Does Amibroker support any real time data sources that would allow the user to scan / explore on ~8500 tickers at once? I am interested in running an explore script on all US exchange traded stock tickers real time with 1min bars. Not sure if this would overwhelm my computer or internet connection. Explore on All Exchange Traded tickers using end of day data from the excellent Norgate data service works very well. However I am looking to explore real time data now on the same tickers. I noticed a service called ActiveTick that appears to offer unlimited real time stock ticker streaming, but to my knowledge no plugin exists for that service in Amibroker. I don’t have any experience with ActiveTick so I have no idea about the quality of their service or data.
You might find this thread worth reading:
Thank you that thread is very helpful. I also realize that I can filter the 8500 tickers down a lot by eliminating penny stocks, ETFs, Warrents, low volume stocks and others that don’t interest me. However I think I will still be above the eSignal limit. The purpose of my post was to see if I am missing any other data source options.
Perhaps my post should be moved to the above link by Milosz. That said, I thought I might add a suggestion to this and the above link.
It would be interesting to see a plug-in built for IEX (by Tomasz) ;)~
While the data isn't perfect, sometimes not even close to the inside market, they do have some great resources and offer the "fire-hose" (subscribed by web socket), which pushes everything they cover every 1 second. So you could at least see how long (after receiving a particular second quote broadcast), the time it takes AB to scrape up the quote document, push quotes into AB and then we could measure our particular AFL(s) against the whole DB for whatever each of us are trying to accomplish. Great for performance testing at the very least.
Example of the fire-hose across some ~8500 symbols...
TOPS quote (JSON) across every symbol
Just an idea, but a great resource regardless.