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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.
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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:
Supported compilers:
- GCC 3.4.X, 4.0.X
- MS Visual Studio 2005/2008/2010
- JDK 1.5 and above
- .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))
|
