MCeX, Montreal, Nord Pool, NYSE Euronext Liffe, OneChicago, OSE, RTS, SGX, TOCOM, TFX, TurkDEX, and TSE with additional exchanges added regularly.
CQG supports both exchange-supported and synthetic orders. Each Smart Order has unique features designed to aid the trader for better order and trade management. Smart Orders include:
The CQG Spreader is a tool for spread traders needing sophisticated order management and ultra low-latency trade execution. The CQG Spreader allows traders to easily create, trade, and manage multi-legged, intermarket, intramarket, and cross-exchange spreads, and to effectively manage incomplete orders. Traders can manage spreads across accounts and asset classes.
The CQG Spreader Core (colocated servers at the exchanges) uses proprietary algorithmic rules to manage working legs of the spread. Bid/ask queues per leg in the exchange’s order book are monitored by the spread servers for liquidity. The close proximity of the core to the exchange servers allows modification and execution of second legs to occur in less than a millisecond.
CQG Spreader functionality includes:
CQG’s APIs offer solutions for customers needing the most reliable data, advanced analytics, and ultra-low latency trading. Our API solutions allow you to seamlessly deliver market data, analytics, and order routing to external applications. For latency-critical applications, the proximity of CQG’s global network of exchange data centers gets you as close to the markets as possible.
The CQG Data API makes it possible for you to deliver CQG’s market data and analytics to external applications. CQG offers the option of both real-time and historical data for our customers via our API solution. The CQG Data API is based on COM server technology. Any language that supports automation technology may be used for development. CQG provides samples of how to use the API for Microsoft Excel VBA, Visual Basic, C#, C++ and MATLAB. The CQG Trading API allows you to access the CQG Hosted Exchange Gateways for order routing from external applications.
The CQG Data API gives you access to:
The CQG Data API supports real-time and delayed market data from exchanges.
Comprehensive trade and best bid/offer tick data may be retrieved at the end of the day to validate tick database integrity. In addition, the CQG Data API gives you access to consolidated (aggregated) data in different types of bar configurations, such as regular timed, constant volume, point and figure, and TFlow bars. Our historical data includes access to our embedded analytics.
Industry-leading analytics available via the CQG Data API include:
The CQG Trading API can be used for:
For a detailed listing of the prices associated with CQG, please contact an Advantage Futures sales representative at 312-341-ALGO [2546], or send us an email.