Amibroker Live Data Feed
Ena Baccari
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.
@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?
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.
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.
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I have an IB account and I'd like to stream NIFTY data live to AmiBroker. At the moment, live streaming of NIFTY data does not work (discussion here: Chart not updating in real time of index data from IB) and I have not found any workaround for this.
I've worked with IB API for a while now and was wondering if it is possible to send data from python directly to AmiBroker (to solve the NIFTY not streaming live issue)? Is it possible to do something with OLE or something similar?
I'm still not getting any live updates in AmiBroker charts. Do I need to configure anything in AmiBroker to make this work? I don't get any errors related to OLE and a test done using print ("Version", ab.Version) works fine.
Now, when I check the charts on AB, I see the bars being updated every 5 secs with a 1sec lag every 4-5 sec (probably from reading the file). So, my initial problem is now solved fully. But this still feels like an unnecessary and hacky workaround when the native AB-IB plugin works very well and it would be nice if it could just take care of this small edge case.
Flagged and deleted my previous 3 posts because I wanted to remove a name and I can't edit it.
Request to mods/admin: Please remove the username from the path in those posts and undo-delete and flag if possible.
Sorry the trouble.
Thanks!
Moderator comment: post are already deleted and you already posted new code without user names. And yes "hacky workaround" is not good idea. Instead complain to Interactive Brokers because it is their fault of not sending data in this single case the same way as for all other symbols
Please note Amibroker is an independent third party software. Though they provide support for IB and
utilize our APIs to allow clients to connect. They provide support for their software exclusively.
We do not have access nor do we monitor any such discussion forums.
With that being said the type of historical data requests made by AmiBroker is a static request.
They implement their own functions to backload the chart then stream updates with a separate streaming
L1 data request. You would need to contact AmiBroker directly if you have any issues with charts
loading but not streaming in real time as they would need to investigate further what the issue
is with the streaming request.
Should you have any further questions with IB in regards to any streaming data, please contact
us in real time when the market is open and we can help review accordingly. At this time we have
no issues with any streaming requests for Indices like NIFTY50 and should relay back just the
same in any third party as populating in TWS. For any real time support you can call IB or open
a chat when the NSE market is open.
I understand that, that is exactly what I told them when I opened the support ticket and that reply I attached above is basically the reply they have given to your question. Are there any logs from AmiBroker I can show them to prove that the data sent from IB is different for NIFTY compared to other tickers?
The problem with Interactive Brokers is that they are limiting access to certain markets. For example clients from E.U. (like us) simply are not allowed to trade NSE or even subscribe to NSE data. On attempt to subscribe to NSE data by client from E.U. you see the error message like this:
Without market data subscription TWS does NOT allow to get any data (even delayed) via API. Since IB limits even ability to access data, it is impossible for us to check what is wrong with IB with regards to NIFTY50/ NSE.
1 they provide live data for ASX shares (which I used to trade), IQ feed does not.
2 eSignal has an add-on called eSignal Futures trader which links directly to CQG which my futures Broker, Macquarie, uses. This means I only need to pay exchange fees via eSignal and then the same eSignal data feed, covers Amibroker, eSignal app and my Brokers futures trading platform.
eSignal has been reliable and has reasonable level of support when needed.