cqg

Create CQG connection object

Description

The cqg function creates a cqg object, which represents a CQG^® connection. After you create a cqg object, you can use the object functions to create orders and retrieve historical, real-time, and intraday tick data.

Creation

Syntax

c = cqg

Description

c = cqg creates a CQG connection object c.

Properties

Handle — CQG handle

ActiveX^® object

CQG handle, specified as an ActiveX object.

Example: [1x1 COM.CQG_CQGCEL_4]

APIConfig — API configuration type library specification

configuration object

API configuration type library specification, specified as a configuration object.

Example: [1x1 Interface.CQG_4.0_Type_Library_-_Revised_API.ICQGAPIConfig]

Object Functions

CQG Connection

startUp	Create CQG connection
shutDown	Close CQG connection
close	Close CQG connection

CQG Order Creation

createOrder

Create CQG order

CQG Data Retrieval

history	Request CQG historical data
realtime	Subscribe to CQG instrument
timeseries	Request CQG intraday tick data

Examples

Create CQG Connection Object

Create a CQG connection object.

c = cqg

c = 

  cqg with properties:

       Handle: [1x1 COM.CQG_CQGCEL_4]
    APIConfig: [1x1 Interface.CQG_4.0_Type_Library_-_Revised_API.ICQGAPIConfig]

CQG connection object properties reflect the CQG ActiveX object Handle and the API configuration type library specification APIConfig.

Display the Handle property of c.

c.Handle

ans =
 
    COM.CQG_CQGCEL_4

After creating the cqg connection object, you can retrieve historical, real-time, and intraday tick data. For details, see history, realtime, and timeseries, respectively.

Close the CQG connection.

close(c)

Version History

Introduced in R2013b