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NuGet package

StockSharp.CQG

The CQG Web API connector connects StockSharp to a broker or electronic venue for financial markets. It translates provider-specific data and operations into the unified StockSharp message model, so applications can use the same subscriptions and workflows across different venues. More info on web site https://stocksharp.com/store/

Package details are public. Package downloads require StockSharp access.

Install

dotnet add package StockSharp.CQG --version 5.0.0

README

CQG Web API Connector

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The CQG Web API connector connects StockSharp to a broker or electronic venue for financial markets. It translates provider-specific data and operations into the unified StockSharp message model, so applications can use the same subscriptions and workflows across different venues.

Key capabilities

  • Typical coverage: equities, futures, options.
  • Instrument discovery and provider reference data.
  • Market data supported by the adapter: Level 1 quotes, tick trades, order books and candles.
  • Historical data requests for charting, analysis, and backtesting.
  • Provider-supported order submission and execution workflows.
  • Portfolio, balance, position, and execution-state updates.
  • Real-time subscriptions through the provider's streaming transport.
  • Provider-specific transport, sessions, and data formats are hidden behind the standard StockSharp API.

Typical use

Use this connector for live strategies, trading terminals, order-management services, and monitoring tools that need direct access to the provider.

Available instruments, data depth, trading permissions, rate limits, and service availability are controlled by CQG Web API and by the connected account or API plan.

Release notes

Point the CQG connector at the CQG documentation page

Dependencies

net10.0