Top | Amibroker Data Plugin Source Code

Supplies end-of-day (EOD) or historical intraday bars upon request.

The "top" source code is often found in the community, where developers share their solutions to specific data integration challenges. Here are the standout GitHub repositories that provide high-quality, usable source code for building AmiBroker data plugins.

AmiBroker provides different quotation structures based on historical requirements.

// 4. NotifyAmiBroker: Handles workspace connect/disconnect events __declspec(dllexport) int NotifyAmiBroker(int Reason, void *pData) switch (Reason) case 1: // Database loaded // Initialize network sockets or database handles here break; case 2: // Database closed // Clean up resources here break; return 0; // 5. Configure: Triggered when the user clicks 'Configure' in AmiBroker __declspec(dllexport) int Configure(HWND parentHWND, struct InfoSite *pSite) MessageBox(parentHWND, "Top Data Plugin Configuration", "Settings", MB_OK); return 1; Use code with caution. 4. Transitioning to Real-Time Streaming

Compile your C++ project using Microsoft Visual Studio, targeting either or x64 , matching your specific AmiBroker installation architecture. amibroker data plugin source code top

The best way to understand a data plugin is to trace the code of a minimal example. Below is a simplified outline of how you would structure your own plugin in C++.

An industry-standard AmiBroker data plugin implementation includes these essential functions and architectural features: How to use AmiBroker with Interactive Brokers TWS

For algorithmic traders and quantitative developers, AmiBroker remains one of the most powerful technical analysis platforms available. However, its true potential is unlocked not just by its formula language (AFL), but by its ability to connect to virtually any data source.

Below is a foundational, clean implementation of a standard AmiBroker data plugin written in C++. This template handles the basic handshake and establishes the structures required to return data bars. Supplies end-of-day (EOD) or historical intraday bars upon

: On NOTIFY_DATABASE_LOAD , spin up an asynchronous network worker using std::thread .

: Have your network worker connect to your broker's WebSocket stream (e.g., Binance, Interactive Brokers, or Alpaca) and write incoming market ticks to a thread-safe std::map > .

This public link is valid for 7 days and shares a thread, including any personal information you added. This link or copies made by others cannot be deleted. If you share with third parties, their policies apply. Can’t copy the link right now. Try again later.

#include #include #include #include #include #include "AmiBroker.h" // DLL Entry Point BOOL APIENTRY DllMain(HMODULE hModule, DWORD ul_reason_for_call, LPVOID lpReserved) switch (ul_reason_for_call) case DLL_PROCESS_ATTACH: case DLL_THREAD_ATTACH: case DLL_THREAD_DETACH: case DLL_PROCESS_DETACH: break; return TRUE; // Capabilities Definition int CustomDataCapability() REQ_INTRADAY; // GetPluginInfo implementation extern "C" __declspec(dllexport) int GetPluginInfo(struct PluginInfo *pInfo) if (pInfo->StructSize < sizeof(struct PluginInfo)) return 0; pInfo->StructSize = sizeof(struct PluginInfo); pInfo->PluginIdent = PLUGIN_IDENTIFIER_DATA; pInfo->PluginVersion = 10100; // Version 1.1.0 pInfo->CapabilityFlags = CustomDataCapability(); strcpy_s(pInfo->Name, "AmiBroker.Top.Data.Plugin"); strcpy_s(pInfo->Vendor, "Quant Developer Labs"); return 1; // Initialization and Notification Handler extern "C" __declspec(dllexport) int Notify(struct PluginNotification *pNotify) if (!pNotify) return 0; switch (pNotify->Reason) case NOTIFY_DATABASE_LOAD: // Global network/API allocations happen here break; case NOTIFY_DATABASE_UNLOAD: // Clean up resources safely break; return 1; // Helper to generate deterministic synthetic price arrays void GenerateSyntheticData(struct Quotation* pQuotes, int requestedBars) double price = 100.0; time_t rawTime; time(&rawTime); // Subtract historical bars (e.g., daily bars) rawTime -= (requestedBars * 86400); for (int i = 0; i < requestedBars; ++i) double change = ((double)rand() / RAND_MAX - 0.5) * 2.0; double open = price; double close = price + change; double high = (open > close ? open : close) + ((double)rand() / RAND_MAX * 0.5); double low = (open < close ? open : close) - ((double)rand() / RAND_MAX * 0.5); long volume = 10000 + (rand() % 50000); // Map standard epoch time to AmiBroker's internal PackedDate format struct tm timeInfo; localtime_s(&timeInfo, &rawTime); pQuotes[i].DateTime.PackDate.Year = timeInfo.tm_year + 1900; pQuotes[i].DateTime.PackDate.Month = timeInfo.tm_mon + 1; pQuotes[i].DateTime.PackDate.Day = timeInfo.tm_mday; pQuotes[i].DateTime.PackDate.Hour = timeInfo.tm_hour; pQuotes[i].DateTime.PackDate.Minute = timeInfo.tm_min; pQuotes[i].DateTime.PackDate.Second = timeInfo.tm_sec; pQuotes[i].Open = (float)open; pQuotes[i].High = (float)high; pQuotes[i].Low = (float)low; pQuotes[i].Close = (float)close; pQuotes[i].Volume = (float)volume; pQuotes[i].OpenInterest = 0.0f; price = close; // Step to next bar rawTime += 86400; // Increment by one day // Data Engine Pipeline Handler extern "C" __declspec(dllexport) int GetQuotesEx(lpstr Ticker, int Periodicity, int LastValidBar, int TotalBars, struct Quotation *pQuotes, struct InsideBidAsk *pBidAsk) // If AmiBroker requires size calculation (pQuotes is null) if (pQuotes == nullptr) return 500; // Force allocation allocation room for 500 bars // If array room is present, fill data elements if (TotalBars > 0) GenerateSyntheticData(pQuotes, TotalBars); return TotalBars; return 0; Use code with caution. 5. Integrating Live Network Data (WebSockets / Async REST) Configure: Triggered when the user clicks 'Configure' in

struct Quotation DATE DateTime; float Price; float Open; float High; float Low; float Volume; float OpenInterest; ; Use code with caution.

Use lightweight synchronization primitives like std::shared_mutex or std::atomic variables. Heavy CRITICAL_SECTION locks will degrade streaming performance.

Do you need or just historical EOD/Intraday backfill ?