Intraday Data from Tiingo

I am quite sure that Tomasz must be aware of that new feature from Tiingo:
API Improvements:
Improved Caching for Historical Intraday Queries

This new caching approach has been in R&D here at Tiingo for the past two years, and we are so proud to finally bring it to you live.

Speed has been something we are obsessed with. For our real-time data, we've gone as far as optimizing server location in order to minimize latency from exchanges like IEX, resulting in latency that's only a few ms.

And now, for our historical intraday data, we've rebuilt our entire caching engine from the ground up, which will allow you to slice, dice, and resample intraday data in constant time and faster than ever before. This means that you may query intraday data from as far back as 2017, and it will load just as quickly as data from 2020. Additionally, this new caching engine has allowed us to increase the number of bars returned from 2,000 to 10,000 for the IEX Historical Endpoint, all the while increasing response times up to 5-fold.

As a sample, click this link to see how fast the data loads (1 min AAPL Data from 2018):
https://api.tiingo.com/iex/aapl/prices?startDate=2018-12-1&endDate=2019-01-01&resampleFreq=1min&token=c62a76499e342454ffc3c27653c12cc92409a8f1

Are there any plans to incorporate intra day data into AmiQuote since we lost it from Yahoo ?

Intraday IEX data have been already implemented as User-definable data source starting from AmiQuote version 4. Read the announcement: AmiQuote 4.00 released