Real time data source for 8500 tickers

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) ;)~
IEX

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.
-Sean

Additionally for csv return:
TOPS quote (csv) across every symbol
-S

I realize this is an old thread. Just wanted to add an approach that works for me here for anyone else who might find it useful.

I save real time data from websockets into a MySQL DB in the form of 1 minute candles. The latest minute's data is updated every 10 sec for 4000 symbols. Amibroker accesses the data via the ODBC plugin. Performance in scan/exploration is obviously not comparable to the native DB. I'm seeing scans easily run at 1K symbols/minute (depends on volume of candles fetched), which is fast enough for my use cases. The limiting factor here is not Amibroker but the nature of legacy ODBC drivers. The ODBC plugin runs DB queries for each symbol in a serial manner due to ODBC drivers not being robust enough in the past (this thread has some details of this).

The problem with the 99% is unable to work with C++ otherwise one can do all that from plugin.

I once wrote something here.

Every 10 seconds is not real time.

There are large subscriptions available from eSignal that can stream 2000 symbols to AmiBroker in real time (every tick).

@Tomasz I see this a bit differently - the data plug-in path for ingestion is surely very performant. Where can it be better for some of your users? flexibility & a more modern approach. A built in websocket listener instead of DDE, ADK in other popular languages (Python, Java, Node..) or multi-threaded ODBC - even one of these would be a big enabler