WsRtd - Websocket-Json standard Data plugin - Test Release

dude · October 14, 2025, 3:00am

Amazing effort! I'm wondering if anyone's tried this with Databento?

nsm51 · October 14, 2025, 2:13pm

It can be done but those members who joined for testing need come to forward.
I am not aware of their brokers/vendors.

nsm51 · October 15, 2025, 11:30am

Hi Friends,

Almost 3 weeks from last feature update, releasing a new feature:
Fully user customizable AFL Extra-Data support.

While you may have different FieldNames for different symbols, this approach is completely Dynamic and allows the user to store custom data per ticker.
It gives you the most optimal memory footprint.
It also supports all 3 data types including Array.

AFL Function Reference - GETEXTRADATA

Docs:

github.com/ideepcoder/Rtd_Ws_AB_plugin

Docs/WSRTD%20Doc.md

main

# WS_RTD_AB
## _AmiBroker Realtime data plugin using Websocket and JSON based communication_

[![Build Status](https://raw.githubusercontent.com/ideepcoder/Rtd_Ws_AB_plugin/84c47468847d2bbf53d2f12fa110d13c041d7b2d/images/unknown.svg)](https://github.com/ideepcoder/Rtd_Ws_AB_plugin)
Doc version: 1.2, Plugin: 3.03.16
## Features
- Bi-directional websocket communication
- Support to backfill historical data
- Easy to integrate Json message structure
- Run multiple instances of AmiBroker locally, each connected to one of multiple Servers
- The design makes it Broker / Data vendor agnostic
- Runs a python based relay server, to ensure individual connections don't disrupt your flow
- Build your own data routing logic
- Store your time-series data in the superfast Amibroker storage database
- Get you Realtime Quote window ticking as opposed to plain ASCII imports
- Supports updating Symbol Information, Extra Data and Fundamental data 

# ✨ Upcoming  ✨
- ArcticDB active integration
- A lot of leverage with keeping bloated data locally in ArcticDB and a concise Amibroker database

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Suggestions for improvement are welcome.

nsm51 · October 24, 2025, 8:43am

AFL Function Reference - GETEXTRADATAFOREIGN

In a scenario where Derivative Tickers like Futures/Options contracts exist as separate symbols, one can similarly use the foreign function calls to access non-current extra data as well for json-ed format if stored for SPOT or main symbol.
It can avoid duplication as well.

chrisnoy · October 30, 2025, 10:52am

I have now nearly finished get the last touches to my setup. One thing i noticed is that in the real time quote window, the "LAST" column doesnt change colour between red and green as it does with other plugin sources. I can't see any other problems. What would be causing this?
Thanks

nsm51 · October 30, 2025, 11:21am

@chrisnoy this one?

chrisnoy · October 30, 2025, 11:27am

Yes, that's the one, i swear it used to work but not now, what does it depend on?

nsm51 · October 30, 2025, 11:42am

Last always worked, because
RecentInfo->fLast = json->FindMember("c");

there used to be "ch" but it was removed.
only "pc" ie. previos-close is required to calculate change and % change which the plugin does.

Last colouring is done by AB.

chrisnoy · October 31, 2025, 10:28am

Yes, I believe my problem went away when i restarted the vendor feed code. Likely to be a temporary loss of prev close due to timing issue. Thanks for your help once again.

chrisnoy · October 31, 2025, 11:24am

Update: WS_RTD Feed Refinements — Stable Intraday Backfill, Volume Accuracy & DoS-Free Streaming

Hi all,

A quick update on the WS_RTD bridge progress — the system is now fully stable and production-ready for Euronext trading (via IBKR).
Here’s what has been finalised since the last post.

1. Backfill (`bffull` / `bfauto`)

bffull now loads a clean 30-day window of native 1-minute bars using
GetIntradayChart(symNo, 1, startDate, endDate) — no aggregation, true vendor bars with correct OHLCV data.
bfauto has been refined:
- Requests without parameters are now ignored for symbols already covered by a recent bffull (<10 K bars).
- For incremental loads, the bridge issues a bfauto aligned to the last bar time from the previous bffull, allowing seamless continuation of history.

This solved the 10 K-bar limit issue and removed redundant data requests.

2. Unified time handling

All timestamps are now processed in Europe/Paris time.
This fixed earlier off-by-one and alignment issues between HIST and RTQ bars and ensured consistent timing across all symbols.

3. Volume and trade ticks

Per-tick vol is injected from TPRMarketDepthMessage (QuoteType == Brief) using LastTradeVolume.
The bridge accumulates these into minute-level v values, giving accurate and matching volume across live and historical data.

4. DoS / RETRIEVE storm resolved

DoS triggers and repeated RETRIEVE events were eliminated by introducing feed-side aggregation and a 0.9-second snapshot strategy.
The feed now emits steady, consolidated symbol snapshots roughly once per second — smoothing tick cadence and keeping the plugin stable without any protocol changes.

5. General stability & “Last” column

Stable multi-day operation confirmed with 170+ symbols.
Seamless transition from backfill → RTQ.
AmiBroker’s “Last” colouring now works reliably (after timing alignment).
AmiBroker handles all colouring internally from fLast vs fPrevClose.

Summary

We now have:

Clean, time-aligned bffull / bfauto logic
Paris-time synchronisation throughout
Accurate per-tick volume
DoS-free operation via 0.9 s snapshots
Confirmed stable performance across Euronext (IBKR broker)

Thanks again to @NSM51 for the WS_RTD plugin framework and everyone who contributed during testing.
I have updated the Github page with latest code and progress.

nsm51 · November 20, 2025, 3:00pm

AB being AB, always super fast and smooth, I don't even restart it for weeks/months with this plugin.
The only time I have to is after windows/driver updates etc.

One issue was losing plugin state so v3.04.20 introduces plugin-DB state persistence.
Now, plugin state is restored between AB restarts and DB switching.

@chrisnoy / @SpandexMan let me know if this is helpful or any suggestions.
It comes with one drawback, bfauto is not resent because existing data is present for a ticker.
So during market hours, one has to remember to backfill.
After market, it is not a problem.

github.com/ideepcoder/Rtd_Ws_AB_plugin

Docs/WSRTD%20Doc.md

main

# WS_RTD_AB
## _AmiBroker Realtime data plugin using Websocket and JSON based communication_

[![Build Status](https://raw.githubusercontent.com/ideepcoder/Rtd_Ws_AB_plugin/84c47468847d2bbf53d2f12fa110d13c041d7b2d/images/unknown.svg)](https://github.com/ideepcoder/Rtd_Ws_AB_plugin)
Doc version: 1.2, Plugin: 3.04.20
## Features
- Bi-directional websocket communication
- Support to backfill historical data
- Easy to integrate Json message structure
- Run multiple instances of AmiBroker locally, each connected to one of multiple Servers
- The design makes it Broker / Data vendor agnostic
- Runs a python based relay server, to ensure individual connections don't disrupt your flow
- Build your own data routing logic
- Store your time-series data in the superfast Amibroker storage database
- Get you Realtime Quote window ticking as opposed to plain ASCII imports
- Supports updating Symbol Information, Extra Data and Fundamental data 
- Supports plugin state persistence, restores data between DB changes and AB restarts. v3.04.20

# ✨ Upcoming  ✨
- ArcticDB active integration

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SpandexMan · November 20, 2025, 11:29pm

I’ll be honest. My focus has been elsewhere for several months and I’ve not developed further on the RTD client.

It is on my radar but I have some other things I’m prioritizing (as, I have moved away from intraday trading for now in any case)

What I’ve been building is a solution which;
-Builds watchlists from Norgate data

Parses the symbols and looks up the IBKR Conid for the same, storing them in memory for fast lookup later
Uses CCXT for crypto data.

The idea is that we can use the plugin and have Crypto and Tradfi all in 1 seamless database.

I completed the ccxt client some time back but will reimplement with the new changes when I come to unify the tradfi work.

The Tradfi Norgate/IBKR side of things has an implementation that I am building as part of a portfolio manager I am working on, but it is not as of yet unified for the RTD plugin.

Trading and development is a side hustle for me, … I work in quite an intense field and have all the busy day to day going on of having a family.

I’m uber impressed at what has been going on this far with the plugin.

okeynwosu · November 21, 2025, 9:28am

@nsm51 Please can you share the link via DM to download the the WsRTD.dll plugin? Thank you for all the work.

tdewangan · November 21, 2025, 9:34am

How can I DM to @nsm51? I do not see any option to DM.

Tomasz · November 21, 2025, 9:35am

Direct Messaging is available once you gain some forum trust to avoid spam. See: Understanding Discourse Trust Levels

tdewangan · November 21, 2025, 9:36am

Hello @nsm51, I just came across your great data plugin. I looks wonderful to get real time data into Amibroker. I looked at the details in the Repository, however I am not getting how to get the WsRTD.dll so that I can write the additional Client Wrapper code etc. Can you please suggest how can I get the WsRTD.dll?

nsm51 · November 21, 2025, 10:24am

Hello,
It is currently in testing, a closed group.

I will share you details in DM to help testing.

jin · November 26, 2025, 10:47am

Hello @nsm51,
Thank you for your work on this project.
I’m interested in testing the WS_RTD plugin with Amibroker (Windows x64, v6.93).
Could you please let me know how to join the testing group or get access to the current build?
Any guidance would be appreciated. Thanks!

newtrader · December 1, 2025, 12:33pm

Dear @nsm51, I would be instrested in tetsng the WS_RTD plugin. Can I be added to the testing group? Thanks for your work on this topic.

dreadmastah · December 2, 2025, 5:20pm

can i try your plug-in @nsm51? cant find it on github