At least once per day, CQG transmits map files that contain CQG symbols, exchange names, order types, and execution instructions, and instrument groups.
These files contain definitions of CQG-specific codes used in data records.
File name: Exchanges.txt (Please contact the CQG FCM Support Desk for the latest version of the Exchanges.txt file.)
|
Field Name |
Length |
Description |
|
ExchangeNumber |
10 |
Number of the exchange reported in the fill data. |
|
ExchangeName |
16 |
Short name of the exchange. |
File name: OrderTypes.txt (Please contact the CQG FCM Support Desk for the latest version of the OrderTypes.txt file.)
|
Field Name |
Length |
Description |
|
OrderType |
1 |
Order type code (used in version 0 layouts). |
|
ShortName |
8 |
Short name of the order type (used in version 1 layouts). |
|
Description |
64 |
Description of the order type. |
File name: Symbols.txt (Please contact the CQG FCM Support Desk for the latest version of the Symbols.txt file.)
|
Field Name |
Length |
Description |
Included in Subversions |
|
ExchangeID |
10 |
Commodity exchange. |
0+ |
|
CommodityCode |
6 |
Commodity code used in the fill data. The type of this value changed from String(6) to String(32) as of version 1+. |
0+ |
|
Description |
256 |
Commodity description. |
0+ |
|
FCM Exchange Code |
12 |
FCM Back Office Exchange Code |
0+ |
|
FCM Future Code |
24 |
FCM Back Office Future Code |
0+ |
|
FCM Options Code |
24 |
FCM Back Office Option Code |
0+ |
|
CommodityPrefix |
2 |
Commodity prefix used in the fill data. |
0+ |
File name: ExecInstructions.txt (Please contact the CQG FCM Support Desk for the latest version of the ExecInstructions.txt file.)
|
Field Name |
Length |
Description |
|
ExecutionInstructionID |
4 |
Execution instruction ID. |
|
Name |
50 |
Short name of execution instruction. |
|
Description |
64 |
Execution instruction description. |
CQG Instrument Groups file
File name: InstrumentGroups.txt
|
Field Name |
Len |
Description |
|
InstrumentGroupID |
4 |
Instrument group ID. Example: 3 for strategies |
|
Name |
40 |
Short name for the instrument group. Example: Strategies |
|
Description |
256 |
Instrument group description Example: All strategy types (calendar spreads, reduced tick calendar spreads, packs, strips, etc.) |