Level 2/Order Book/Market Depth in Amibroker


I have been using Amibroker for about 5 months and it is an amazing trading platform. One thing I find missing in Amibroker is level 2/order book/market depth (real-time streaming not looking for historical data). Are there are plans to develop this functionality in Amibroker? If not, is creating a C++ plugin the best solution to get this functionality in Amibroker or is there a better solution? Any help and guidance is very much appreciated.

Thank you!

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It is on the to do list but not top priority. Order books became less useful because of dark pools and other methods that big players use to hide large orders.

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Thank you Tomasz for your reply!

In spite of dark pools I think order book is useful for day traders and considering Amibroker is so much superior to other trading platforms (offering similar functionality), adding this feature will definitely make Amibroker better in nearly every aspect. I will wait patiently for this functionality to be made available in Amibroker and hope it's not too low on priority.


I agree with @mohitchadha One best offer is definitely not enough for most day traders. I'm also looking forward to having access to markets's depth in AmiBroker.

Thank you.

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