How to use AmiBroker with external data source (QuoteTracker)

IMPORTANT: You need QuoteTracker 2.4.9C or above (3.1.0 recommended). It can operate on the standard edition, but AmiBroker RT is recommended.

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

CAVEAT: QuoteTracker should be considered a poor man's real-time substitute. Its performance cannot be compared to true real-time feeds like eSignal or myTrack that offer very reliable, long backfills and true tick-by-tick updates.

QuoteTracker plugin currently works in two modes:

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

intraday mode - the plugin provides one day of intraday historical data. More days can be accumulated if AmiBroker with QT is launched every day so AmiBroker can save history to its local database.

One-time setup

Make sure that your QuoteTracker has the QT HTTP server enabled: Options->Edit Preferences : Misc tab: HTTP Server Settings
If you are using an 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 the appropriate entry from the Data source combo: Click the Configure button to show the plugin configuration dialog as shown below
 





 

You may also click the Retrieve button to pre-fill the AmiBroker database with symbols already present in QuoteTracker. From now on, your AmiBroker reads quotes from QuoteTracker 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 the QT HTTP internal server is visible. 16239 is the default value used by QuoteTracker, 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

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

Auto-add symbols from AmiBroker - if this option is turned ON (by default, it is), if you switch in AmiBroker to a symbol that is not present in any QT portfolios, it will be automatically added to the 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 the auto-add feature.

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

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 the last update up to the current time. If this option is disabled, AmiBroker always asks QT for time&sales records from the 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 the EST time zone. This means that if you live in Australia, QuoteTracker will report ASX quotes with the EST time zone, and they will be 15 hours off 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. 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 the quote in daily mode. This field is filled in with the difference calculated using your Windows Time settings.

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