It would be great if the example code would allow for tab-completion. I started to investigate this and it seems all the building blocks are already there:

https://hg.python.org/cpython/file/2.7/Lib/rlcompleter.py
https://docs.python.org/2/library/rlcompleter.html#module-rlcompleter
jqconsole.SetKeyPressHandler

I currently don't have time to push this through myself, but wanted to at least keep a note of my findings in case somebody else is looking for this as well.