CQG Algo API is a high-level command and control API which can be used to build scripts or integrate CQG Algo Server into your existing ecosystem. The API is divided into several independent "services" responsible for different aspects of the system. A service can define both, remote procedure call (RPC) and incremental streaming data.
CQG Algo Server uses Google Protocol Buffers as an interface definition language similar to GRPC and it is backed by our custom high-performance TCP protocol. We support C#/.NET and C++ and the architecture is designed for an easy extension. Please, contact APIHelp to discuss your specific business needs.
Synthetic Security Service SyntheticSecurityService creates and manages synthetic spreads. Once created, these spreads show up in the security and market data feeds just like exchange-listed spreads.
Position Service PositionService gets your position and P&L reports or adds fills manually to keep CQG Algo system up to date with an external system.
Admin Service AdminService manages users and controls limits.