When evaluating "top" source code you find online, watch for these red flags:
By: Quantitative Developer’s Desk
In the world of algorithmic trading, Amibroker remains a gold standard for backtesting and analysis. Its speed is legendary, but its true power lies in its extensibility. While Amibroker comes with built-in data sources (ASCII, MetaStock, Yahoo), the holy grail for institutional and serious retail traders is the Amibroker Data Plugin.
If you have ever searched for “Amibroker Data Plugin Source Code Top” or “how to build a custom 64-bit plugin,” you know the documentation is sparse. This article is your definitive guide to the architecture, open-source references, and coding secrets behind the top-tier data plugins.
QuoteEx* pQuote = new QuoteEx(); // Allocated
pQuote->dClose = 100.50;
g_pDataSite->AddRealTimeQuote(pQuote);
// Never deleted -> Leak!
A top plugin is configurable. The source code must register a Windows property sheet.
ABAPI void __stdcall PluginSetting(HWND hParent) // Create dialog from .rc resource DialogBox(hInst, MAKEINTRESOURCE(IDD_SETUP), hParent, ConfigDialogProc);
INT_PTR CALLBACK ConfigDialogProc(HWND hDlg, UINT msg, WPARAM w, LPARAM l) case WM_INITDIALOG: LoadSettingsFromRegistry(); // Top plugins use Registry or JSON config break; case WM_COMMAND: SaveSettingsToRegistry(); break;
Pro tip from top developers: Store connection strings and API keys encrypted via CryptProtectData to avoid plain-text credentials in the registry.
Let’s create the minimalist "top" source code to get you started. This compiles in Visual Studio 2022.
Step 1: SDK Setup
Download Broker.h and Plugin.h from Amibroker’s official site. Define _WIN64_WINNT=0x0601.
Step 2: Main Plugin Declaration
#include "plugin.h" #pragma data_seg(".SHARED") // For multi-chart instance sharing static HINSTANCE hDLL = NULL; #pragma data_seg()
PLUGIN_API BOOL WINAPI DllMain(HINSTANCE hInst, DWORD reason, LPVOID) if (reason == DLL_PROCESS_ATTACH) hDLL = hInst; return TRUE;
Step 3: Implement GetQuotesEx (The Skeleton)
PLUGIN_API int WINAPI GetQuotesEx(LPCTSTR ticker, LPCTSTR database,
QUOTETYPE qType, DWORD dtStart, DWORD dtEnd,
PDWORD pSize, PQUOTE pQuotes, LPDWORD pResult)
// Top-tier plugins check dtStart for "last update" vs "full refresh"
static int callCount = 0;
if (callCount == 0)
// Do one-time connection to your data source
init_websocket_client();
// Fetch logic here...
*pResult = QUOTES_OK;
return 0;
Step 4: The Settings Dialog
Users expect a right-click menu. Implement PluginSetting:
PLUGIN_API BOOL WINAPI PluginSetting(HWND hParent, HINSTANCE hInst, LPCTSTR registryPath)
DialogBox(hInst, MAKEINTRESOURCE(IDD_SETUP), hParent, (DLGPROC)SettingsDlgProc);
return TRUE;
Before diving into source code, we must understand the hierarchy. Amibroker uses a Plugin SDK (Software Development Kit) to interface with external data sources. The "top" plugins (like those for Interactive Brokers, eSignal, or custom WebSocket feeds) share three traits:
Building your own plugin gives you absolute control: you can connect to proprietary APIs, crypto exchanges, or DDE servers without paying monthly data fees.
Before dissecting the code, we must understand why developers seek the source code for data plugins rather than using the generic ones (Yahoo, Google, IQFeed).
Developing an AmiBroker data plugin requires a Win32 DLL that implements the standard AmiBroker Development Kit (ADK)
interface. A well-structured source code file (typically in C++ or C#) should prioritize performance and unique timestamp management to ensure smooth real-time charting. 1. Essential Plugin Interface Functions
Every AmiBroker DLL must export these core functions to be recognized as a valid plugin: GetPluginInfo() : Returns a PluginInfo structure containing the plugin's name, author, and a unique ID code (PIDCODE) to prevent conflicts with other plugins.
: Called when AmiBroker loads the DLL; used for initial setup or resource allocation. : Called when the DLL is unloaded to clean up resources. 2. Primary Data Handling Function
The heart of a data plugin is the function responsible for providing quotes to AmiBroker: GetQuotes() / GetQuotesEx() Crucial Performance Tip : The plugin should examine the nLastValid
parameter (the last valid bar AmiBroker already has) and only fetch missing data from that point forward. Data Control
: The plugin has total control over the data array. It is the developer's responsibility to ensure timestamps are unique and data is correctly formatted as OHLCV (Open, High, Low, Close, Volume). 3. Real-Time and Optional Features
For advanced data sources, you may implement these optional exports: GetStatus()
: Provides the connection state (e.g., OK, WAIT, ERR) displayed in the AmiBroker status bar. GetSymbolLimit()
: Defines the maximum number of symbols the plugin can track simultaneously. GetExtraData()
: Allows the retrieval of non-quotation data, such as fundamental metrics or specialized indicators. Streaming Updates WM_USER_STREAMING_UPDATE
message to notify AmiBroker when new data arrives, triggering a chart refresh. 4. Implementation Best Practices
Data Plugin - Design discussions - Plug-ins - Amibroker Forum
Amibroker is one of the most powerful technical analysis platforms available, but its true strength lies in its extensibility. By using the Development Kit (SDK), you can write a custom data plugin to stream price data from any source—be it a REST API, a local database, or a proprietary socket.
Developing a high-performance data plugin requires a deep understanding of C++ and the Amibroker Plugin API. Below is a comprehensive guide and a foundational source code template to help you build a top-tier data plugin. 🛠️ Prerequisites for Development
Before diving into the code, ensure your environment is configured correctly.
Microsoft Visual Studio: Use C++ (Community Edition works fine). amibroker data plugin source code top
AmiBroker Development Kit (ADK): Download this from the official AmiBroker website. It contains necessary headers like Plugin.h.
C++ Knowledge: You must understand DLL entry points and memory management.
Data Source: An API (like Alpaca, Binance, or Interactive Brokers) to fetch prices. 🏗️ Core Architecture of a Data Plugin
An AmiBroker data plugin is a standard Windows DLL. AmiBroker communicates with this DLL through specific exported functions. To be considered a "top" plugin, your code must handle:
Interface Management: Identifying the plugin to the software.
Capability Reporting: Telling AmiBroker if you support intraday, real-time, or EOD data.
Data Streaming: Efficiently pushing Quotation structures into the AmiBroker database. 💻 Source Code Template (C++)
This is a simplified boilerplate for a "Top" performance plugin. It demonstrates the essential exported functions required by Broker.exe.
#include "pch.h" #include "Plugin.h" // Found in the AmiBroker ADK #include Use code with caution. 🚀 Optimization Tips for Top Performance
To make your plugin professional and stable, implement these three advanced features: 1. Multithreading
Never fetch data on the main AmiBroker thread. If your API call hangs, AmiBroker will freeze. Use a background worker thread to pull data and a thread-safe queue to pass it to the GetQuotes function. 2. Backfill Logic
A "top" plugin handles "holes" in data. When a user opens a chart, your plugin should check the last available timestamp and automatically request missing historical data from your provider. 3. Error Handling
Heartbeat Check: Periodically ping your data source to ensure the connection is alive.
Reconnection Logic: If the internet drops, the plugin should attempt an exponential backoff reconnection. 📂 Deployment
Compile as DLL: Set your Visual Studio project to "Release" and "x64" (or x86 depending on your AmiBroker version).
Copy to Plugins Folder: Place your .dll file into C:\Program Files\AmiBroker\Plugins.
Restart AmiBroker: Go to File -> Database Settings -> Configure. Your plugin should appear in the "Data Source" dropdown. ❓ Frequently Asked Questions
Can I write a plugin in Python or C#?AmiBroker requires a C-interface DLL. While you can use "wrappers" for C# or Python, they often introduce latency. For high-frequency data, C++ is the industry standard.
Where can I find more complete source code?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.
Are you targeting Real-Time streaming or End-of-Day updates?
Do you need help with the C++ project configuration specifically?
I can provide more specific code snippets for your chosen API if you provide those details!
The primary resource for developers is the AmiBroker Development Kit (ADK). It contains the essential header files and C++ sample code needed to interface with AmiBroker's internal architecture.
Core Functions: Every plugin requires three standard functions: GetPluginInfo(), Init(), and Release().
Sample Projects: The ADK typically includes a Data_Template folder containing Plugin.cpp and Plugin.h, which you can use as a skeleton for your own project.
Compatibility: While originally built with Visual C++ 6.0, these samples are compatible with modern IDEs like Visual Studio and free packages like DevC++. 2. .NET SDK and Community Plugins
For developers who prefer C# or VB.NET, the AmiBroker .NET SDK simplifies the process by providing a wrapper around the complex C++ interface.
GitHub Repository: High-quality source code for a .NET-based data source can be found on the KriaSoft AmiBroker GitHub.
Key File: Look at DataSource.cs in the repository for an example of how to implement GetQuotes() to return price data to AmiBroker.
Ease of Use: This SDK handles multithreading and memory management, which are notoriously difficult in native C++ plugin development. 3. Specialty & Open-Source Projects
There are several niche repositories that provide source code for specific types of data connections:
Websocket-JSON Plugin: The Rtd_Ws_AB_plugin repository provides code for connecting to modern web-based data streams using Python and WebSockets.
ODBC/SQL Universal Plugin: If your data is in a database, AmiBroker provides a built-in ODBC plugin. While the source code for the plugin itself may be closed, the AFL scripts to interact with it are widely documented.
Python Integration: Some community members use Python scripts to download data and save it as ASCII files that AmiBroker then "watches," effectively acting as a lightweight data bridge. 4. Implementation Checklist When evaluating "top" source code you find online,
When reviewing source code for your plugin, ensure it addresses these critical performance areas:
Optimizing Real-Time Data Plugin for Multiple Tickers - Plug-ins
Developing a custom data plugin for AmiBroker allows you to stream real-time or historical market data from any source directly into the software's high-speed database. This is typically achieved using the AmiBroker Development Kit (ADK), which provides the necessary C/C++ headers and architectural guidelines. 1. Core Architecture and ADK
AmiBroker data plugins are regular Win32 Dynamic Link Libraries (.dll). To build one, you must implement specific exported functions that AmiBroker calls to communicate with your data source. Essential Exported Functions: Every plugin must include:
GetPluginInfo: Returns metadata like the plugin name, vendor, and a unique ID code to prevent conflicts.
Init() and Release(): Handle the setup and teardown of the plugin.
GetQuotesEx: The primary function for retrieving data. It handles 64-bit date/time stamps and floating-point values for volume and open interest.
Notify: Receives notifications from AmiBroker regarding database loads, unloads, or settings changes. 2. Available Source Code Templates
Developers can find starting points in several languages, depending on their expertise:
Native C/C++ (Official): The AmiBroker ADK is the standard tool. It includes a "Data_Template" project that can be compiled with Visual C++ 6.0 or newer versions like Visual Studio 2022.
C# / .NET SDK: For those preferring managed code, the AmiBroker .NET SDK on GitHub provides a wrapper that allows you to write plugins in C#.
Python Integration: While Python is often used for data scraping or "feeder" scripts (e.g., ami2py), a true data plugin typically requires a DLL bridge. 3. Implementation Patterns Modern plugins often use a two-part architecture:
A Connector: A script (often Python or Node.js) that fetches data via WebSockets or REST APIs from a broker or data provider.
The DLL Plugin: A compiled C++ or C# library that sits inside the AmiBroker/Plugins folder and feeds that data into the GetQuotesEx buffer. Starting Data plug in project - Amibroker Forum
Developing an AmiBroker data plugin requires using the AmiBroker Development Kit (ADK)
, which provides the necessary C/C++ headers and sample source code to link external data feeds into the AmiBroker engine. Core Architecture
AmiBroker data plugins are standard Win32 DLLs (32-bit or 64-bit) that implement a specific set of exported functions. The engine communicates with these DLLs to request price data for specific tickers and timeframes. about.gitlab.com 1. Required Standard Exports
Every AmiBroker plugin must export these three core functions: GetPluginInfo
: Returns basic metadata like the plugin name, vendor, and a unique 4-character ID (PIDCODE). : Called when the plugin is loaded to initialize resources. : Called when the plugin is unloaded to free memory. 2. Primary Data Functions
To act as a data source, the plugin must implement functions to provide quotes: GetQuotesEx
: The modern function for fetching historical and real-time data. It receives a ticker name and periodicity and must fill a buffer with price arrays (Open, High, Low, Close, Volume, etc.). GetPluginConfig
: (Optional) Provides a custom configuration dialog for users to enter API keys or server settings.
: Used to inform AmiBroker of status changes (e.g., connection lost or new data available). AmiBroker Community Forum Key Development Resources
Optimizing Real-Time Data Plugin for Multiple Tickers - Plug-ins
An AmiBroker data plugin serves as a high-performance bridge between the AmiBroker platform and external data providers. Using the AmiBroker Development Kit (ADK), developers can build DLL-based plugins (typically in C++ or .NET) to feed real-time quotes and historical data directly into the platform. Core Technical Features
An industry-standard AmiBroker data plugin implementation includes these essential functions and architectural features: How to use AmiBroker with Interactive Brokers TWS
Developing a high-performance data plugin for AmiBroker requires a deep understanding of its C++ SDK and the mechanics of real-time data streaming. AmiBroker’s architecture is designed for speed, and its plugin system allows developers to feed external market data—whether from a REST API, WebSocket, or local database—directly into the software’s database engine. The Foundation of an AmiBroker Plugin
The core of any AmiBroker data plugin is a dynamic link library (DLL) written in C++. AmiBroker provides a specialized Software Development Kit (SDK) that defines the required entry points and structures. The most critical component is the PluginInfo structure, which tells AmiBroker the name of the plugin, its version, and what capabilities it supports, such as intraday data, tick-by-tick updates, or backfill functionality.
To initiate communication, the plugin must export several mandatory functions. The GetPluginInfo function is the first point of contact, providing metadata to the host application. Once the user selects the data source in AmiBroker's settings, the Init function is called to set up resources, while Release handles the cleanup when the application closes or the data source is changed. Managing Data Streams and Backfills
The true complexity of a data plugin lies in how it handles the GetQuotes and GetExtraData functions. AmiBroker operates on a "pull" or "notification" basis. When the software needs to update a chart, it calls the plugin to see if new data is available. A robust plugin must implement an efficient buffering system. Since market data often arrives in bursts, the plugin should store incoming ticks in a thread-safe queue and then flush them to AmiBroker's memory structures during the update cycle.
Backfilling is another essential feature. When a user opens a new symbol, the plugin must recognize that historical data is missing and trigger a request to the data provider's server. This is typically handled through a background thread to ensure that the AmiBroker user interface remains responsive while the historical bars are being downloaded and processed. Performance and Stability Considerations
Because AmiBroker is a 32-bit or 64-bit multi-threaded application, thread safety is paramount. Developers must use mutexes or critical sections when accessing shared data structures to prevent crashes. Furthermore, memory management must be impeccable; leaking memory in a data plugin will eventually lead to system instability, especially during long trading sessions where millions of ticks may be processed.
Optimization is also key. Using efficient data structures for symbol lookups, such as hash maps, and minimizing the overhead of string manipulations can significantly improve the speed at which the plugin feeds data to the UI. A well-coded plugin not only delivers data accurately but does so with minimal CPU footprint, allowing the user to run complex AFL (AmiBroker Formula Language) scripts without lag. Conclusion
Creating a top-tier AmiBroker data plugin is a bridge between raw financial data and sophisticated technical analysis. By mastering the C++ SDK, implementing reliable threading models, and ensuring efficient data throughput, a developer can create a seamless experience for traders. While the initial development curve is steep, the resulting ability to integrate any data source into AmiBroker provides a powerful competitive edge in the world of automated trading and market analysis. A top plugin is configurable
Building your own AmiBroker data plugin is the ultimate "power move" for traders who want total control over their data feeds—whether you’re pulling from a custom crypto API or a proprietary SQL database.
Here is a blog post draft that dives into the technical essentials, top source code examples, and how to get started.
Cracking the Code: A Deep Dive into AmiBroker Data Plugin Development For most traders, AmiBroker’s AFL
is enough. But when you need to stream unique data in real-time or bypass standard vendor limitations, you need a Data Plugin
. This isn’t just an AFL script; it’s a Win32 DLL that acts as a direct bridge between your data source and AmiBroker’s engine.
If you’re hunting for the "top" source code and methods to build one in 2026, here is the breakdown. 1. The Foundation: AmiBroker Development Kit (ADK) The gold standard for starting any plugin is the official AmiBroker Development Kit (ADK)
. It contains the C++ header files and source code samples required to interface with AmiBroker’s internal structures. What’s inside: It includes the sample plugin (source code provided) and the data template. Version Note: Ensure you are using
or newer, which supports 64-bit date/time resolution and floating-point volume fields. You can often find community mirrors of the ADK on GitLab 2. Top Source Code Examples & Repositories
Don’t start from a blank page. Several open-source projects provide robust templates for modern data feeds: The .NET Approach: If C++ feels like overkill, many developers now use .NET for AmiBroker
. It allows you to write plugins in C# while still maintaining high performance. Check out: DataSource.cs on GitHub for a clean C# implementation. WebSocket & Crypto Feeds: Modern feeds often use JSON via WebSockets. Check out: Rtd_Ws_AB_plugin for WebSocket-based communication. Check out: BTCMarketsForAmibroker for a .NET solution specifically for crypto pricing. ODBC/SQL Source:
If your data lives in a local database (SQL Server, MySQL), AmiBroker provides the ODBC/SQL Universal Data Plugin source code 3. Choosing Your Language Starting Data plug in project - Amibroker Forum
To develop an AmiBroker data plugin, you primarily need the AmiBroker Development Kit (ADK), which provides the necessary C++ headers and sample source code. For modern developers, there are also community-supported .NET alternatives that simplify the process. 1. Official AmiBroker Development Kit (ADK)
The official way to build a plugin is using the ADK, which includes the C++ API definitions and working examples for both indicator and data DLLs.
Latest Version: ADK 2.10a (supports 64-bit date/time and floating-point volume).
Core Files: Look for Plugin.cpp and Plugin.h within the Data_Template folder of the kit.
Documentation: The included ADK.html contains the full API specification for functions like GetQuotesEx.
Download: Available as a self-extracting ADK.exe or ADK.zip from the AmiBroker Download Page. 2. Open Source Examples & SDKs
If you prefer not to work directly in C++, several GitHub repositories provide modern wrappers and full plugin implementations: A AmiBroker Development Kit - GitLab
A very specific request!
Amibroker is a popular technical analysis and trading platform, and its data plugin architecture allows developers to create custom plugins to fetch and manage data from various sources.
Here's a useful paper covering the Amibroker data plugin source code:
Amibroker Data Plugin Development Guide
Introduction
Amibroker provides a powerful data plugin architecture that allows developers to create custom plugins to fetch and manage data from various sources. This guide provides an overview of the Amibroker data plugin development process, including the plugin architecture, data structures, and API.
Plugin Architecture
An Amibroker data plugin consists of a DLL (Dynamic Link Library) file that exports a set of functions. These functions are used by Amibroker to interact with the plugin and retrieve data. The plugin architecture is based on the following components:
Data Structures
Amibroker uses a set of data structures to represent financial data, including:
API
The Amibroker data plugin API provides a set of functions that must be implemented by the plugin developer. These functions include:
Example Plugin Source Code
Here's an example plugin source code in C++ that demonstrates a simple data plugin that reads data from a CSV file:
#include <Amibroker/Plugin.h>
// Define the plugin interface
extern "C"
__declspec(dllexport) int GetBar( const char *symbol, int period, int index, Bar *bar )
// Read data from CSV file
FILE *file = fopen("data.csv", "r");
if (file == NULL) return 0;
// Find the symbol and period
char line[1024];
while (fgets(line, 1024, file))
if (strstr(line, symbol) != NULL && strstr(line, period) != NULL)
// Parse the bar data
sscanf(line, "%d,%f,%f,%f,%f,%f", &bar->time, &bar->open, &bar->high, &bar->low, &bar->close, &bar->volume);
fclose(file);
return 1;
fclose(file);
return 0;
__declspec(dllexport) int GetQuote( const char *symbol, Quote *quote )
// Not implemented
return 0;
__declspec(dllexport) int GetSymbolInfo( const char *symbol, SymbolInfo *info )
// Not implemented
return 0;
__declspec(dllexport) int GetTicker( int index, char *ticker )
// Not implemented
return 0;
This example plugin provides a basic implementation of the GetBar function, which reads data from a CSV file.
Conclusion
Developing an Amibroker data plugin requires a good understanding of the plugin architecture, data structures, and API. This guide provides a useful overview of the development process, and the example plugin source code demonstrates a simple data plugin that reads data from a CSV file. With this information, you can create your own custom data plugins to fetch and manage data from various sources.