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I am currently using CQG for spread trading and have a spread trading strategy in CQG chart. I am trying to automate my spread trading strategy in CQG, but CQG told me to look at CQG API samples to build my own system or get third party software.

The CQG trade system doesn't allow you to automate your strategy in CQG IC. So, I need automated trading software to execute my strategy. CQG API should allow you to build your own execution system. Could you tell me which example in CQG API sample helps to start building a spread trading system? For example, buy A instrument and sell B instrument when the spread price goes below lower bollinger band, and put OCO limit order for stop loss and target exit. Would it be hard to make that kind of system using CQG's API?

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    $\begingroup$ What is your question exactly? "Have anyone built an execution system with CQG API"? This doesn't look like a real question at the moment. $\endgroup$ Apr 4, 2012 at 13:08
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    $\begingroup$ Agreed, this one needs edits. For now the answer is either yes or no. What do you really want to know? $\endgroup$
    – Bob Jansen
    Apr 4, 2012 at 17:25
  • $\begingroup$ Yes, I've been working with the CQG API for 1.5 years and designed a system in C# to execute orders and monitor positions. Ive made some prop entry/exit orders and batched orders across accounts which can't be done easily from the CQG IC. What do you want to know? $\endgroup$
    – Filip
    Apr 5, 2012 at 3:37
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    $\begingroup$ Has anyone with non-trivial rep ever heard of this thing? Is this a valid pro question? $\endgroup$ Aug 3, 2012 at 14:41
  • $\begingroup$ This sort of thing is probably better automated with NinjaTrader, or perhaps Quantopian. Definitely it doesn't seem like a question for quant.SE? $\endgroup$ Aug 3, 2014 at 16:08

2 Answers 2

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Based on the conditions you set forth this would be relatively simple in the CQG API. You can, for example, set up condition triggers in the IC. All you're really asking is for an API action following one of the triggers.

Pseudo code would be something like this:

Handles event trigger:
If (additional conditions) then
execute trade.

Are you just shopping for an API?

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I guess that you can implement with CQG APIs, an algo trading referring to this links: https://partners.cqg.com/api-resources/cqg-algo-orders-trading-apis https://partners.cqg.com/api-resources/overview and especially to this link: https://partners.cqg.com/api-resources/cqg-data-and-trading-apis in which shows some programming examples in different languages. https://www.cqg.com/products/cqg-apis

it seems that the API can be used only in the "CQG Integrated Client" https://www.cqg.com/products/product-comparison

I Have ninja trader 8 multy brokerage, but as being very powerful for me i see also some limitations about brokerage and is not been used any more in brokers like AMP and others. cannot integrate with MATLAB or python.

there other ways to integrate MATLAB with other brokers like TT Technologies, Blumberg and Reuters, which seems more expensive options. I had Reuters light core version, "Thomson Reuters Eikon" which had stopped support for MATLAB, and on the data side, I like IQFEED but also no support anymore, the only solution is http://undocumentedmatlab.com/iqml API to connect IQFEED with MATLAB.

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