I want to use CQG API, for developing a strategy in c#. Have basic programming experience. Is there anybody who has used it here? Is there any additional cost for using the API, apart from paying for CQG IC? Anything else i should know of?
I used it in the past. No additional cost that I am aware of. One gotcha is that there is a message limit of around 15/second
Ok, i got a reply from CQG, there seems to be an additonal fee of 45 USD/ month if you want real time data feed for the API, another 245USD if you want order routing for API. Have you ever used it with C#, how is the documentation, is easy to implement?
yes I used c#. docs are fine. the new way to subscribe to instruments seems to fix a problem of subscribing but never getting data for an instrument.
Yes, CQG is overcharging for API, but they charge extra fee for every little thing. To use Rthmic, need an account with them?
Yes before the API CQG was free.. You need open a account with FCM broker by example AMP Clearing and ask the platform Rithmic R|API.
I'm sorry, may I update this quite old topic... What variants there are to connect C#/Python standalone trading application with CQG WebAPI/FIX API without paying too much money for that? I know only Sierra Chart, where it's possible to integrate my app with them through DTC protocol and use the market data/trading capabilities of CQG. Does anybody know other software variants, that can be intermediary between CQG and standalone application?