I have used both AMP-CQG on Ninja and CQG IC. AMP-CQG dom-data is updating much, much slower than CQG data. CQG data also shows you all the levels available from the exchange. For example CME futures have 10 levels up and down. Ninjatrader gives only 5 levels up and down but it might be a limitation of Ninjatrader instead of data feed. I'm not sure if there is speed difference between trade data though.
NinjaTrader and CQG worked in partnership to create a custom API based on CQG Trader that was optimized for NinjaTrader that would produce the same level of performance that both CQG Trader and CQG IC enjoy. We spent a lot of time focused on market depth performance and from all of our joint tests and my intimate knowledge of the inner workings of CQG products; I can state that NinjaTrader does not under perform CQG’s own client applications and does not update much slower but in fact, updates at the same rate. This API is exclusive to NinjaTrader and no other platform including Market Delta does not enjoy this API. However, you are correct, the 5 levels of depth is a NinjaTrader limitation.
Asian brokerage using the CGQ platform cannot adopt the Ninjatrader-CQG platform as it is an exclusive arrangement to AMP Futures. Hence they only offered CGQ Trader/IC that can come with the CQG Trader API. I think that CGQ data feed is really good for real time and historical backfill.
Hence, I posed this question to the forum to our trader community to find out whether there is an available Ninjatrader-CQG Trader API Bridge out there.
I just boot up Ninja and then get data feed and place orders through CQG Trader api directly to the broker platform and not via amp connection. This NT-CQG Trader API Bridge basically give you access to all other exchanges with other brokers especially in Asia that are not carried under the CQG-Ninjatrader exchanges under AMP Futures.
Sound interesting yongthanyee. Please let us know what you find. FYI, dtn iqfeed has indicated their willingness to add hkfe to their supported exchanges if they receive a minimum of 100 requests. Please email Robert Carrillo at iqfeed regarding your interest in receiving hkfe tick data in NT7.
The following user says Thank You to syxforex for this post:
I'm currently using AMP/CQGTrader and want to use their API to manage my trades. I don't use AMP for charting. I tried to use some API C# samples from the CQG FTP server, but I had no luck. I'm under impression that the API projects there are for CQG IC, and not the AMP API.
Does anybody have a simple VS C# project for AMP/CQG API that would connect, get some quotes, and send some orders? I just need an example. I would appreciate if you could point me in the right direction.
EDIT: I received the info I needed from AMP. Thanks
Last edited by Jaba; April 1st, 2013 at 03:38 PM.
The following user says Thank You to Jaba for this post:
I would also be interested in that API work you are doing Jabba. I'm looking at writing my own platform and need the socket connections. I'm also wondering about doing a speed test to see how fast the orders are going to the exchange. Anyone have any ideas on good tools for that?