Seeking Real-Time Data Integration Solution for AmiBroker

[Raju]

Hello team,

I hope this message finds you well. I am currently in search of a live data integration solution for AmiBroker. I initially considered contacting eSignal, as they are listed as a provider for real-time data feed on the AmiBroker website (AmiBroker - Special eSignal discount offer). However, when I reached out to an eSignal agent, they informed me that they do not provide any third-party software for using their data. They mentioned that their TC was last updated in the previous year and the link posted date is around 2014. Therefore, I am now looking for alternative options for obtaining real-time data feed for AmiBroker.

I came across the Polygon.io API, which seems like a potential solution. However, for real-time data integration, it appears that I would need to write a custom plugin using C++. Unfortunately, I am not familiar with C++ programming. I would greatly appreciate any guidance or recommendations on how to proceed with this custom plugin development.

My primary objective is to establish real-time data integration with AmiBroker. I am open to exploring direct integration options with data providers that are compatible with AmiBroker and offer reliable data.

Thank you for your assistance and support.

Best regards,
Raju

[Tomasz]

eSignal still works and provides data to 3rd party apps. For more info see: AmiBroker 6.38.0 RC released - #25 by Tomasz

Polygon.IO is not real -time (i.e. streaming) feed. It is snapshot feed. It is supported currently via AmiQuote.

If you don't want eSignal, but want real-time streaming feed, you can use IQFeed or Interactive Brokers. Both work fine as real time data sources.

Recommended reading
https://www.amibroker.com/guide/h_quotes.html

[Jaye]

@Tomasz
Esignal is $50/mo
I called IB, no real time for nonprofessional account.
My choice was Tiingo at $10/mo where I can get real time snapshot data and I tried to use AQ set to 1 minute updates but I dont know how to set it up to get the data into AB as one minute bars for some reason? I was not able to locate a setup tutorial specifically for Tiingo?

[PeterD]

You don't have to be a professional to use IB for real time data. "IBKR PRO" has the option for you to get non-professional pricing.

[Jaye]

@PeterD

"IBKR PRO"

Thanks for your kind response!

I have IBKR LITE and they only allow data for their TWS, no streaming to AB or any other party software is available.

So I bought the Tiingo data source which gives me live price updates at a very reasonable $10/mo to use as a feed for AB in combination with AQ's auto 1 minute update scans to get 1 minute bars because that is plenty fast enough for testing my strategies for buy/sell signals.

The problem I am running into is that I cant get AB to display the 1 minute ticks as 1 minute bars.

When I first start up AB, since I started using Tiingo, the charts all default to 1 minute charts but apparently there is some issue preventing me from getting 1 minute bars, I get a "not enough data warning".

Then I switch each chart to a daily chart then it does show the daily bars correctly at the current price from Tiingo, but that does not offer enough resolution for good entries and exists during the day.

So Tiingo 'current' updates the last bar in AB to the current price even if the last bar showing is a week old giving me one giant cumulative bar and it does not display the new date with the new (current) price until I do a historical update to fill in the missing bars.

Another issue is the huge import.log file. Before I realized what was happening it got to 128gb which I can easily handle for a contiguous file but its writting to the hard drive tiny files throughout the drive and that dogged my computer down to a snails crawl so I had to delete it from both the drive and the recycle bin.

So long story short I am hoping one of 2 possible solutions exist:

First, a solution to get Tiingo to import into AB and display as 1 minute bars in AB charts.

Second if not Tiingo then another data source that I can pick up for $10/mo that will display as minute bars in AB.

Presently I dont know if I am doing something wrong in my setup, I assume I'm doing something wrong in my setup?

[Tomasz]

IB just works. I don’t know what you are talking about . Thousands of users use IB to stream data to Amibroker no problems whatsoever.

[Jaye]

IB claims they do not supply a external feed to IBKRLITE users. AB sits in a steady wait state when I try to stream.

Picture taken today on the 16th

The 1 minute bars seen above are from Tiingo on the 11th.

[Tomasz]

Their web site says IBKR LITE offers NO API ACCESS. Therefore it is not surprising it does not work. See:

Try IBKR Lite | Interactive Brokers LLC

Well, why don't you just use IBKR PRO account?
IBKR PRO as written in this thread is available to INDIVIDUAL TRADERS too.