CQG API Jumpstart C++ Project
As a means of getting a jumpstart on writing an internal program to work with the CQG API, we would like a simple C++ console program that does the following:
1. Reads a text file containing the futures symbols that will be used (ex. CL, BP, KC, etc.)
2. Gets the real time O,H,L,Last price data on these futures (the bar size can be 15 minutes)
3. Puts each future's data into some type of object then pushes these objects into a vector
4. Writes this vector data out to a text file every 15 minutes (the file is overwritten each time)