CQG API and Options

CQGs API supports efficient access to options strike properties through the use of the CQGInstrumentsGroup interface.

With one request to CQG servers, your application can subscribe to all strikes in any given contract month or a range of months.

Data subscription levels can also be configured to optimize instrument resolution for strike properties and market data, allowing for the delivery of critical information without unnecessary overhead.

CQG also offers access to common real-time values for all subscribed options strikes: Greeks, theoretical values and implied volatilities.

Through the API, CQG offers in-depth portfolio analysis capabilities.