Real-time data as bars?

Is it possible to subscribe to bar data updates?

E.g. I want to have a callback in my code for each new 1-minute bar.

The timed bar requests seem to be one off requests as opposed to a "subscription".

Would I have to use the real-time tick updates and build my own bars?

Comments

  • You may wish to explore X data. External Data and Charting API - With our XData function, you can easily input any time series into CQG IC. You can chart it, put studies and conditions on it, and trigger orders with conditional alerts or automated trading strategies. Coming soon to the Charting API: use your .dll models as native studies with no need to build corresponding formulas in the formula builder. Review our API documentation for more information.
  • I'm going to trade over the API and I'm looking for real-time data bars to generate signals to trade. It doesn't look like XData is relevant in this regard?

    Basically using the API I need to evaluate tick updates and bar updates.
  • Hello,
    Please review the information located at http://partners.cqg.com/api-resources/technical-documentation and http://partners.cqg.com/api-resources/cqg-data-and-trading-apis - This information will help you to decide whether you wish to proceed.
  • Yes, I've obviously looked at the API documentation and run several samples. I find the API documentation very sparse, hence why I'm asking the question here.

    So I take it the lack of answer means it is not possible to get bar updates, e.g. 1-minute bars, in real-time.
  • Ok, looks like I can use timed bar request with updates enabled.
  • Yes, you can. You may contact the technical team at apisupt@cqg.com with any specific questions. Thank you
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