•WebAPI protocol requires protoc version 3.15 or later (it supports optional fields in files with proto3 syntax).
•Added contract_ids (an optional filter specifying contract IDs, used to liquidate positions and cancel any orders that could affect those positions) in GoFlat request.
•Added ContractMetadata.dialect_instrument_group_name field
•Deprecated shared_1.Text.format field – it is no longer filled by WebAPI
•Comment changed for ContractMetadataRequest subscription on synthetic strategy contract.
•WEBAPI-13685 - Desktop Exchange Symbology Improvements WebAPI
•Project adds support for multi- exchange dialect. Changes are version depending. Some fields were renamed and their behavior depends on protocol version which client specified in logon. Protocol allows to specify dialect for symbol resolution, and limited support of preferred dialect (what dialect to return).
•The scope comment and algorithm for min_days_till_position_contract_expiration AccountSummaryStatus field has changed. Now time part is also taking into account when DTE for position contract is calculated.
•Some reserved fields for strategies returned (removed in WebAPI 8x1 Release 1), but with ‘reserved1’ name so old clients could parse messages. Fields are filled with 0 and are not supposed to be used.
•The symbol resolution comment has been changed: 5. If requested symbol points to an option instrument without strike or with invalid strike, it is resolved to at-the-money strike for the specified month and year (except for expired options).
Version: WebAPI 8.7 – Release 1 (Protocol Version: 2.261)
available in stage after 8/19/2025, in production after 9/1/2025
•The fields 34-37 were added to Account* messages in order to support CME SPAN2
•The Symbol resolution rules clarified: If requested symbol points to an option instrument without strike or with invalid strike it is resolved to at-the-money strike for the specified month and year (except for expired options).
•The protocol comment for RealTimeMarketData was modified: Snapshot quotes have no indicators, except INDICATOR_PAST for quotes that belong to the previous trading day.
Version: WebAPI 8.6 – Release 1 (Protocol Version: 2.255)
•Desktop Allocations WebAPI were implemented (Added support of account allocations for desktop)
•WebAPI changes for instrument monikerProto changed: ContractMetadata includes moniker field
•WebAPI Help published: https://help.cqg.com/apihelp/#!Documents/cqgwebapi.htm
Version: WebAPI 8.5 – Release 1 (Protocol Version: 2.253)
•Spread Bar Charts for CQG One WebAPI were implemented.
•Group Acct Relationships in Desktop: Acct Summary, Risk Console, and Auto Liquidation WebAPI
Acct Summary shows the complete margin for the grouped accts. When using Risk Console with Auto Liquidation, ability to auto liquidate for the group and manage the accts accordingly was added.
•Instrument moniker has been added in ContractMetadata (for NODAL exchange)
•protocol comments were updated for OpenPosition message.
Version: WebAPI 8.4 – Release 1 (Protocol Version: 2.249)
•Chain_order_id in OrderStatusRequest was renamed to order_id, comment updated.
Version: WebAPI 8.3 – Release 1.1 (Protocol Version: 2.248)
•“AccountSummaryStatus.current_balance field didn’t fully include PL for options (when an option position from previous day is closed today)”
Version: WebAPI 8.3 – Release 1 (Protocol Version: 2.248)
•WebAPI used to calculate current_balance reducing option_premium twice for open option positions. Also clarified AccountSummaryStatus.option_premium field meaning.
•Improved metadata_2.CountryMetadata comment, explaining that the country can identify not only an actual country, but also an exchange.
Version: WebAPI 8.2 – Release 1 (Protocol Version: 2.245)
•Added support for Demo UDS: Implemented protocol changes to support UDSes defined in simulation mode.
•Replaced level MARKET_VALUES with END_OF_DAY in protocol commentaries: ContractMetadata.end_of_day_delay.
•Added order expiration time to order status.
•Clarified comments to Quote::Indicator enum values.
Version: WebAPI 8.1 – Release 1 (Protocol Version: 2.240)
•Added support for per-leg open/close instructions, speculation type for native strategies.
•“bar_count” field was added to TimeBarParameters. When specified it allows to request that number of bars starting from “to_time” in backwards direction. Either “from_utc_time” or “bar_count” can be used for making time bars request.
•A new field - strike_price_scale – was added into ContractMetadata. The meaning the same as display_price_scale but it applies to strike_price. It is available for options.
•A deprecated node_index fields of synthetic strategy messages have been removed. Users are required to specify node_path/node_number fields to address strategy nodes instead.
•Improved comments: Changed comment for historical_2.TimeBarReport.truncated; Fixed comment for MarketDataSubscription.include_past_market_values; Added a comment about source of order id like fields which should be filled with value from received order status.
Version: WebAPI 7.11 – Release 1 (Protocol Version: 2.233)
•Added AccountSummaryStatus.no_multiplier_position_margin field, containing the margin requirement without multipliers based on current positions only.
•Added support for new exec instructions for CEDX in WebAPI: Order::EXEC_INSTRUCTION_CRFQ_LMT, Order::EXEC_INSTRUCTION_CRFQ_MKT. See attached notification.
•Improved comment for market_data_2.PriceDisplayMode.PRICE_DISPLAY_MODE_ROUNDED.
•Renamed brokerage_account_id to brokerage_account_number.
Version: WebAPI 7.10 – Release 1
•Renamed brokerage_account_id to brokerage_account_number in WebAPI protocol
•The failed_fields field was added to AccountSummaryStatus proto message in order to distinguish when field is failed and when field is valid but empty.
•Update comment for AccountSummaryStatus.is_snapshot. Client must use is_snapshot field instead of waiting of TradeSnapshotCompletion.
•Added comment for VolumeProfileParameters: start_utc_time is rounded down to a whole minute, end_utc_time is rounded up to a whole minute.
•Added new optional last trade time field to MarketValues.
Version: WebAPI 7.9 – Release 1
•Improved comment for VolumeProfileParameters.
•node_index field of strategy messages is deprecated and replaced by node_path, node_number to be conformant with the GW strategy addressing way.
•The CountryListRequest, CalendarEventListRequest, CalendarEventProviderListRequest, CalendarEventTypeListRequest were added, economic_calendar_2.proto file was added.
•Improved comments in protocol about unavailable fields in delayed snapshot.
•Updated comment for covering_price and option_delta fields in startegy_definition_2.
Version: WebAPI 7.8 – Release 1
•Сomments were improved:
•Comments for ConditionRule.notification_title and ConditionRule.nodification_body don’t mention exact value of limit anymore;
•Comments for *.rule_tags fields mention that the number of tags is limited.
Version: WebAPI 7.7 – Release 1
•There are no changes in WebAPI 7.7 Release 1
Version: WebAPI 7.6 – Release 1
•In the scope of the Study Alerts the following changes are made in WebAPI protocol:
•Functions for Study Alerts (possible nested) are added to rules_1.Expression
•The list of extended entitlements for the requested contract is added to MarketDataEntitlementReport
•API_LIMIT_RULES_IN_PROCESSING is removed from ApiLimitReport as not supported
•Also, internal protocols for Rules Engine (ruleseng_1.proto, rulesenginternal_1.proto) and Push Notification Service (notifications_1.proto) were moved from Proto/WebAPI folder to Proto/RulesEngine and Proto/PNS folder correspondingly. These protocols are not published to WebAPI users but used internally in CQG by other services.
•New field exchange_close was added to message TimeBar.
•Added IcebergHungLotsLimit parameter to ss exec pattern. StrategyLimitOrderParameters. iceberg_hung_lots_limit added, a number of incomplete (hung) strategy lots that don’t block next iceberg slice.
•Comments about not allowed order and transaction statuses in OrderEventRule added
Version: WebAPI 7.5 – Release 1
•New GoFlatStatus message was added to WebAPI protocol.
•The comments for TradeSnapshotCompletion message processing were added. It should make clearer for clients how to process incoming messages.
•The project Limit account rules to specific accounts was
implemented:
Gateway Account can be configured to zero account’s positions on
the beginning of the every trading day. The same settings is possible for
account’s balance. Auto Liquidation rules should not apply to such accounts
because this can lead to rule being triggered unexpectedly for client. Proto
changes:
•New filters for account summary - exclude_cleared_with_zeroed_positions, exclude_cleared_with_zeroed_balances.
•‘deleted’ field is added in AccountSummaryStatus to notify about removing/exclusion the account (available only for new clients).
•Account property supports_statements renamed and supported as cleared_by_statements.
•Clarification about supported accounts for rules is added.
•Support for RFQSubscriptionRequest/Response was added. The subscription is done for all exchanges enabled to the trader.
Version: WebAPI 7.4 – Release 1
•HMS auto hedge commodity threshold changes:
•TailManagementConfigurationSubscription2 message is added.
•TailManagementConfigurationSubscription message is deprecated. TailManagementConfigurationSubscription2 should be used instead.
•ResetCustomBasisRequest and ResetCustomBasisResult messages are removed.
•API_LIMIT_RESET_CUSTOM_BASIS_REQUESTS_RATE limit is removed.
•group_balance_details field is added to HedgeBooksReport message.
•contract_group_name field is added to HedgeBalanceDetails message.
•cash_order_details, hedge_order_details and cash_to_hedge_orders_links fields of HedgeBookDetailsReport are removed.
•group_metadata field is added to TailManagementConfigurationMetadata message.
•group_tail_management_configurations field is added to UpdateTailManagementConfiguration message.
•Differences between TailManagementConfigurationSubscription and TailManagementConfigurationSubscription2:
•tail_management_configurations is identical, except for default configuration.
•Default configuration in TailManagementConfigurationSubscription2.tail_management_configurations is represented with empty HedgeBalanceKey instead of empty array of hedge_balance_keys.
•Default configuration in TailManagementConfigurationSubscription2.tail_management_configurations is present only if it was overridden.
•TailManagementConfigurationSubscription2 also contains group configurations and server defaults in dedicated fields: default_tail_management_configuration, group_tail_management_configurations, default_group_tail_management_configuration.
•WEBAPI-10517 Updated comments for OTE/MVO/MVF fields of trade_routing_2.proto CollateralStatus and AccountSummaryStatus: added more options in case when trade and settlement are not available.
Version: WebAPI 7.3 – Release 1 Proto version 2.208:
•WEBAPI-10512 Cryptographically sign account list and feature entitlements
responsesWebApi exposes public api HTTP REST endpoint with weak_from_this
(publickeys) in JWK format. WebAPI signs account list and feature entitlements
responses. The signatures generates for strings:
•AccountsRequest.sign_responses, AccountsReport.signature EntitlementRequest. sign_responses, EntitlementReport.signature fields were added.
•WEBAPI-10226 Clarified comment for TradingState.EXCHANGE_STATE_PRE_OPEN. Added a note that clients can use exchange-specific state for extended out-of-trading market state.
•WEBAPI-10504 Added protocol clarification about InformationReport that information report may be without any typed report fields.
•WEBAPI-9746 - we changed all sint32 scaled price fields to sint64.
•WEBAPI-10937 Set update interval for Historical requests to 10 sec. Updated TimeBarParameters. update_interval comment to reflect these changes.
•WEBAPI-10793 Added AccountRiskParametersRequest/Response: A request for account risk parameters.