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Odin Feeder is a tiny windows application from volume digger which fetches realtime data from DietOdin to NinjaTrader or AmiBroker. Real Time Data Feed to Amibroker RTDF is a light weight executable ( neither.Net nor Java) developed using C/C. The demo release is free with NO time expiry and without proxy capability. Here is an everyone's question. After installing the AmiBroker datafeed if you are facing any problem using our software. Don't worry we will help via teamviewer or anyDesk. Team viewer setup Download Remote support software.

How to work with Real-Time data plugins

One-time setup

In order to use AmiBroker with any real-time data source you have to set up the database with appropriate data plug-in first. This is required only once at the database creation time. Instructions for setting up are available here: eSignal, myTrack, IQFeed, QuoteTracker.

Check also on-line data sources page at http://www.amibroker.com/quotes.html for new plugins.

Adding symbols

Now you can add symbols to your database. To do so please go to Symbol->New menu. In the add symbol dialog enter one or more tickers (comma separated) you wish to add to your database. If you want to see the chart for newly added symbol just select it from the Symbol tree in the workspace window. Please allow few seconds (depending on the speed of your internet connection) to backfill historical data.

You may add more tickers that your RT account allows. AmiBroker will automatically switch/update/refresh symbols so the most recently used symbols are active and older ones are automatically removed from Data manager. Doing so however may lead to some problems if you exceed your subscription limits too much. So it is advised to use this feature responsibly and not expecting getting 500 symbols while your subscription is limited to only 50.

Note that the above mechanism does not apply to real time quote window and it can not hold more symbols than your subscription limit.

Showing real time quote window

Working with real time quote window

The RT quote window provides real-time streaming quotes and some basic fundamental data. It is fairly easy to operate as shown in the picture below:

You can also display context menu by pressing RIGHT mouse button over RT quote window.

The context menu allows you to access the following options:

• Time & Sales
  Opens Time & Sales window that provides information about every bid, ask and trade streaming from the market.
  
• Easy Alerts
  Opens Easy Alerts window that provides way to define realtime alerts executed when bid/ask/last and other fields hit user-defined levels
  
• Add Symbol
  Adds current symbol to Real-Time Quote list
  
• Add watch list...
  Adds entire watch list to real-time quote window
  
• Remove Symbol
  Removes highlighted line (symbol) from the Real-Time Quote list.
  
• Remove All
  Removes all symbols from real-time quote list
  
• Hide
  Hides Real-Time Quote list

Bid/ask trend indicator

Version 5.90 adds Bid/Ask trend - a graphical indicator showing the direction of 10 most recent changes in real-time bid/ask prices. The right-most box is most recent and as new bid/ask quotes arrive they are shifted to the left side. Color coding is as follows:

• Dark green: bid > previous bid OR ask > previous ask
• Bright green: bid > previous bid AND ask > previous ask
• Dark red: bid < previous bid OR ask < previous ask
• Bright red: bid < previous bid AND ask < previous ask
• Red / Green box: ask < previous ask AND bid > previous bid
• Green / Red box: ask > previous ask AND bid < previous bid

If bid/ask prices don't change there is no new box. NOTE: This column works only if there are real-time quotes streaming (markets are open)

Working with intraday and daily charts

If your data source supports mixed EOD/Intraday mode (such as eSignal or IQFeed) you can use single database for both types of charts.

However if your data source does not support mixed EOD/Intraday mode and if you want to have long daily histories AND intraday charts you should consider running TWO instances of AmiBroker. One for EOD charts and second for intraday charting. Both may use the same real-time data source.

Connection status display

The data plug-in connection status is displayed in the plugin status display area located in the lower right part of the AmiBroker main window as shown in the picture below. When connection status changes AmiBroker plays a beep sound and pops up bubble tool tip to inform about status change.

The bubble tip provides more detailed information text and disappears automatically after 2 seconds.

If you want to re-display it just hover your mouse over plugin status display area.

To enable quick examination of connection status AmiBroker displays color coded information:

• OK (green light) means that connection is OK and indicates correct operation of the plugin
• WAIT (yellow light) means that connection is being set-up right now or the plugin is connected only partially (to few of many servers). Usually this state is transient and within few seconds the status comes back to 'OK'.
• ERR (red light) means that connection is broken. It may mean invalid user name/password for your subscription, or the fact that some 3rd party component / program required is not running (for example if QuoteTracker is not running and you are using QuoteTracker plugin). This state usually requires some user intervention such as checking/fixing user/password in File->Database Settings->Configure or running required component. When you fix the reason the plugin will automatically attempt to reconnect (and if reconnect is successfull then 'OK' will be displayed)
• SHUT (purple light) means that some serious problem occurred and the plugin will not attempt to reconnect automatically. In most cases you have to first fix the problem that caused this state and then reconnect manually using plugin context menu described below. Alternativelly you can just restart AmiBroker.

Using plugin context menu

Real time plugins provide some additional controls via plugin context menu. This context menu is available when you click with RIGHT mouse button over plugin status display area. If you do, the menu like this will be displayed:

Please note that various plugins offer various options in this menu, however most plugins provide at least 3 basic and useful options:

• Reconnect - this option allows you to reconnect manually. Most RT plugins attempt to reconnect automatically, but sometimes manual reconnect is necessary.
• Shutdown (Disconnect) - this allows to shutdown RT plugin. This is useful when you want to stop streaming of quotes.
• Force backfill - this option causes that plugin re-downloads entire (intraday) history from the server. Usually the plugin automatically handles all backfills so you don't need to trigger backfills by hand. If the plugin detects that you have some missing quotes from last available bar till current date/time it triggers backfills and it is all automatic. But... in at least two cases this option is useful:
  • backfilling more bars after settings change (when you enlarge 'number of bars to load' in File->Database Settings dialog you have to force backfill for symbols that were backfilled previously with smaller number of bars)
  • cleaning up bad ticks (when you see a bad tick you may try forcing backfill in hope that data vendor has cleaned up its database and you will get fixed data - works well for eSignal that really appears to fix bad ticks after they happen)

Things you should NOT do, or you should do very carefully

You should note the fact that when you are using data plugin then the plugin controls the quotation database (see Understanding database concepts article), therefore you should NOT import quotes from ASCII files (this includes AmiQuote) for symbols that are already present in the real-time database.

If you do, the plugin will eventually overwrite your imports with the real-time data or your database will become corrupted (if you import end-of-day data over intraday database).

So please do not import ASCII (especially EOD data) into real-time intraday database fed by the plugin.

You may ask: why this is not disabled at all. The answer is that sometimes it is useful and sometimes it will work (but these are rare cases). For example it will work if you import INTRADAY data into the intraday database fed by QuoteTracker plugin and both the database and imported data have exactly the same bar interval.

It also works if you import the data for symbols that are NOT present in the database. In this case newly imported symbols are marked by ASCII importer as 'use only local database for this symbol' (See Information window for details), so they are EXCLUDED from the real-time update. This is useful if you want to import some other data (even not quote data) and access it via Foreign function while using your real-time database.

So ASCII import is not disabled in real-time database but you have to use it with extreme care and know what you are doing.

Second thing is using Quote Editor. Although data are controlled by the plugin it is in most cases possible to use Quote Editor. However please note that you will be able to edit only 1-minute data or higher interval, and you will be able only to edit symbols that are backfilled completely (there is no running backfill for the particular symbol) and you will NOT be able to edit last three bars. This is so because last three bars are cached in the plugin. So you will be able to edit them only when new bars arrive making them 'older' than last three.

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'WAIT FOR BACKFILL' feature

The users of eSignal, myTrack and IQFeed real-time plugins may now check 'wait for backfill' box in the Automatic analysis window and all scans, explorations and backfills will wait for completion of backfill process for given symbol. This flag has no effect on databases that do not use plugins (external data sources) or use end-of-day plugins (like FastTrack, QP2, TC2000/TCNet, etc). This flag has also no effect when using QT plugin due to the fact that QuoteTracker manages backfills by itself and does not provide any control of backfill process to 3rd party applications.

BACKFILLING ALL SYMBOLS AT ONCE

To backfill all symbols at once in the data source that supports 'Wait for backfill' feature (IQFeed, eSignal), one can use Analysis window. The procedure is as follows:

1. Open Formula Editor and type a simple single-line rule like below and choose Tools->Send to Analysis

Buy = 1;

2. In the Analysis window select Apply to: *All symbols and Range: 1 recent bar

and turn on Wait for backfill option.

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3. Press Scan button

The Analysis window will iterate through all symbols, requesting backfill for each symbol and waiting until the data arrive, so at the end of the scan all symbols will be backfilled.

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