NexusFi: Find Your Edge


Home Menu

 





CQG data via API with AMP as broker


Discussion in Brokers

Updated
      Top Posters
    1. looks_one Lornz with 4 posts (0 thanks)
    2. looks_two slickiam with 4 posts (2 thanks)
    3. looks_3 Jaba with 2 posts (2 thanks)
    4. looks_4 rounder8 with 2 posts (0 thanks)
      Best Posters
    1. looks_one TimeTrade with 2 thanks per post
    2. looks_two Jaba with 1 thanks per post
    3. looks_3 syxforex with 1 thanks per post
    4. looks_4 slickiam with 0.5 thanks per post
    1. trending_up 13,127 views
    2. thumb_up 8 thanks given
    3. group 13 followers
    1. forum 22 posts
    2. attach_file 0 attachments




 
Search this Thread

CQG data via API with AMP as broker

  #11 (permalink)
 rounder8 
Bangkok, Thailand
 
Experience: None
Posts: 148 since Mar 2011
Thanks Given: 291
Thanks Received: 174


Beljevina View Post
Source? What do you base this on?

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.

Reply With Quote

Can you help answer these questions
from other members on NexusFi?
Better Renko Gaps
The Elite Circle
New Micros: Ultra 10-Year & Ultra T-Bond -- Live Now
Treasury Notes and Bonds
Exit Strategy
NinjaTrader
Futures True Range Report
The Elite Circle
Deepmoney LLM
Elite Quantitative GenAI/LLM
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Get funded firms 2023/2024 - Any recommendations or word …
61 thanks
Funded Trader platforms
39 thanks
Battlestations: Show us your trading desks!
26 thanks
NexusFi site changelog and issues/problem reporting
26 thanks
The Program
18 thanks
  #12 (permalink)
 
NinjaTrader's Avatar
 NinjaTrader  NinjaTrader is an official Site Sponsor
Site Sponsor

Web: NinjaTrader
AMA: Ask Me Anything
Webinars: NinjaTrader Webinars
Elite offer: Click here
 
Posts: 1,713 since May 2010
Thanks Given: 203
Thanks Received: 2,686


rounder8 View Post
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.

Follow me on Twitter Reply With Quote
  #13 (permalink)
 
slickiam's Avatar
 slickiam 
Tomsk, Russia
 
Experience: Beginner
Platform: custom
Trading: gold
Posts: 273 since Dec 2010
Thanks Given: 133
Thanks Received: 435



Lornz View Post
I wasn't aware it was available already. Now they only need to combine MD Trader and MD Charts...

Quick Start Guide for [AUTOLINK]CQG[/AUTOLINK] : [AUTOLINK]MarketDelta[/AUTOLINK] Support

Scientia Libertas Prosperitas
Reply With Quote
Thanked by:
  #14 (permalink)
 
Lornz's Avatar
 Lornz 
Oslo, Norway
 
Experience: Advanced
Platform: CQG, Excel
Trading: CL
Posts: 1,193 since Apr 2010



Well, aren't I ignorant? I haven't been following it closely; I just assumed there'd be an announcement.

Visit my NexusFi Trade Journal Reply With Quote
  #15 (permalink)
 
slickiam's Avatar
 slickiam 
Tomsk, Russia
 
Experience: Beginner
Platform: custom
Trading: gold
Posts: 273 since Dec 2010
Thanks Given: 133
Thanks Received: 435


Lornz View Post
Well, aren't I ignorant? I haven't been following it closely; I just assumed there'd be an announcement.

No, sir. I had voted for you

This is just a link for everyone.

Scientia Libertas Prosperitas
Reply With Quote
Thanked by:
  #16 (permalink)
traderlinda
New York/NY
 
Posts: 5 since May 2012
Thanks Given: 1
Thanks Received: 0

I've used CQG and although its seems more accurate than others, there has been some downtime.

Reply With Quote
  #17 (permalink)
 
yongthanyee's Avatar
 yongthanyee 
Penang, Malaysia
 
Experience: Intermediate
Platform: NinjaTrader
Broker: Philips Futures/PATS; eSignal
Trading: BMD CPO
Posts: 49 since Feb 2012
Thanks Given: 77
Thanks Received: 23

Hi all,

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.

Reply With Quote
Thanked by:
  #18 (permalink)
 syxforex 
British Columbia
 
Experience: Advanced
Platform: NINJA
Broker: ZEN
Trading: Crude
Posts: 1,091 since May 2010


yongthanyee View Post
Hi all,

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.

Visit my NexusFi Trade Journal Reply With Quote
  #19 (permalink)
 Jaba 
Austin TX
 
Experience: Intermediate
Platform: SaintGobain Crystal Ball
Trading: 6E
Posts: 81 since Oct 2010
Thanks Given: 103
Thanks Received: 134

Hi

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.

Thanks.
J

EDIT: I received the info I needed from AMP. Thanks

Reply With Quote
Thanked by:
  #20 (permalink)
 dtman 
Los Angeles
 
Experience: Advanced
Platform: Ninjatrader, Tradestation
Trading: Futures
Posts: 45 since Sep 2011
Thanks Given: 6
Thanks Received: 19


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?

Reply With Quote




Last Updated on April 15, 2013


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts