Properly allocate and free data pointers to prevent memory leaks. Conclusion
: The most critical function. AmiBroker calls this to request data for a symbol.
// Process data and fill AmiBroker::Data structure // ...
AmiBroker communicates with external data sources through a dedicated C/C++ Dynamic Link Library (DLL) interface. The AmiBroker Development Kit (ADK) provides standard header files defining the structures and function prototypes necessary for this communication.
To upgrade the source code template from a static historical plugin to a real-time streaming plugin, you must utilize AmiBroker's notification window handle. amibroker data plugin source code top
By leveraging these resources and following the guidelines provided in this article, you can become proficient in writing Amibroker data plugin source code and take your trading to the next level.
Uses a loop to populate the Quotations array. Efficiency here depends on how you handle memory allocation—pre-allocating the array size based on the expected date range is a common optimization.
Always lock your internal data structures when reading or writing across threads. Use lightweight primitives such as CRITICAL_SECTION or std::shared_mutex (for read-heavy performance). Keep the critical section scope as brief as possible. Handling Missing Bars and Gaps
This is the "engine room." When AmiBroker needs data for a chart, it calls GetQuotes . A high-performance plugin source code should implement here. Instead of hitting your API every time a user scrolls, the plugin should store data in a local buffer. 3. Real-Time Streaming vs. Backfill Properly allocate and free data pointers to prevent
The most fundamental part of the source code manages the connection logic. This involves the GetPluginInfo and Init functions. In the source code, this section defines the plugin’s unique ID, the supported data types (e.g., EOD, Intraday, Tick), and the status of the connection. Robust source code in this layer includes error handling to manage disconnections, ensuring that the plugin can auto-reconnect to the data vendor’s server without crashing the Amibroker application.
Handles state changes within the AmiBroker workspace environment, such as switching databases, changing tickers, or closing the application.
void GetSymbol(int index, char* symbol) /* return symbol */ int GetBarCount(const char* symbol) /* return bar count */ return 100; void GetBar(const char* symbol, int barIndex, float* open, float* high, float* low, float* close, float* volume) /* return bar data */ void GetQuote(const char* symbol, float* bid, float* ask) /* return quote */ ;
This source code focuses on the Import functionality rather than the streaming GetQuotes functionality. // Process data and fill AmiBroker::Data structure //
: (Optional) Provides a custom configuration dialog for users to enter API keys or server settings.
public: CSVPlugin(); ~CSVPlugin();
There are several niche repositories that provide source code for specific types of data connections:
The AmiBroker ADK includes a "Sample" folder with a fully functional (though basic) implementation. Reviewing the Sample.cpp file is the best way to understand the data flow.