Before diving into the code, ensure your environment is configured correctly.
For advanced data sources, you may implement these optional exports: GetStatus()
To ensure your DLL is successfully recognized under the menu inside AmiBroker, you must export a set of mandatory API endpoints:
int main()
: Look at DataSource.cs in the repository for an example of how to implement GetQuotes() to return price data to AmiBroker. amibroker data plugin source code top
For quantitative traders and system developers, stands as a colossus of performance and flexibility. However, its true power is unlocked only when you connect it to a proprietary or specialized data feed. This is where the AmiBroker Data Plugin becomes the most critical piece of infrastructure in your trading stack.
If you prefer working with C# or .NET rather than native C++, this open-source SDK allows you to create data plugins more easily.
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: The primary function for data retrieval. It handles the actual request for price bars (OHLCV) and allows for 64-bit date/time stamps and floating-point volume. Before diving into the code, ensure your environment
Populate the RecentInfo structure with the latest Bid/Ask/Last data so the AmiBroker Real-Time Quote window updates instantly. 5. Critical Optimization Techniques
For developers who prefer C# or VB.NET, the simplifies the process by providing a wrapper around the complex C++ interface.
When a new price tick arrives in your background thread, parse it and notify AmiBroker using the Windows messaging API:
Every high-performance AmiBroker data plugin must export a core set of specialized C-runtime functions. When AmiBroker boots or initializes a database, it scans its /Plugins directory, maps these exported functions into memory, and establishes a bidirectional communication channel. New Plug-in development - Amibroker Forum However, its true power is unlocked only when
Use C++11 std::thread to open a WebSocket connection to your data provider.
Search for "AmiBroker Plugin C++" to find wrappers for modern APIs like Interactive Brokers (IBKR) or IQFeed.
A modern, high-performance plugin that uses WebSocket-JSON communication for real-time data streaming.