CQG historical data

Discussion in 'Data Sets and Feeds' started by minmike, Aug 30, 2007.

  1. minmike


    Does anyone get their data from CQG's API? That have an excel sheet that does a pretty good job.

    I really want to start collecting minute data for ~500 stocks and ~10 futures. I have access to the data, but no great way to get it out.

    Anyone know of a program that I could run end of day that would get the data without me having to enter every stock by hand?

    Entering them all at once doesn't work because the sheet craps out with anything over ~ 5 stocks.

    Thanks for any advice/help.
  2. minmike:

    CQG's Open API can support the functionality you require. It will, however, require coding on your part in VBA, VB.Net, C# or C++ to achieve the desired functionality.

    If you are having performances issues with your DDE links, please contact customer support. We may be able to offer some solutions.

    More info on the API:

    CQG's API is available to CQGNet Professional package subscribers. Please have a look at the CQG web-site: http://www.cqg.com/Products/CQG-API.aspx
    Documentation of the interfaces is in a help files which are available at: http://www.cqg.com/Products/CQG-API/Help-for-API.aspx

    The test code that is available on the web-site is VBA, mostly in Excel spreadsheets. See: ftp://ftp.cqg.com/Open-API/7.5/ They do demonstrate how to program the various event driven modes. C++, C# and VB.Net examples are also available. See: ftp://ftp.cqg.com/Open-API/CodeSamples/ Any solution will require coding on your part.


    API must be used in conjunction with an active CQGNet Client Professional Service, versions 7.5881 or higher, with a base cost of $545.00/month plus exchange data fees. Additional fees associated with the API interfaces are as follows:

    Real Time Data API $45.00/month
    Historical Data API $100.00/month.
    CQG Trading API $200.00/month

    Please direct all future questions and requests re: CQG API to mailto:apisupt@cqg.com.

    Please let us know if you have further questions,

    CQG, Inc.
    Matthew Steckler | CQG Customer Support
    Phone 800-525-1085, ext. 8673

    Sales 800-525-7082
  3. minmike


    I talked to CQG and they weren't able to help. Anyone else have any ideas?

    I'm really just trying to build a longer term database of about 600 stocks and ~10 futures. Doesn't need to be collected real time, minute data.
  4. just21