Workarounds for a Data Feed Outage
By Dave Mabe
Data feeds go down sometimes.
That happened a couple of days ago with IQFeed, a popular data feed used with Amibroker.
Here are some workarounds for this situation.
eSignal
eSignal is a similar data feed to IQFeed. I used them for many years before switching to IQFeed.
There's a plugin for Amibroker that's essentially identical for real-time data.
When I switched from eSignal, I kept both for a while for redundancy, but since IQFeed was reliable, I canceled it.
IBKR
There's an Amibroker plugin for the Interactive Brokers data service that comes with your account there.
It's much more limited (30 day backfill only) and less reliable, so I've never really used it for any extended period, but it works.
Massive (Polygon)
There is no Amibroker plugin for Massive (Polygon), but you could create something that would work in a pinch.
You could use their REST API to retrieve minute bars for your small list of symbols you need real-time data for, create a CSV file with the update, then import the data manually into your real-time database in Amibroker.
It's even possible to automate this entire process using Amibroker's OLE/COM interface.
I've used this type of process for a similar purpose, and it works surprisingly well.
The nice thing about outages is it forces you to get creative and weigh the costs/benefits of alternatives.
-Dave
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