They provide a websocket endpoint which you can connect to with any language. I'm sure C++ has many websocket client libraries you can choose from.
I had the same impression, I liked the support and the clean API design, but v frustrating when the data had issues like large gaps and duplicates.
and every time I find some issues in their historical quote endpoint that funny support guy (jack?)always says "its some backfill issue and it'll be fixed soon". but it never gets fixed...