CQG receives its data directly from the exchanges. Immediately after CQG IC has been enabled, the system begins collecting and displaying real-time data from the CQG network.
This data is continually monitored to filter out bad ticks. When bad ticks are detected, corrections are immediately processed. Likewise, when inserts, deletions, and fast market indications are received, the system immediately sends them to your system.
In the event of an interruption in the operation of the software or the data source, the system automatically corrects the data and fills in the gaps that occurred as a result of the interruption.
Data available with CQG IC and QTrader
|
Data Type |
CQG IC |
QTrader |
|
Daily, Weekly, and Monthly Charting Database |
included |
3 Years |
|
Extended Historical Data for Commodities™ |
included |
3 Years |
|
Intraday Charting Database (3 Months) |
included |
included |
|
RTD |
included |
included |
Note about holidays
|
US holidays |
Behavior |
|
Futures, electronic |
Display as normal trading day. |
|
Futures, pit |
No daily bar. All trading activity is combined with following trade date. |
|
Futures, all sessions |
No daily bar. All trading activity is combined with following trade date. |
|
Equities |
No daily bar. |
|
Fixed income |
No daily bar. |
|
Foreign exchange |
No daily bar. |
|
European holidays |
No daily bar. |
|
Asian holidays |
No daily bar. |
Note about CQG FX data
CQG Comprehensive FX and FX Index data comes from Tullet Prebon. This feed is indicative, not traded. FX Major cross rates update up to once per second. The comprehensive symbols, such as EURUSD, quote an indicative bid-ask range. The index symbol, such as IEURUSD, quotes the midpoint of this range, also up to once per second.
Notes about equities data
We carry standard market hours and do not carry pre-open or post-close data on equities.
We send bids and asks for only a few equities at this time, while we continue to monitor the impact of doing so. Current US equities with bids and asks: S.C, S.NYX, S.PM, S.SPY.
CQG RTD Toolkit for Excel
Video overview of CQG’s RTD Toolkit for Excel
CQG Data Factory
To order historical data, call 1-888-233-1173 or 44-(0)-20-7827-9500. You can also place an order on the Data Factory website.