Edition Requirements and the Three Access Levels

This is the page the rest of this track hangs on, and it exists because the honest answer to “what do I need for the real-time parts?” is not a single sentence.

The short version, which the rest of the lesson qualifies rather than contradicts: working with real-time data in AmiBroker is Professional-edition territory, and it requires a paid subscription to somebody. The User’s Guide’s directory of data sources heads its real-time section “REAL-TIME DATA (Professional Edition only)”, and every live capability this course actually teaches is, feature by feature, in the Professional column of the edition comparison. Part 3 established the whole edition table; this lesson is about what follows from it.

The longer version is that “you need Professional and a feed” would leave most readers of this course unable to do Parts 17 to 26 at all, and that is not acceptable in a course that claims to teach a subject. So this lesson does three things: states the requirement precisely, defines three access levels, and says part by part what each level can complete. No page in this course requires you to buy a data subscription.

What is actually gated, and by what

Two independent gates are easy to conflate. One is the AmiBroker edition — a licence you buy once. The other is a data subscription — a recurring fee to a vendor. Neither implies the other, and a capability can be blocked by either.

Capability the real-time track uses	Edition needed	Feed needed
End-of-day charts, scans, explorations and backtests	Standard	None
Bar Replay of any data you already hold	Standard	None
Intraday charts and analysis at 1-minute and above	Standard	Intraday bars, live or historical
Tick charts, and 1-, 5- and 15-second bars	Professional	A source that supplies them
Automatically updating real-time charts	Standard	Streaming
Real-Time Quote window, more than 10 symbols	Professional	Streaming
Time & Sales, more than one window	Professional	Streaming, with tick-level bid/ask/trade events
GetRTData() and GetRTDataForeign() in AFL	Professional	Streaming plugin
“Wait for backfill” in the Analysis window	Professional	A plugin that implements it
Every-tick chart refresh (Intraday refresh interval set to zero)	Professional	Streaming
32 Analysis threads instead of 2	Professional	None

Read the two columns separately. Bar Replay needs neither. The 32-thread limit needs an edition and no feed at all. GetRTData() needs both, and fails in an unusually nasty way when only one is present.

✕Common mistake

GetRTData() in the Standard edition does not raise an error and does not warn you. Both its reference page and its foreign-symbol sibling state that the function is available only in the Professional edition and returns Null for every field in Standard. A formula that depends on it therefore appears to run correctly and simply produces nothing. If a real-time formula from a book or a forum gives you an empty panel, this is the first thing to check — and it is why any live formula in this course guards its inputs:

Fragment — not a complete formula

Bid = GetRTData( "Bid" );

if( IsNull( Bid ) OR Bid <= 0 )
{
    // No Professional edition, no plugin, or no data for this field.
    // Say so on the chart rather than plotting a blank pane.
    Bid = LastValue( Close );
}

Part 23 develops this into a formula that behaves correctly in all three cases.

Where the official pages disagree

You should know about one inconsistency in AmiBroker’s own documentation, because it changes what you can trust and because you will meet contradictory advice about it.

The data-vendor directory heads its real-time tables “Professional Edition only”. The edition comparison page, meanwhile, gives the Standard edition automatically updating real-time charts, a ten-symbol streaming quote window, one Time & Sales window, and answers “no” to whether a real-time subscription is required; the shop page describes Standard as “End-of-day and Real time. Intraday starting from 1-minute interval.”

The narrow statement that every official page supports is this: both editions can connect to a real-time data source, and Standard is restricted to intervals of one minute and above, ten streaming symbols, one Time & Sales window, no GetRTData(), and no wait-for-backfill. The directory page is also self-dated to March 2023 and warns that its contents may not be current.

✱AmiBroker Professional required

How this course resolves it. Every page that assumes a live streaming feed is badged as needing Professional, because the User’s Guide’s real-time chapter says so and because the capabilities such a page exercises — GetRTData(), tick and second intervals, more than ten streaming symbols, wait-for-backfill, every-tick refresh — are individually documented as Professional-only.

If you own Standard and a feed, you are not locked out: intraday charts from one minute upwards update automatically, and a ten-symbol quote window is enough to follow most of what these parts describe. What you cannot do on Standard is the AFL half — the quote fields are unreachable from a formula, and that is the boundary Part 23 runs into.

The three access levels

Three levels, defined by what you have rather than by what you spend. Part 3’s setup lab asked you to record yours; if you skipped that, decide it now, because it determines your route through the next nine parts.

Level A — no subscription

AmiBroker, in any edition including the 30-day trial, with free end-of-day data. No streaming plugin, no monthly bill. This is where most readers of this course are, and it is a deliberately supported route rather than a consolation prize.

What Level A has that matters: a complete end-of-day database, every charting and analysis feature in the program, the whole research half of the course, Bar Replay, and whatever historical intraday data you can obtain and import. Bar Replay is the important one. It plays historical data back at a chosen speed for every symbol at once, affects charts and Analysis alike, and writes nothing to disk. It is not a feed, and it does not reproduce spread, fills or the experience of not knowing what happens next — Part 26 is blunt about the difference — but it puts a moving chart in front of you, and that is what most of the live material needs.

What Level A cannot do: observe genuinely live behaviour. Connection failures, backfill races, staleness, entitlement gaps and the tape are all things you can read about, reason about, and write defensive code for, but not watch.

Level B — a broker-provided feed

A brokerage account whose platform includes market data, connected through a plugin. The documented first-party example is Interactive Brokers, where AmiBroker’s plugin talks to a running Trader Workstation, which must have “Enable ActiveX and Socket clients” turned on. For a broker without a dedicated plugin, the generic DDE bridge exists, with the large caveat that it supplies no backfill whatsoever.

Level B is real streaming data, usually at a cost tied to commissions rather than a separate data invoice. It is also shaped by the broker’s priorities rather than a data vendor’s, and the documented limits show it: streaming is capped at 100 symbols, matching the Trader Workstation limit; the platform streams what the documentation calls 0.2 to 0.3 second snapshots rather than every tick; backfill runs one symbol at a time, is capped around 30 days of one-minute bars with a maximum of five days per request, is throttled to roughly sixty requests in five minutes, and does not work at all on demo accounts.

Level B completes the live material. It is a poor foundation for tick-level work or for loading long intraday histories, and AmiBroker’s own documentation recommends a dedicated vendor over the broker route when fast, deep backfill matters.

Level C — a dedicated market-data vendor

A subscription to a company whose product is data: the two with the fullest AmiBroker documentation are DTN IQFeed and eSignal. Both require the vendor’s own client program to be installed and running on the same machine; AmiBroker’s plugin talks to that, not to the vendor’s servers.

Level C is what the documentation assumes when it describes deep backfill, mass-backfill recipes and wait-for-backfill, which is documented for the eSignal, myTrack and IQFeed plugins. It is also the level with the largest and most variable bill, because venue fees are charged on top of the service fee and are priced per venue.

Level C completes everything in this course, including the tick and second-interval material, provided the AmiBroker edition is Professional and your entitlements cover the venues you care about.

What each level can complete

Take “complete” to mean: do the exercises, produce the artefacts, and finish with the understanding the part is for. Where a level cannot observe something directly, the row says so rather than pretending otherwise.

Part	Level A	Level B	Level C
17 Introduction to real-time markets	Fully	Fully	Fully
18 Data providers	Fully — the decision framework and the free/EOD route are the point	Fully	Fully
19 Intraday database	Fully, using imported historical intraday files as the data source	Fully	Fully
20 Sessions and time zones	Fully — needs intraday bars, not live ones	Fully	Fully
21 Real-time charts	Layout, intervals and the frozen-chart diagnosis: fully. Watching a chart update from a feed: not observable	Fully	Fully
22 Quotes and Time & Sales	Read and reason only. There is no offline substitute for a live tape	Quote window fully; Time & Sales depends on the broker sending tick events	Fully
23 Real-time AFL	Fully, using the project’s offline mode. GetRTData() itself needs Professional and a plugin	Fully with Professional	Fully with Professional
24 Real-time scanning	Fully, running repeat scans over historical data and validating under replay	Fully, within the broker’s request limits	Fully
25 Alerts	Fully — AlertIf() is not edition-gated and fires from Analysis over history	Fully	Fully
26 Bar Replay	Fully — this is Level A’s home ground	Fully	Fully
Capstone	Fully, with the live components built and demonstrated offline	Fully	Fully

Two rows are worth reading twice.

Part 22 is the honest exception. Time & Sales is a window onto a live stream, and AFL has no access to the tape at all — no per-tick trade, bid or ask function exists in the function reference. There is no way to simulate it and this course is not going to pretend otherwise. What Level A gets from Part 22 is the ability to read a tape someone else is showing them, and a working understanding of why most claims made about order flow overreach the evidence. That is worth having.

Part 23’s GetRTData() lesson is gated twice. You need Professional for the function and a plugin for the data. A Level A reader still learns the field list, the scalar snapshot semantics, the refresh asymmetry and the defensive-coding pattern — and writes the same guarded formula, which then behaves correctly if they ever acquire either half.

?Reality check

A claim worth examining: “you cannot really learn intraday trading without live data.” Hold it up against what live data actually adds. It adds observation of the transport — disconnections, staleness, backfill behaviour — and it adds the psychological experience of watching a position you cannot yet see the outcome of. It does not add anything to the analysis: an opening range computed on Tuesday’s replayed bars is arithmetically identical to one computed live. So the claim is partly true, and the true part is about transport and psychology rather than about method. Knowing which part is which tells you what you are actually buying.

Choosing a level

Four questions, in this order.

1. What do you want to be able to do at the end? If the answer is research — testing rules over history, understanding what does and does not survive a walk-forward — Level A is sufficient for the whole course and nothing here changes that.
2. Do you need to observe live behaviour, or reason about it? Observation costs money every month. Reasoning does not.
3. Do you already pay a broker? If so, Level B may already be included in something you have. Check before subscribing to anything.
4. Do you need tick or second bars? That is the only requirement in this list that forces both a Professional licence and a specific class of vendor. Part 19 argues that most people who think they need tick data need one-minute data and a clearer question.

✦Tip

Do not buy at the start of this track. Work through Parts 17 to 26 at Level A first, using the Level A path on every page. You will finish with a specific, evidenced list of the things you could not do — and that list, rather than a vendor’s feature page, is what should decide whether you spend anything and on what. Part 18 turns it into a decision framework.

Doing this lesson at Level A

▷Exercise

Level A path. This page needs nothing but the software you already have.

1. Open Help -> About and write down your edition and bitness. If you are on the trial, note that too; the trial is a 6.93 build and the licensed line is 7.00.1.
2. Go through the capability table above and mark each row as have, could have without spending, or would cost money. Most readers finish with three rows in the first column and everything from “automatically updating real-time charts” downwards in the third.
3. Write your level — A, B or C — at the top of the setup record you started in Part 3.
4. Read the parts table once more and note the two rows where your level is limited. Those two rows, and only those, are what a subscription would buy you. Keep the note; you are asked for it again in Part 18.

Recap

Two independent gates control real-time work: the AmiBroker edition, bought once, and a data subscription, paid monthly. The live capabilities this course teaches sit behind both, and the course therefore badges live-feed pages as needing Professional — while being precise that the edition comparison gives Standard a real, if limited, real-time capability, and that AmiBroker’s own pages are not entirely consistent on the point.

Three access levels follow. Level A has no subscription and completes every part of this course, with two named limitations: it cannot observe live transport behaviour, and it cannot see a live tape. Level B is a broker feed, real but shaped by the broker’s limits. Level C is a dedicated vendor, which is what the documentation assumes and what deep backfill and tick work require.

The course never requires a paid feed. Every page in Parts 18 to 26 carries a Level A path, and where a level genuinely cannot do something, the course says so instead of substituting an exercise that pretends.

The next lesson connects a feed to a database and shows what that relationship actually involves.

Check your understanding

Question 1. You own the Standard edition and a streaming subscription. Which of these can you do? Select all that apply.

• Watch a 5-minute chart update automatically during the session
• Read the current bid into a formula with GetRTData()
• Display fifteen symbols in the Real-Time Quote window
• Run a scan repeatedly against updating data

Show the answer and why

Answer: Watch a 5-minute chart update automatically during the session, Run a scan repeatedly against updating data

The edition comparison gives Standard automatically updating real-time charts and intraday from one minute upwards, and nothing edition-gates repeat scanning. GetRTData() is documented as Professional-only, returning Null in Standard, and the streaming quote window is capped at ten symbols in Standard.

Question 2. A Level A reader reaches Part 22, on quotes and Time & Sales. What is the honest description of what they can complete?

• Everything, using Bar Replay to reconstruct the tape
• Everything, because Time & Sales works on historical data
• The reasoning and the critical reading, but not the observation — AFL has no access to the tape at all
• Nothing; the part should be skipped

Show the answer and why

Answer: The reasoning and the critical reading, but not the observation — AFL has no access to the tape at all

Time & Sales displays a live stream, and the function reference contains no per-tick trade, bid or ask function, so there is nothing to replay it with and nothing to rebuild it from in AFL. Bar Replay truncates existing bars; it does not manufacture tick events. The material about what tape claims do and do not support is still worth having, which is why the part is not skipped.

Question 3. Which single requirement forces both a Professional licence and a particular class of data source?

• Automatically updating charts
• Tick and second-interval bars
• Running an Analysis window
• Using Bar Replay

Show the answer and why

Answer: Tick and second-interval bars

Tick and 1/5/15-second bars are Professional-only, and the edition page footnotes tick support as available only through eSignal real-time, Interactive Brokers or a DDE feed. Updating charts and Analysis are in both editions, and Bar Replay needs neither an edition upgrade nor a feed.

Question 4. Why does this course recommend working through Parts 17 to 26 at Level A before buying anything?

• Because paid feeds are usually unreliable
• Because the exercises are easier without live data
• Because it produces a specific, evidenced list of what you could not do, which is a better basis for a purchase than a feature page
• Because AmiBroker recommends it

Show the answer and why

Answer: Because it produces a specific, evidenced list of what you could not do, which is a better basis for a purchase than a feature page

The argument is about evidence, not about quality or difficulty. Most people who buy a feed early buy capabilities they never exercise. Finishing the track first converts a vague sense of missing out into two or three named limitations, which is exactly what Part 18’s decision framework needs as input.

Check my answersClear