Expand description
§Quotes Direct API
CQG Quotes Direct API provides fast and reliable market data feeds using the industry-standard FIX formats.
This library provides structures, functions and methods for:
- reading TCP and UDP packets
- parsing incoming FAST messages
- generating outgoing FIX messages
Modules§
- fast
- FAST messages definitions for Quotes Direct API
- fix
- Functions to generate FIX messages for Quotes Direct API
- sync
- Synchronous versions of packets processing objects