For developers who prefer C# or VB.NET, the simplifies the process by providing a wrapper around the complex C++ interface.
: Telling AmiBroker whether the plugin supports intraday, daily, real-time, or historical backfills.
GetQuotesEx : The primary function for retrieving data. It handles 64-bit date/time stamps and floating-point values for volume and open interest. amibroker data plugin source code top
: This SDK handles multithreading and memory management, which are notoriously difficult in native C++ plugin development. 3. Specialty & Open-Source Projects
: Used by the plugin to pass data back into AmiBroker. Structure of a Tick/Bar Update For developers who prefer C# or VB
Download Broker.h and Plugin.h from Amibroker’s official site. Define _WIN64_WINNT=0x0601 .
This is arguably the most advanced and feature-rich open-source plugin available, acting as a prime example of modern data plugin architecture. It uses a -based, JSON-formatted communication protocol to stream real-time data. The code addresses several critical features that are highly sought after in professional trading systems: It handles 64-bit date/time stamps and floating-point values
The entry point is a C/C++ DLL that exports specific functions AmiBroker calls during initialization. Here is the canonical structure of a high-performance plugin:
: Have your network worker connect to your broker's WebSocket stream (e.g., Binance, Interactive Brokers, or Alpaca) and write incoming market ticks to a thread-safe std::map > .