The files uploaded to FTP need to meet particular format and naming requirements.
File Extensions
Files can have any file extension or no file extension. File extensions .txt and .csv are most common. The file extension .csv should be used only with actual comma-separated values.
Once the file format has been set, it should not change unless absolutely necessary, as this requires redevelopment, retesting, and redeployment.
File Types and Naming
If you use GMI:
Send three individual files for mny, pos, and st4.
Files should be zipped.
File names should be prefixed with the date.
There are no additional naming requirements.
If you use Rolfe and Nolan (ION):
Send five individual files for cash balances, currency conversions, offset trades, open positions, and trade confirmations.
Files should be unzipped.
File names should not be prefixed with the date.
There are no additional naming requirements.
If you use RN Host, you have two options:
Option 1:
Send three individual files for balance, currency, and position.
Files should be unzipped.
File names should not be prefixed with the date.
File names must not include spaces.
There are no additional naming requirements.
Option 2 (recommended):
Send one, zipped file containing the three individual files.
File name should be prefixed with the date. The individual files inside the zipped file should not be prefixed with the date.
File names must not include spaces.
There are no additional naming requirements.
Commodities File
In addition to the daily files, you should submit a complete list of commodities, their corresponding symbols, exchanges, and commodity descriptions. This file is used to map order and position information.
You do not need to send this file daily, but you must notify CQG if the information changes, so that we can make the necessary configuration and mapping changes.
Currency File
In addition to the daily files, you should submit a list of currencies, their corresponding codes, and descriptions. This file is used to map FCM currency codes to CQG currency codes.
This file should also include all applicable conversion rates for parsing account and order information. For example, if an order for a contract in GBP is submitted, and the account balance is in USD, then the GBP-USD rate must be included.
This file must be sent daily.