CQG API realtime market data

B

boba15

Anyone using CQG API to get real-time tick data?

Maybe you can then share:

1. How many symbols can be realistically simultaneously streamed through their API (I mean the API via the IC)?
2. Do they charge per symbol, or one can stream as many as needed and pay a fixed price (445 euro for the IC + 40 for API)?
3. Are there options to reduce this price (e.g. because not using the IC, only as relay)?

Thanks.
 
Quote from boba15:

Anyone using CQG API to get real-time tick data?

Maybe you can then share:

1. How many symbols can be realistically simultaneously streamed through their API (I mean the API via the IC)?
2. Do they charge per symbol, or one can stream as many as needed and pay a fixed price (445 euro for the IC + 40 for API)?
3. Are there options to reduce this price (e.g. because not using the IC, only as relay)?

Thanks.
More...

I am familiar with CQG api. I have subscribed to at most 30 instruments but I dont know the max limit. One thing that I found odd is that it limits the order messages per second to 10 but can be bumped up to 25. So if you have a bunch of orders out there and want to cancel them all you have put in a delay.

If you just want data to relay there are better places to get it
 
Quote from 2rosy:

I am familiar with CQG api. I have subscribed to at most 30 instruments but I dont know the max limit. One thing that I found odd is that it limits the order messages per second to 10 but can be bumped up to 25. So if you have a bunch of orders out there and want to cancel them all you have put in a delay.

If you just want data to relay there are better places to get it
More...

Ok, thanks, I'm thinking about 1000-2000 instruments at once. And all I need is European tick data, otherwise I could just use iqfeed.

How's the API in general? Reasonably designed? Documented? Easy to work with?
 
2rosy said:
I am familiar with CQG api. I have subscribed to at most 30 instruments but I dont know the max limit. One thing that I found odd is that it limits the order messages per second to 10 but can be bumped up to 25. So if you have a bunch of orders out there and want to cancel them all you have put in a delay.

If you just want data to relay there are better places to get it
More...

hi 2rosy,

Would you mind sharing these places?

I'm currently using Python + ib, and was considering linking Python to CQG as a data feed / live (and partially historical) data source for storing purposes

Thanks
 
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