How to use AmiBroker with external data source (Quote Tracker)

IMPORTANT: You need QuoteTracker 2.4.9C OR ABOVE (3.1.0 recommended). Can operate on standard edition but AmiBroker RT is recommended.

VERY IMPORTANT: QuoteTracker has to be CONFIGURED so its internal server is running. Click here for the explanation.

CAVEAT: QuoteTracker should be considered as poor-man's real-time substitute. Its performance can not be compared to true real-time feed as eSignal or myTrack that offer very reliable, long back-fills and true tick-by-tick updates.

QuoteTracker plugin currently works in TWO modes:

daily mode - plugin adds and updates the last (todays) bar with the most recent quotes in nearly real time- it means that you have to use it in conjunction with already existing end-of-day database.

intraday mode - plugin provides one day intraday historical data - more days can be accumulated if AmiBroker with QT is launched everyday so AmiBroker can save histories to its local database.

One-time setup

Make sure that your QuoteTracker has enabled QT HTTP server: Options->Edit Preferences : Misc tab: HTTP Server Settings
If you are using unregistered version of QuoteTracker make sure you click on ads often enough.

To use an external data source with AmiBroker you will need to perform a one-time setup described below:

Run AmiBroker Choose File->New database Type a new folder name (for example: C:\Program Files\AmiBroker\NewData ) and click Create as shown in the picture below:



Choose appropriate entry from Data source combo: Click on Configure button to show plugin configuration dialog as shown below
 





 

You may also click on Retrieve button to pre-fill AmiBroker database with symbols already present in QuoteTracker. From now on your AmiBroker reads quotes from Quote Tracker in nearly real time.

To learn how to use AmiBroker in Real Time mode read this tutorial article.

Description of QuoteTracker plugin configuration options

QT plugin configuration dialog looks as follows:


Here is a description of the settings:

QuoteTracker server port: defines the port on which QT HTTP internal server is visible. 16239 is the default value used by QuoteTracer and you should not change this in most cases. If in doubt please check QuoteTracker HTTP server settings: Options->Edit Preferences : Misc tab: HTTP Server Settings menu of QT.

Refresh inteval - defines how often AmiBroker will ask QT for quotes. 5 second is default. You may consider changing it to 10 or 15 seconds in case you have lots of symbols and slow machine

Auto-add symbols from AmiBroker - if this option is turned ON (by default it is) if you switch in AmiBroker to the symbol that is not present in any of QT portfolios - it will be automatically added to default QT portfolio. It also applies to any other kind of access (for example if you try to import symbols to AmiBroker and they do not exist in QT - they will be added if this option is turned on). Switching it OFF disables auto-add feature.

Max. number of added symbols - defines the maximum number of symbols that get added using auto-add feature descibed above. This protects QuoteTracker from becoming overloaded (AmiBroker can handle tens of thousands symbols with ease but QuoteTracker can NOT)

Use optimized routine for intraday data retrieval - turning this on (default, recommended) significantly speeds-up data retrieval in intraday modes. If this option is enabled and AmiBroker already has partial intraday data for today AmiBroker asks QT just for a few last time and sales records that occurred since last update upto current time, if this option is disabled AmiBroker always asks QT for time&sales records from entire day.
Time difference relative to US Eastern time - the time difference (in hours) between your local time and US Eastern time (EST). This field is needed because QuoteTracker's server reports all times in EST time zone. This means that if you live in Australia QuoteTracker will report ASX quotes with EST time zone and they will be 15 hours off from your local time. While AmiBroker has the setting for shifting intraday charts and this is not a problem when running Intraday mode, it becomes a problem when using daily (EOD) mode because quotes reported by QuoteTracker are one day off then. This setting solves this as AmiBroker adds the number of hours entered here to the time reported by QuoteTracker to get the valid date of quote in daily mode. This field is filled in with the difference calculated using your Windows Time settings.

Retrieve symbols from QuoteTracker - pressing "Retrieve" button adds all symbols present in QuoteTracker to AmiBroker symbol list.