CQG Market Data Adaptor

B2BITS CQG Market Data Adaptor allows application to subscribe to one or multiple instruments, supports all the features of CQG market data channels including recovery.

CQG Market Data Adaptor is now available in a 30-day trial version.

Software escrow is avaiable on demand.

CQG preview

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Features

Feature Description
CQG Market Data Feeds access

Connects and maintains connections to the CQG Market Data Feeds via UDP:

  • Incremental Updates feed
  • Market Recovery (Snapshots) feed
  • Instrument Replay (Security Definitions) feed
Auto recovery

Automatically fills gap when packages are lost using high performance recovery methods:

  • Market Recovery
  • Natural Refresh
  • Market Recovery with Natural Refresh

Supports Instrument level sequencing.

CQG feeds arbitration Automatically arbitrates between Feed A and Feed B
FAST decoding Automatically applies FAST decoding, hides FAST details from the client
Order book management Automatically builds and updates order books from market data snapshot and incremental messages
High-level interface Simple API to receive product and instrument definitions, market data events and order book updates via call-back interfaces
Low-level interface Simple API to receive market data FIX messages via call-back interfaces
Adjustable CQG configuration Ability to load CQG configuration file and use connection parameters.
Dynamic FAST templates Ability to load CQG FAST template file and adjust FAST decoder accordingly.
Extendible FIX protocol Ability to add/delete fields and/or messages; change attributes.
High performance The lowest latency among all available software solutions on the market.
Option to support special hardware to increase performance Ability to utilize special hardware (10Gb Ethernet Myricom card) to decrease latency from 3 to 5 times.
Simple intuitive API API to subscribe/unsubscribe by symbol, API to receive security definitions, snapshots, increments, news and security statuses via call-backs.
Well packaged

CQG Market Data Adaptor is delivered with:

  • Precompiled binaries for chosen platform
  • API Guide
  • Programmer's Guide with code examples
  • Set of primitive "Quick Start" samples
  • Set of utilities with sources
  • Benchmark tool with sources
  • Handy installer
  • Software escrow is avaiable on demand
Supported platforms

Supported OS:

  • Windows, Linux, Solaris

Supported compilers:

  • GCC 3.4.X, 4.0.X
  • MS Visual Studio 2005/2008/2010
  • .NET Frameworks 2.0, 3.0, 3.5, 4.0 (with ability to be reused for C#; VB.NET; C++/CLI; MC++; Delphi.NET; MS Excel (MS Office 2003/2007))