LIBRARY "TopCustomDataPlugin" EXPORTS GetPluginInfo @1 GetQuotesEx @2 GetPluginCapabilities @3 Use code with caution. Compile the project to generate TopCustomDataPlugin.dll .
The , known as WsRtd , has become the de facto standard for streaming JSON data via WebSockets. It offers:
Replace the placeholder code with your data vendor's API (e.g., using libwebsockets or cURL ).
While the official ADK includes a "Universal Data Plug-in" sample, it is quite basic. For more advanced implementations, developers often look toward:
For real-time data streaming, the plugin must actively notify AmiBroker whenever a new tick arrives. This prevents AmiBroker from constantly polling the DLL. The Notification Loop amibroker data plugin source code top
To create a functional data plugin, you must implement specific exported functions defined in the AmiBroker Development Kit (ADK) .
: Initialising and destroying local memory structures when databases open or close.
: 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.
AmiBroker data plugins are native Win32 dynamic-link libraries (DLLs) written in C/C++ or wrapped via .NET interop. They act as a translator, converting structural JSON, Protocol Buffers, or CSV feeds from an external API into binary memory structures that AmiBroker natively understands. It offers: Replace the placeholder code with your
: The ADK typically includes a Data_Template folder containing Plugin.cpp and Plugin.h , which you can use as a skeleton for your own project.
AmiBroker receives this message and calls GetQuotesEx again to fetch the updated real-time array elements. 6. Critical Optimization Techniques
Always lock your internal data structures when reading or writing across threads. Use lightweight primitives such as CRITICAL_SECTION or std::shared_mutex (for read-heavy performance). Keep the critical section scope as brief as possible. Handling Missing Bars and Gaps
AmiBroker is a highly optimized technical analysis and charting platform. Its speed and efficiency stem from its ability to process massive arrays of financial data in native memory. While AmiBroker provides built-in support for many standard data vendors, institutional traders, crypto enthusiasts, and proprietary trading desks often require integration with custom data sources. This prevents AmiBroker from constantly polling the DLL
Avoid calling new or malloc inside GetQuotesEx . Pre-allocate memory arrays during the plugin initialization phase.
Here's an example implementation:
AmiBroker is a powerful charting and technical analysis platform used by algorithmic traders worldwide. One of its greatest strengths is its extensible architecture, which allows traders to connect third-party data feeds directly into the software. While standard plugins exist for common brokers, building a custom data plugin using the AmiBroker Development Kit (ADK) allows you to stream proprietary data, connect to niche cryptocurrency exchanges, or integrate localized stock feeds.
The "top" of the source code hierarchy refers to the entry points and the structural headers that define how the plugin communicates with the host application. The source code is typically structured around a set of callback functions and exported methods that Amibroker calls during its runtime cycle. These functions handle everything from the initial handshake (identifying the plugin name and version) to the granular retrieval of price ticks.