Accessing Latest Data From Real-Time External Plugin

[TheWord]

1. I am using Real Time Datafeed through a Data Plugin. GlobalDataFeeds.Net and their product is NimbleDataPro2. Currently I am scanning 200 stocks/minute. Using 1 minute bars.

2. My investment strategy is trend based and I analyse price-volume in real time. For this I need the most recent data.

3. When I request Amibroker for the last bar (as in .. fMyOpen = O[BarCount-1]).
   If script data is outdated, a new 'fetch' command is dispatched to the external Data Plugin. And control returns immediately with outdated (old) data and assigns this to my variable fMyOpen. In the meantime, it takes a few milli-seconds for the Plugin to fetch fresh data from its back-end servers. The time required for this refresh can vary from a few milli-seconds to several seconds. Depending on Internet Speed etc. The latest data-bars are now sitting in the External Data Plugin.

4. How can I access the latest data now sitting in the Data Plugin? Any help/pointers would be greatly appreciated. Thank you.

5. I have also read the following help topics on AB forum.
   (a) Article - How to work with Real-Time data plugins by Tomasz.
   (b) Several other topics on Real-Time plugins on this forum.

[Milosz]

When I request Amibroker for the last bar (as in .. fMyOpen = O[BarCount-1]).

I don't know if my reply will be of any help to you, but try LastValue(C) or GetRTData("Last") if you want the latest available price. Maybe I misunderstand you, but you are talking about miliseconds - and Open by the definition doesn't give you the latest, real-time transaction price, but just Open price. See here:

Trading system with timeframe less than a minute?

@Konstantin GetRTData() retrieves the LAST (the most recent) value of the fields reported by streaming real time data source (usually not available in another way). Read here: https://www.amibroker.com/guide/afl/getrtdata.html https://www.amibroker.com/guide/h_rtsource.html In your case you just need to use LastValue(C). As Tomasz wrote above: Don't use some strange solutions from the link that you provided and don't use your above code for that! Lastvalue(C) is identical in every timefram…

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Besides it all depends on how this specific plugin works... This one is probably not officially supported by AB. Tomasz was writing about different plugin issues in this thread:

Architecture for taking Amibroker /IB live to large universe of stocks on intraday data?

There is a big difference between refreshing and feeding. Every symbol that is for example in the real-time window list or was accessed at any time and stays within RT subscription limit is FEED in real-time constantly. Feeding means streaming RT updates. These updates are received from external RT source, used to produce bar data and AB gets notified with every new tick on every subscribed symbol. This happens on PLUGIN side. These notifications a) mark symbols as “dirty” so AmiBroker knows …

Some other aspects to consider:

How to manually import OHLC data via AFL script?

There are lots of misunderstandings / misconceptions here. First and foremost, you need to understand that AmiBroker is MULTITHREADED application. And that each AFL formula runs in DIFFERENT thread. The thread that is handling data is ALSO different than formula execution thread. Therefore any ‘import’ action triggered from AFL level would NOT be immediately reflected in current formula array but only possibly in NEXT execution. Having said that, import can easily be triggered from AFL, witho…

[TheWord]

Thank you Milosz for posting a solution and other helpful reads. I am in the process of testing GetRTData() & LastValue() in my test AFL. Shall post my results soon. Once again thank you so much.

[TheWord]

I was able to test GetRTData() & LastValue() functions. This absolutely works for me. The problem was, I did not know how to access data in my RealTime Plugin. This function does the trick. Thank you.

I wasn't aware Amibroker has a rich collection of outstanding functions. Exceedingly fine set of tools for a new-comer like me. Not only does GetRTData() fetch the latest "Last" price, but also provides fantastic data like "Ask" and "AskSize". Gives a peek into where a stock is headed. Also there are other goodies provided by this function. Fantastic stuff. Will keep me busy for the next couple of weeks.

We get a glimpse of the innards of AB everytime Mr Tomasz posts a comment. You are absolutely right in this regard. Thank you for posting links to additional information. That was very thoughtful.

Once again Milosz, thank you for your time and effort to help me & others through your reply. Blessings & Warm Regards.

[Milosz]

@TheWord thanks for letting me know! I'm glad I could help