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СервисEnsure the output artifact is built as a dynamic link library ( .dll ).
An API (like Alpaca, Binance, or Interactive Brokers) to fetch prices. 🏗️ Core Architecture of a Data Plugin
You must understand DLL entry points and memory management.
To be recognized as a valid data plugin, your DLL must export specific functions defined in the AmiBroker Development Kit ( Plugin.h ). These functions govern the plugin lifecycle, configuration, capabilities, and data retrieval. Plugin Initialization and Metadata
The ADK is the official package for C/C++ developers to build custom indicator or data plugin DLLs. Get the latest ADK from the AmiBroker Download Page Essential Files: The kit includes amibroker data plugin source code top
class MyDataPlugin : public CAbDataPlugin
AmiBroker communicates with external data sources through a dedicated C/C++ Dynamic Link Library (DLL) interface. The AmiBroker Development Kit (ADK) provides standard header files defining the structures and function prototypes necessary for this communication.
Select a data source that you want to connect to Amibroker. This could be a:
For developers who prefer C# or VB.NET, the simplifies the process by providing a wrapper around the complex C++ interface. Ensure the output artifact is built as a
Developing a high-performance data plugin for AmiBroker requires a deep understanding of its C++ SDK and the mechanics of real-time data streaming. AmiBroker’s architecture is designed for speed, and its plugin system allows developers to feed external market data—whether from a REST API, WebSocket, or local database—directly into the software’s database engine. The Foundation of an AmiBroker Plugin
For AmiBroker to recognize a DLL as a valid data plugin, the DLL must export a specific set of functions. The primary lifecycle functions include: Function Name Description GetPluginInfo Returns the metadata and capability flags of the plugin. Init
Search for "AmiBroker Plugin C++" to find wrappers for modern APIs like Interactive Brokers (IBKR) or IQFeed.
AmiBroker is renowned among quantitative traders for its blistering backtesting speed and flexibility. However, the software is only as good as the data feeding it. While many commercial vendors offer ready-made connectors, developing your own using the source code SDK allows for unparalleled customization—whether you’re plugging into a proprietary API, a crypto exchange, or a niche local database. To be recognized as a valid data plugin,
If a market data feed sends 50 ticks per second for a single symbol, do not update AmiBroker on every single tick. Buffer the ticks and flush them to AmiBroker at a controlled interval (e.g., every 100ms).
Here's an example implementation:
The Amibroker data plugin source code provides several key functions that developers can use to create custom data plugins:
AmiBroker is a preferred platform for quantitative developers due to its fast backtesting engine. However, the software relies entirely on external market data. While commercial data vendors offer built-in connectors, proprietary data feeds, niche crypto exchanges, or institutional APIs require a custom data plugin.
struct PluginInfo int StructSize; int PluginType; // Must be 1 for Data Plugins int PluginVersion; // e.g., 10000 for version 1.0.0 int IDCode; // Unique 4-byte ID code char Name[64]; // Name displayed in AmiBroker settings char Vendor[64]; // Your name or company name int Certificate; // Set to 0 for unsigned/custom plugins ; Use code with caution. 3. Top Source Code Implementation
A well-structured data plugin (typically C++) consists of several required functions that AmiBroker calls. The top source code examples always implement these correctly: 1. GetPluginInfo