By Aishwarya, Amiprofits (Bangalore)
Most pages about an amibroker data feed compare prices and repeat the same three words: fast, reliable, affordable. That does not explain what actually happens between the exchange and your Amibroker terminal, or why two feeds priced almost the same behave very differently the moment a session turns volatile. This is how an amibroker data feed works under the hood: the mechanics of tick-by-tick delivery, why backfill depth changes what you can backtest, and how uptime gets measured rather than just advertised. The details here come from running the Amiprofits amibroker data feed out of Bangalore since 2019.
How an Amibroker Data Feed Works: Tick-by-Tick Delivery
A lot of providers call their feed real-time when what they are sending is a 1-minute or 5-minute interval update, not the individual trade. True tick-by-tick data means every executed trade at the exchange gets pushed to your terminal as its own event, with its own timestamp, price, volume and, for futures and options, open interest. If you run an intraday strategy that reacts inside a single candle, a 1-minute feed and a tick feed will give you two different pictures of the same five minutes.
The Amiprofits amibroker data feed pushes at true tick level, with updates processed on our end in microseconds rather than batched and released once a minute. Across equity, futures, commodity, currency and options, the feed carries volume and open interest on every update, not just last traded price.
Where the data comes from, and how uptime actually gets measured
Amiprofits has been feeding Amibroker terminals out of Bangalore since 2019. Uptime is a number every provider quotes, and it is worth asking how it gets tracked rather than accepting the figure on faith. Ours sits at 99.9%, measured against actual market hours rather than calendar hours, so a maintenance window at 2 a.m. does not quietly inflate the number the way it would if measured over a full 24-hour day.
During live sessions, dropped connections get logged and reconnected automatically, and reconnection speed matters more than the headline uptime percentage. A feed that is technically up but takes 45 seconds to recover from a drop during a fast market move has already cost you the trade. This is also why we run the feed across multiple dedicated servers rather than a single point of failure, so a problem on one connection does not take your whole watchlist offline.
Why backfill depth changes what you can actually test
Backtesting an intraday strategy on 30 days of 1-minute data will pass or fail almost at random, because there is not enough data to separate a real edge from noise. Testing the same strategy only on the last two calm months tells you nothing about how it handles a gap-down open or a high-volatility expiry week.
The Amiprofits feed provides 1-minute backfill going back 365 days and EOD data going back 20 years, specifically because strategy validation needs both time frames: the 1-minute history to check intraday entries and exits across different volatility regimes, and the 20-year EOD history to see how a strategy would have handled multiple market cycles rather than just the last few months. Our guide to pulling 20 years of EOD historical data and the walkthrough on backtesting strategies in Amibroker both go into how to structure that testing properly.
The fields most comparisons skip: volume and open interest
Price is only part of a tick. Our amibroker data feed includes volume and open interest on every update, across equity, futures and options, not just equity. For anyone trading options or futures based on open interest shifts, such as buildup, unwinding or short covering, a feed that only sends last traded price is close to useless.
This is also why the feed ships with 10 premium AFL indicators built around these fields, including open-interest-based scanners and volume-weighted signals, instead of leaving you to buy separate add-ons or write that logic from scratch. If you want to build your own indicators against this data, our in-depth guide to Amibroker AFL programming covers the syntax and structure.
How to actually judge a data feed before paying for one
Most people test a free trial during a quiet afternoon and assume that is representative. It is not. The first fifteen minutes after market open and the last fifteen before close generate the highest tick volume of the day, and that is exactly when a weak feed shows its problems: delayed ticks, dropped connections, open interest values that lag what your broker terminal shows.
A few things worth checking during any trial, ours included: does the feed keep pace during the opening rush, does it reconnect on its own if your internet blips, and does the open interest figure match your broker terminal at the same second. We run a 3-day free trial specifically so you have time to catch this across at least one properly volatile session, not just one calm day.
Reading up on the difference between EOD and real-time data, and what actually causes latency in an Amibroker setup, is worth doing before you test, so you know what you are checking for rather than just watching the price tick.
What this actually adds up to
This is not about being the cheapest amibroker data feed on the market. Plenty of providers undercut on price by cutting backfill depth or skipping open interest data entirely. Since 2019, Amiprofits has run on tick-by-tick delivery with microsecond-level processing, 99.9% measured uptime, 1-minute backfill for a full year, EOD data for 20 years, and 10 premium AFL indicators built on the volume and open interest fields most competitors do not send at all.
If you want to see how it performs on your own charts rather than on a spec sheet, the 3-day free trial on the Amiprofits amibroker data feed page is the fastest way to check it against a real session.
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