My name is Doug Janson and I work for CQG - I was the person instrumental in getting the CQG data feed C++ plugin working with Tomasz and AB. His recolection of events is correct… however i didn’t know that our Java API had alot of bloat.
I still have a number of CQG customers that I direct to AB for high end testing needs. Unfortunately they have to use IQfeed into AB and rely on CQG data for the automation of the trading. This can lead into problems when the back adjusted data is off between the two data feeds.
If there is someone willing to take a shot at getting the C++ code working - or running it though our API I am sure i can get the approvals for anything that might be locked down on the CQG side. I am interested in a solution for my self and a handful of customers using CQG data in AB.
If I remember - the one limitation with the C++ plugin at the time it was developed was that it didn’t pull in continuation data, only month specific which of course will limit many research needs.
I think the proper way to approach this would be through Continuum’s API. Also the resulting module should be open source.
You can contact me at firstname.lastname@example.org and I will do the footwork within CQG to get it started.