Amibroker Data Plugin Source Code Top Free
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 amibroker data plugin source code top
: 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
Top Open-Source Repositories to Study (Conceptual)
While full commercial source codes are proprietary, the community has produced outstanding open-source reference implementations. When searching for "amibroker data plugin source code top", look for these patterns: Developing an AmiBroker data plugin requires using the
1. The "CSV/File Plugin" – Best for Learning (Top Simplicity)
- Structure: Reads from a memory-mapped file updated by an external script.
- Top Feature: Uses
ReadDirectoryChangesWto detect new data without polling. - Key file:
FileWatcher.cpp
Memory Management: The #1 Mistake in AmiBroker Plugins
The difference between an amateur and a top source code is how it handles memory for QuoteEx structures.
7. API / Source Code Quality (for Developers)
If you are selling or sharing the source code, add these:
- Clean separation – Data source transport layer (network) vs. Amibroker plugin interface.
- Example implementation – e.g., plugin that reads from a simple CSV file or WebSocket demo.
- Build scripts – CMake or Visual Studio project files for both x86 and x64.
- Documentation – Inline comments explaining the Amibroker SDK (especially tricky parts like
GetQuotesExflags). - Thread safety – Proper mutex usage; Amibroker can call plugin functions from multiple threads.
Where to Find Such Source Code
- Official Amibroker SDK (in C/C++) – Comes with Amibroker installation under
SDK\Pluginfolder. - Open-source examples on GitHub – Search for "amibroker plugin" (many are outdated but good for learning).
- Commercial plugins – IQFeed, eSignal, IB plugin sources (not public, but their feature lists are benchmarks).
1. The Core Interface: plugin.cpp and main.c
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:
// Top-tier plugin structure #include "ABPlugin.h" // AmiBroker SDK Headers// Global handles for thread safety HANDLE g_hStopEvent; CRITICAL_SECTION g_csDataQueue;
// Required Export: GetPluginInfo ABAPI void __stdcall GetPluginInfo(PluginInfo *pInfo) pInfo->ulSize = sizeof(PluginInfo); pInfo->ulVersion = AB_PLUGIN_VERSION; pInfo->ulPluginType = PLUGIN_TYPE_DATA; strcpy(pInfo->szPluginName, "My Top Data Source"); Structure: Reads from a memory-mapped file updated by
// Required Export: CreateDataPlugin ABAPI IDataPlugin* __stdcall CreateDataPlugin() return new MyCustomDataPlugin();
Why this is "top" quality: Notice the CRITICAL_SECTION. Top developers ensure thread safety because AmiBroker calls the plugin from multiple threads (UI refresh, backfill, real-time tick gathering).
Why the Source Code Matters More Than the Executable
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).
- Latency Arbitrage: A compiled black-box plugin might add 5-10ms overhead. By modifying the source, top-tier quantitative funds reduce this to microseconds.
- Broker/Exchange Proprietary Formats: Binance WebSockets, Interactive Brokers API, or a custom FIX engine cannot be parsed by off-the-shelf plugins. You need the source to implement the specific protocol.
- Backtesting Integrity: The top plugins handle corporate actions (splits, dividends) via code. If you cannot see the source, you cannot trust the backtest.