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NinjaTrader Connection Guide for CQG

Requirements

  • NinjaTrader 7 or later
  • Brokerage account using CQG based technology
  • Logon credentials provided by your CQG based broker
    • User name
    • Password

Connection Configuration Instructions

  1. NinjaTrader must be installed
  2. Start NinjaTrader
  3. From the Control Center window, select the menu "Tools > Account Connections…"
  4. In the Account Connection Set Up window, press the "Add…" button
  5. The Connection Wizard will appear. Press the "Next >" button.
  6. As per the image below
    • Connection name: Create a name to identify your connection
    • Provider: Select "CQG" from the list
    • Backup data feed connection: Select your backup datafeed or leave as "<None>"
    • Connect on startup: Enable if you want NinjaTrader to automatically establish a connection on startup
    • Select "Enabled" for historical data or disabled if you will be using a difference connection for historical data
  7. CQG Connection
  8. Press the "Next >" button
  9. As per the image below, enter your CQG account user name and password
    • If the account is a "Demo" account enable the "Demo mode" checkbox
    • If you wish to receive index data (TICK, TRIN etc…) enable "Include index data" checkbox
    • List of all currently supported Indexes
  10. CQG Connection Options
  11. Press the "Next >" button followed by the "Finish" button to complete configuring your CQG account.
  12. To connect to your account, go to the NinjaTrader Control Center window, select the menu "File > Connect" and select your account.
  13. Critical: OCO (one cancels other) orders for CQG are locally simulated on your PC. This means that NinjaTrader must be connected to your broker in order for the OCO capability to function. If you are disconnected and one of the OCO orders are filled, the other WILL NOT be cancelled.