Automated spread trading with CQG IC

Discussion in 'Automated Trading' started by dbonneau, Apr 15, 2012.

  1. dbonneau

    dbonneau

    Hi,

    I have a couple of spread trading strategies in CQG IC and would like to automate it with CQG. However, CQG IC doesn't allow you to trade in automation mode for the spread trading with order management strategy. They told me to use CQG API to build my own spread trading automatic system. I have used C++/ C# code to utilize trading system libraries to come up with strategies, but I have never built for actual execution system before. What do you think is my best approach to automate my spread trading strategies in CQG ?

    I was thinking about using Ninja trader with CQG API. But because Ninja Trader doesn't support New Edge who clears my trades, I can't use Ninja Trader...

    Thanks.
     
  2. dbonneau

    dbonneau

    Hi,

    I really like to use TT product since I also have TT license. But I was having hard time getting exact same spread price in TT as the price shows in CQG

    Thanks