Automated trading with CQG?

Quote from bone:


There is an inherent limitation using the CQG spread trader or the TT AutoSpreader (using X-Study) - both platforms use the execution side price servers for technical study data feeds, so historical data is lost when the exchange shuts the servers down for maintenance each day. In other words, if you want to integrate historical data into your models you will have problems with some packages like the CQG Spread Trader or the TT AutoSpreader.
More...

I beg to disagree. Not sure about TT's product but CQG owns and maintains its own ticker plant. Thus all of the historical data is available 24/7 independent of exchange schedules or connectivity. Users can review historical data all the time as long as their CQG is online.
 
Yshterk:

I am referring specifically to the CQG Spreader product. I have used CQG for 17 years, and when I heard about their execution platform for spread trading I had to find out more. Joe Kaenen, the CQG Product Manager in Chicago is my contact there and I spent a significant amount of time in his office and mine reviewing the Spreader product for my clients and myself. As of January 2010, the charting functionality for the CQG Spreader Execution platform pulled tic data from the order and execution servers - and that hardware and software is a completely different ECN network than the exchange data information that we are all used to. You basically had to have two CQG licenses - one for historic charting and one for daily/intraday charting and execution. As of January there was no means for the two ECNs to integrate data.
 
Quote from bone:

Yshterk:

I am referring specifically to the CQG Spreader product. I have used CQG for 17 years, and when I heard about their execution platform for spread trading I had to find out more. Joe Kaenen, the CQG Product Manager in Chicago is my contact there and I spent a significant amount of time in his office and mine reviewing the Spreader product for my clients and myself. As of January 2010, the charting functionality for the CQG Spreader Execution platform pulled tic data from the order and execution servers - and that hardware and software is a completely different ECN network than the exchange data information that we are all used to. You basically had to have two CQG licenses - one for historic charting and one for daily/intraday charting and execution. As of January there was no means for the two ECNs to integrate data.
More...

I work for CQG and know a bit about our system. I just sent you a PM with my info, give me a call and we can discuss system's architecture. Let me assure you and everyone else, CQG's charts are available 24/7 no matter whether exchanges are open or closed.
Spreader product is extremily fast when it comes to order execution. Charting and other analytical elements provided by CQG are relying on the CQG's TickerPlant.
Thank you.
 
I stand by my contention based on my hands-on experience with the product in November and December of 2009, and a private message with more technical details I just forwarded to Yuri.

As of January 2010, we couldn't get the CQG Spreader charting package to go back more than several days at most in terms of historical data. Of course, our charts require at least several months of clean consolidated high frequency intraday historical data.

So, please prove me wrong CQG - the IC Spreader with true intraday high frequency historical data would solve alot of problems for me, or at least make things much easier.
 
I am also interested CQG historical data.

Are you guys referring to data you can download and then run in a 3rd party application, like excel?

I was quoted insane prices for this service. Is there an alternative way to back test data without getting an API data feed? CQG's API data feed prices are laughable.
 
CQG has two methods to access their historical data - one from CQG data factory (https://www.cqgdatafactory.com/) and the other is by buying Historical API for CQG Integrated Client. In first case you can pick and choose the instruments and the depth of history you can access, in second case you have access to all instruments you subscribe to for the length of history you pay for (there are several different packages). The other benefit of API is that you get access not only to the historical data but also to all objects associated with it (you can get 1 minute bars, CVB or study values like MA or RSI that CQG will build for you). And, of course, with API you do not need to store anything, CQG will do it for you, you will have a way to access whatever you need for a single monthly price.
 
Quote from TraDaToR:

Hello,

I am tempted to upgrade my trading platform and try CQG integrated client.

I read on the website that IC permits backtesting, optimization and automation.

Who uses CQG to automate?

Individual users as well as large firms.

You should go to www.autoexecsolutions.com
and check out their website.
They offer a 2 week free trial
 
You must log in or register to reply here.
Back
Top