AmiBroker real-time data feed for NSE: a buyer’s checklist for 2026

AmiBroker can scan five hundred stocks in a second and backtest ten years of minutes before your tea goes cold. None of that helps if the bars it is reading are wrong. Most problems that AmiBroker users blame on their AFL — signals that fire live but never in the backtest, candles that change after the close, volume that does not match the exchange — start with the data feed. Here is how to choose one.

Why the feed matters more than the formula

AmiBroker stores bars, not trades. Whatever arrives through the data plugin becomes the open, high, low, close and volume that every AFL formula reads. A feed that samples prices instead of recording every trade, fills gaps by guessing, or rewrites yesterday’s candles will produce a backtest that looks better than reality — and a live system that behaves differently from the backtest. That is the most common and most expensive failure in retail algo trading, and it is invisible until money is on the line. Our guide on why free data ends up costing more covers the economics.

The ten-question checklist

Tick data versus snapshots

Some feeds deliver every trade the exchange reports. Others send a snapshot of the latest price at intervals and let the platform build bars from those samples. In a quiet stock the two look the same. In a fast one they do not:

The missing spike is not cosmetic. It is where a stop-loss would have triggered, where a breakout would have printed, and where volume clustered. A strategy tested on snapshot bars will under-estimate slippage and over-estimate how cleanly levels hold. Our explainer on tick-by-tick data goes deeper, and order-flow tools such as footprint charts need every trade by definition.

History and backfill

Three kinds of history matter, and vendors package them differently:

• Tick history — every trade for recent days; essential for order-flow analysis and precise intraday testing.
• One-minute history — the workhorse for intraday backtests; 45 to 120 days is common.
• End-of-day history — years of daily bars, ideally adjusted for corporate actions; see how corporate actions break your chart.

Backfill is what happens when AmiBroker starts late or your connection drops at 11:02. A good feed notices the gap and fills only the missing window. A poor one leaves a hole, or forces a full download that takes minutes when you can least afford them. Ask the vendor to show you a reconnect on a live session before you pay.

F&O, continuous contracts and OI

Futures expire every month, so a chart of “Nifty futures” is really a chain of contracts stitched together. Your feed should provide continuous series that roll from one contract to the next in a consistent way, so that indicators do not jump at rollover. Options traders need open interest delivered alongside price — the basis of every option chain reading — and symbol formats that make weekly and monthly contracts easy to load. Check how the vendor names contracts before you write any AFL that depends on symbols.

How many symbols do you really need?

Count the symbols AmiBroker must stream at the same time, not the ones you might look at in a week. A trader who follows Nifty, Bank Nifty and a handful of stock futures needs ten or so. A scanner that runs an exploration across the Nifty 50 every minute needs at least sixty. A Nifty 200 or F&O-universe scan needs a few hundred. Add the option strikes you chart, because each one is a symbol too. Accelpix plans step from 10 to 60 to 300 symbols, so you can start small and move up when your watchlist grows, keeping the same database and history.

Setting it up in AmiBroker

1. Install the vendor’s data plugin and create a new database that uses it as the data source.
2. Set the base time interval to tick or one minute, depending on your plan, and the number of bars to keep.
3. Set your session times to the exchange timetable (9:15 am to 3:30 pm for NSE cash; F&O runs to 3:45 pm from 7 December 2026 — see our closing auction explainer).
4. Add your watchlist symbols in the vendor’s format and let backfill complete before running scans.
5. Run one backtest twice, a day apart. If the results differ, your feed is rewriting history.

Once the data is right, ready-made AmiBroker indicators and our guide to choosing backtest data cover the formula side.

Questions traders ask