Obtain your username/password and FeedIDs from Sales@CQG.com.
1. Get the Quotes Direct templates from the Templates Dissemination FTP site.
2. Logon to the Security Definition Server (SDS).
3. Retrieve the security definitions for the enabled contracts.
4. Listen to the Incremental/Snapshot feed(s) as needed to resolve the FAST messages.
5. Decode the FAST message using the corresponding template.
6. Treat the decoded FAST message as a FIX message.
7. For each FIX message check the SecurityID to find whether it matches any ID received from the SDS. Drop the message if no matching ID is found.
8. Process the FIX message according to its content.