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. Press the "Next >" button
8. 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
   • Local OCO simulation: Enables NinjaTrader to handle OCO (one cancels other order handling) on your local PC. DO NOT enable this unless otherwise instructed by a technical support representative

9. Press the "Next >" button followed by the "Finish" button to complete configuring your CQG account.
10. To connect to your account, go to the NinjaTrader Control Center window, select the menu "File > Connect" and select your account.

Disclaimer

1. When cancelling orders, working orders within an OCO group will only be cancelled if any order of the group is cancelled directly within NinjaTrader. In all other scenarios these working orders will remain working.
2. An OCO group that has an order rejected will not cancel any remaining working orders in the group.
3. Order quantities of all working orders within an OCO group will be proportionately reduced upon a partial fill of any order in the group based off of original order quantity.
4. There will be an approximated 200ms delay between submission of strategy based stop and target orders.
5. The ‘one cancels other’ (OCO) functionality is only active if linked OCO orders are submitted within the same NinjaTrader session.
6. ATM and NinjaScript strategy features such as trailing stops remain client side.
7. OCO groups cannot reuse IDs from earlier in the trading day. Please be sure to use unique IDs for new OCO groups.