American Clearing

Your Desired Partner

 

 

API

 

We offer Rithmic API for our clients and CQG API for our corporate clients. We also have TT'S API (FIX API) for X_TRADER users.

Rithmic API

R | API ™

R | API ™ is a collection of C ++ and .NET software libraries and interface definitions. Developers and screen designers incorporate R | API ™ into their proprietary software to gain access toR | Trade Execution Platform ™. R | API ™ provides its callers with a normalized view of market data and reference data and of order and execution reports across all supported exchanges. Additionally, R | API ™ exposes R | Trade Execution Platform's ™ timestAmerican Clearings which have µ second granularity, enabling a proprietary algorithmic trading program incorporating R | API ™ to make its own latency calculations on which it may take appropriate action.

Important! R | The API supports both trade orders and quotes. R | The FIX API only supports order routing.

R | API + ™

R | API + ™ is R | API ™ but with access to advanced features of R | Trade Execution Platform ™. A program that incorporates R | API + gains access to R | Trade Execution Platform's ™ custom time, tick, volume and range bars, symbol look-ups and server side trailing stops, OCOs and brackets.

R | FIX API ™

For developers who prefer a protocol interface Rithmic provides R | FIX API ™ - a protocol interface that supports FIX. R | FIX API ™ handles orders, modifications and cancellations only. For access to real-time market data developers use R | FIX API ™ in conjunction with
R | API ™.

Important! R | The API supports both trade orders and quotes. R | The FIX API only supports order routing.

R | Diamond API ™

R | Diamond API ™ is R | API ™ but with access to R | Trade Execution Platform's ™ ultra-low latency and high frequency trading capabilities. R | Diamond API ™ contains R | API ™ but also enables its caller to connect directly to Rithmic's exchange facing gateways and to connect to Rithmic's market data handlers.

A program that incorporates R | Diamond API ™ (also referred to as a Diamond Program ™) connects to R | Trade Execution Platform ™ as any program does that incorporates R | API ™, but, subject to Rithmic’s exchange entitlements processing, it also connects directly to Rithmic’s market data handlers instead of connecting to Rithmic’s ticker plant and it also connects directly to Rithmic’s exchange facing gateways. A Diamond Program ™ submits orders to R | Trade Execution Platform ™ marked to be held, so that when they have passed Rithmic's pre-trade risk compliance, they rest in Rithmic's exchange facing gateways. As the Diamond Program ™ gets market data from Rithmic's market data handlers it evaluates that market data with an eye toward releasing orders. When a Diamond Program ™ decides it is time to release an order to an exchange, it simply sends a small message to one of Rithmic's exchange facing gateways indicating the order number to be released and the price at which the order is to be filled. < / p>

Traders using Diamond Programs ™ realize transit times (the time just before market data is read until the time just after an order is released to an exchange based upon that reading of market data) of less than 250µ seconds (actual times vary and are generally faster).

Cost

As far as Rithmic is concerned, the documentation is free, but when trading, there is a monthly fee of $ 100 per calendar month + a surcharge to the commission of $0.10 USD per side. All documentation is included in the r | api distribution, which we will send you if you are interested in this type of API.

Price for R | API

$ 0.10 per trade (side), but not less than $ 100 per calendar month (or part of it) for one end user, taking into account only those deals that were executed and sent through programs written by traders or for traders who use R | API.

To use R | API, you should send us request.

R | The API will be delivered to you directly from Rithmic.

Once you have tested your program for basic functionality, Rithmic will then need to see that it runs and that it conforms to Rithmic's naming convention (Rithmic do not need to have the program, they just need to see that it connects to their infrastructure). Rithmic will do this directly with you. Once it conforms, Rithmic will then give you the connect points for paper trading or live trading.

Please confirm that you understand that the program will incorporate R | API may only be used by you and for your proprietary trading only. You cannot use R | API software for developing a commercial product.

CQG API

Client Side API

The API is only provided with the CQG Integrated Client and CQG Classic products. API is no longer provided for the CQG Trader product.

CQG Integrated Client

The client allows you to get real-time and historical market data, as well as trade with our FCM partners.
CQGIC info: http://cqg.com/Products/CQG-Integrated-Client.aspx
Price list for CQG's services can be found here: http://www.cqg.com/Docs/USMonthlyPriceSchedule_nonUS.pdf
The following exchanges are covered: http://www.cqg.com/Docs/USExchangeFees.pdf

Open   API from CQG   facilitates   communication   between   CQG flagship product - CQG   Integrated Client   and   Windows   applications.   Real time data, historical data   via the   API.   Features such as trade routing and the ability to   account management are also available.

API is feature of Integrated Client. There is no separate server based   API. Complex Integrated Client costs $ 595 in month of Trading   available for charting with package CQG Integrated Client for additional $ 245 monthly. Any fees (and other fees, if any) are still applied and are charged separately (contact clearing house or broker about this). Fees for API functions are described below. So that ; trade using API functions on CQG Integrated Client, expect roughly $ 1,085 per month (minimum) before considering account-related costs and historical data access fees.

Most of the API information you need is on the website http://www.cqg.com/Products/CQG-API.aspx.

API interfaces are described in detail in the "API help" file, which is available at the link http://www.cqg.com/Products/CQG-API/Help-for-API.aspx

Sample code is available through the FTP site. The code shows how to program the various modes. VBA samples are mainly in Excel, C ++, C # and VB spreadsheets. .Net samples and examples can be found here ftp://ftp.cqg.com/

Any solution will require coding on your part.



CQG’s API

CQG’s API is a COM based API and it's possible to design the applications in different programming languages including C#, C++, VB.net and many others. Please use these links for our pricing, technical specifications and other important information.

About CQG Integrated Client API: http://www.cqg.com/Products/CQG-API/CQG-Integrated-Client-API.aspx
API info: http://www.cqg.com/Products/CQG-API.aspx
API sAmerican Clearingles: http://www.cqg.com/Products/CQG-API/Resources/CQG-Data-API-SAmerican Clearingles.aspx
API technical documentation: http://www.cqg.com/Products/CQG-API/Resources/Help-for-API.aspx
So after looking through our technical documentation you will be able to conclude how this would integrate with your application.

Download this file to see the difference.


API Trial:

We do offer 14 days free trial. CQGIC trial version is limited to the following only.

· Available symbols and their exchanges:
RICI Exchange: RICITR,
CQG FX Index: IAUDUSD, IEURUSD, IUSDJPY
New Zealand (NZX): WMP
ELX Futures: ZFE, ZNE, ZBE,
GovEx: GVXP02, GVXP10

· 5 bars of timed bar (standard bar chart) data, any bar size (1 minute, 5 minute, daily, etc.).

API on the CQG side

FIX 4.2 (Order Routing)

Trading via FIX through our Gateway.

Our FIX 4.2 API provides access to our Central Gateway for manual and automatic trade execution and for trade monitoring (Drop Copy).

FIX 4.4 (Order Routing)

Your application can be connected to our messengers directly without going through our gateway and it is the fastest way to route the orders. The order goes through minimal risk checks and then the order is sent directly to exchange.
· Our FIX 4.4 API provides access directly to each Exchange Messenger through a separate dedicated connection

Quotes Direct (Market Data)

For the Market Data part, we can offer connectivity via our Quotes Direct product.

· Our Quotes Direct API provides low latency, real-time market data from exchanges around the world ($1000/month per exchange) in one unified format (Quotes Direct). It is a multicast, unconsolidated feed.

Collateral opportunities and costs

The API package must be used in conjunction with an active CQG Integrated Client package, version 8.1903 or higher, with a base price of $ 595.00 per month plus exchange data fees. Additional costs associated with these APIs are as follows:
· API real time data: $ 45.00 per month
· API Historical Data - see the following table:

Data type

Historical API

Extended Historical API

Extended Historical API Plus

Intraday (over 60 min.), daily, weekly, monthly:

300 bars

1,000 bars

4,000 bars

Intraday (less than or equal to 60 minutes)

3,000 bars

10,000 bars

40,000 bars

Tick data:

2 trading days

2 trading days

2 trading days

CVB, P & American Clearing; F and T-Flow TM Bars:

5 trading days

10 trading days

20 trading days

Collateral cost:

$ 100 / month

$ 300 / month

$ 1000 / month

 

Unlimited API historical data for $ 6,000 / month, prepaid for 1 (one) year. If data will be distributed from a PC running CQG Integrated Client, additional payment is possible.

T op govlya via API :
If you want to use the CQG API to trade and you are currently connected Standard Trading or Advanced Trading, the additional charge for this service is $ 245.00 month (this price includes live API subscription) Otherwise, additional fee is $ 445.00 / month for standard trading, API trading and API data time.

If you exceed 1,000 trades per day, there is a fee of $ 0.05 for each additional trade made on that day. When using API for trading (Trading API) for automated trading, additional exchange fees may also appear.

FIX trading API :
CQG supports FIX messaging protocol v4.2 for trade messaging. FIX messages from CQG can be used to support in Client Integrated other standalone configurations. The costs for FIX API are as follows: $ 0.05 for the execution of trade plus $ 10 per month for Trader ID (trader identification number). Costs in required to support CQG trading solutions Integrated Client. API FIX messages for data stream (quotes) not supported. CQGFIX v4.2 specifications and documentation compliance testing available upon request.

TT's API

If you want to work through the API of the quote provider TT, as I understand it, it's free, but you should contact them directly. The link to view their documentation is https: //developer.tradingtechnologies.com/fix-adapter.

API Request

Contact us after opening an account to find out more and connect this service to your account.