Building a custom data feed plugin for AmiBroker allows quantitative traders to bypass default data limitations, stream real-time feeds from modern REST/Websocket APIs, and achieve lightning-fast charting and backtesting. Achieving a top-performing, reliable architecture requires utilizing the official AmiBroker Development Kit (ADK) . Core Architecture of an AmiBroker Data Plugin
A robust data plugin requires a modular layout. Below is the structural implementation logic for a standard C++ AmiBroker data plugin. Step 1: Plugin Header Definition ( plugin.h )
Financial markets have periods of illiquidity. If your plugin receives a request for a bar interval that has no volume or trades, do not return dummy values with zero prices. Instead, carry forward the previous close price or let AmiBroker pad the gaps automatically by returning the accurate count of valid records. 6. Compilation and Deployment To compile your source code into a functional .dll file: amibroker data plugin source code top
: (Optional) Provides a custom configuration dialog for users to enter API keys or server settings.
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Here is a blog post draft that dives into the technical essentials, top source code examples, and how to get started.
For an advanced "top-tier" data plugin, static historical loading is not enough. You must implement a multi-threaded architecture to handle asynchronous streaming data. Below is the structural implementation logic for a
Never fetch data on the main AmiBroker thread. If your API call hangs, AmiBroker will freeze. Use a background worker thread to pull data and a thread-safe queue to pass it to the GetQuotes function. 2. Backfill Logic