dxFeed Market Data is available via AmiBroker trading platform now

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Accurate tick, low-latency real-time and historical data for equities and futures from the CME Group, Nasdaq, Eurex and Cboe Europe are now available for AmiBroker.

AmiBroker’s users can subscribe to a single market or save costs by buying the CME Group package. Prices start from $19 per month. The list of data feeds will be growing, including FX and other asset types.

dxFeed’s primary focus is delivering financial market information and services to buy-side and sell-side institutions in the global financial industry. Data is delivered from a variety of exchanges in North America, Europe and around the world. dxFeed’s infrastructure spans six data centers in the United States and EMEA regions, with additional worldwide coverage through AWS cloud infrastructure.

Visit get.dxfeed.com to begin using dxFeed’s market data and data management solutions via the AmiBroker trading platform.

dxFeed_AmiBroker

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Hi @dxFeed,

The "Details" button via the "subscribe" link above, doesn't provide much detail about what subscribers get. Can you pls explain, or update the link.

Thanks.

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Hello sinecospi,

Thank you for getting in touch with us. Your feedback is valuable and will help us to improve.

dxFeed subscriptions for AmiBroker provide access to Historical and Real-time (Best Bid and Offer and Last Sale) market data for the full list of symbols that are provided by an exchange.
You can check them on the exchanges’ websites directly:
• CME Group (Globex Column) https://www.cmegroup.com/trading/products/
• Nasdaq https://www.nasdaqtrader.com/Trader.aspx?id=symbollookup

to be continued with more links in the next post (overcoming the forum's limits lol)

• Eurex https://www.eurex.com/ex-en/markets/equ/fut
• Cboe EU https://markets.cboe.com/us/equities/market_statistics/listed_symbols/

The historical data availability depends on the selected base time interval and instrument. Feel free to ask for the specific information you need and we’ll be glad to help.

FWIW: Discourse limits the number of URLs in post in "newbie" posts (users who did not gain enough forum reputation) to prevent spam, as typically spammers post lots of URLs.

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@dxFeed Please can you clarify if this includes historical OHLCV data or only top of book data? On this link that you posted, it only shows 'Top of Book' subscriptions.

Is there an Amibroker plugin for this or else how will it work when using this data source?

Yes dxFeed has written dedicated AmiBroker plugin for their feed.

Hello gambleditall,

Historical data is also included. This has been mentioned in my post above and you can also see it mentioned when you click the Details button next to the subscription in question on our website. More details were sent to you via our ticket system.

As @Tomasz has already mentioned above - we at dxFeed have programmed our own data feed plugin for the AmiBroker platform. The standalone installer is being distributed via our website. Detailed connection instructions are available on the last step of the subscription purchase process and were also sent to you by our support team.

Thank you for the response @dxFeed.

Just wanted to post the response I got from dxFeed for others to see:

Thanks for reaching out.

I’m afraid that currently, it won’t be possible to access 10 years of historical data with dxFeed for AmiBroker. Allow me to describe the length of historical data you can access right now and ways to do so.

Please refer to the current historical data availability below:
1 minute base time interval - 70 days back
5 minute base time interval - 180 days back.
15 minute base time interval - 180 days back
1 hour base time interval - 90 days back
1 day base time interval - 1000 days back

AmiBroker offers two ways to configure the viewing of data by a time interval - Base time interval and Chart interval.

  1. Base time interval can be found in the following menu: tab “File”>option “Database Settings” from the dropdown menu. Marked in the attached screenshot by a red rectangle.
  2. Chart interval can be found on the toolbar above the chart. Marked in the attached screenshot by a yellow rectangle.

The combination of those two options allows for the configuration of data intervals. Please note that the Base time interval should always be equal to or above the time set in the Chart interval. If the Chart interval is set lower, the chart will still be built, however, the actual intervals will still be charted according to the Base interval.

For example, if we set the 5 minute Base interval, but select the 1-minute interval, bars/candles will be charted with a 5-minute interval each.

We are currently working on extending the available historical data and soon are going to roll out an updated plugin with the following data accessibility:
Tick-based resolutions - 30 days back
1 - 4 minutes – 90 days back
5+ minutes – 180 days back
1+ hour – 285 days back
Days, weeks, months – All available period
In all cases, the result is limited to up to 100 000 candles.

As for installing the dxFeed for AMiBroker plugin - the connection instructions are available on the last step of the subscription purchase process. Let me provide them below for your convenience:
Make sure you are running the latest version of the AmiBroker application. You can download it on the AmiBroker website: https://www.amibroker.com/download.html

Download the dxFeed data feed plugin corresponding with the AmiBroker edition you have installed:
32-bit: dxFeedAmiBrokerAddOn_x86.msi
64-bit: dxFeedAmiBrokerAddOn_x64.msi

Proceed to the installation:

Make sure your AmiBroker platform is closed, then run the downloaded plugin installer file and follow the installation wizard. After the plugin is installed, run AmiBroker and click OK in the popup notification to allow running an uncertified plugin.

In AmiBroker go to File → Database Settings, choose dxFeed RT Plugin from the Data Source list. Set the Number of bars to any value up to 100,000. This value defines the request size, as well as the max number of bars that will be stored in the AmiBroker database, for the dxFeed plugin. Select the Base time interval that will be requested from dxFeed for building charts in AmiBroker, click OK.
The plugin status should appear as “WAIT” (waiting for connection) in the bottom right corner of the AmiBroker window. Right-click on this text and select Settings. In the appeared window click Load & Import symbols. The loading process is indicated by the progress bar at the bottom of the AmiBroker window. Wait until the process is finished and the button text changes to Imported symbols X, then click OK.

Right-click on the plugin “WAIT” status and select Connect. Type in your dxFeed account Login and Password received via email upon the subscription purchase, click Login to connect. In the case of a successful connection, the plugin status should change to OK.

You can now access the data for the dxFeed instruments that were added to your database.

If you have any further questions, please do not hesitate to contact me directly.

Best regards,
Tim dxFeed
Customer Care Specialist

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Thank you for your information.

I need the DJI and DJIF intraday and EOD, at lease 5 years with at lease 5 minutes interval.
Which Pack I can order now?

Best Regards!

Hello @kiennc,

Do you need this data from HKEX?

Hello dxFeed!

I need from dxFeed.

@kiennc What would be the description of DJIF that you are looking for? Where is it listed?

By DJIF @kiennc was referring to Dow Jones Future. Let me address your inquiry below now:

At the moment, Micro E-mini Dow Jones Industrial Average Index Futures (/MYM:XCBT) is available via dxFeed CBOT Top of Book subscription: https://get.dxfeed.com/orders/new/amibroker
The amount of available 5-minute historical data is 180 days back.

As for the DJI Index, unfortunately, we do not provide data for it in AmiBroker yet; however, we are going to make it available in the future.

To access more historical DJIF data, as well as accessing DJI Index data, you can contact our sales team at sales@dxfeed.com.

Also in the nearest future, we are going to add a new subscription that among other things will allow accessing calculated data on Dow Jones Indices like:

  • DJI Top 10 gainers by absolute net change
  • DJI Top 10 gainers by relative net change
  • DJI Top 10 gainers by volume
  • DJI Top 10 losers by absolute net change
  • DJI Top 10 losers by relative net change
  • DJIA Advanced issues
  • DJIA Advanced volume
  • DJIA Advancing Issues - Declining Issues Difference
  • DJIA Composite Advanced issues
  • DJIA Composite Advanced volume
  • DJIA Composite Advancing Issues - Declining Issues Difference
  • DJIA Composite Declined issues
  • DJIA Composite Declined volume
  • DJIA Composite TICK
  • DJIA Composite Total volume
  • DJIA Composite TRIN
  • DJIA Composite Unchanged issues
  • DJIA Composite Up Volume - Down Volume Difference
  • DJIA Declined issues
  • DJIA Declined volume
  • DJIA New Highs 1M, 1W, 1Y, 2W, 3M, 6M, 9M
  • DJIA New Lows 1M1W, 1Y, 2W, 3M, 6M, 9M
  • DJIA TICK
  • DJIA Total volume
  • DJIA TRIN
  • DJIA Unchanged issues
  • DJIA Up Volume - Down Volume Difference
  • Put/Call ratio for all DJI Average constituents options
1 Like

when will you get toronto stock exchange data?

Hello @suresh,

Do you need NASDAQ Canada, or only Toronto Stock Exchange?

Toronto stock exchange + US equities

@suresh Thanks for your reply. Toronto Stock Exchange may be added Q3-Q4 2021.