amibroker

When we subscribe to a real-time datasource, such as eSignal or IQFeed – our subscription package determines how many symbols we can access in realtime at the same time. The plugin configuration in File->Database Settings->Configure should match the subscription limit.

IQFeed:

eSignal:

As it is explained in the users guide here: http://www.amibroker.com/guide/h_rtsource.html – although AmiBroker is able to handle more symbols in the database than the streaming limit, we should not really exceed the RT subscription limits in continuous screening during session hours.

This is because if we do otherwise and try to access more symbols than our subscription covers, then it would requires lengthy process that includes:

1. removing the oldest symbol from the streaming list
2. adding the new one
3. triggering backfill for the newly added stock to fill the historical data from last valid update that we already have
4. streaming and displaying RT data.

Then such process will be repeated for each new symbol that is included in screening. As a result, that might cause various problems with the data source not able to handle that many backfill requests in a short time, additionally data-vendors may be pro-actively protecting their servers from abusing the streaming limits this way.

Therefore – it is highly recommended to stay within the subscription limits for real-time operation and scanning to avoid problems.

Filed by Tomasz Janeczko at 9:41 pm under Data
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