stopped = false;
function OnStop()
  stopped = true;
end;

function member_callback(dataSource, index) 
  message("member_callback\n  dataSource.size() = " .. tostring(dataSource:Size()) .. ",\n  index = " .. tostring(index), 1)
  stopped = true
end 

function main()
 local ds = CreateDataSource ("QJSIM", "SBER", INTERVAL_M1)
 ds.member_callback = member_callback
 ds:SetUpdateCallback(function(index)
   ds:member_callback(index)
 end)
 while not stopped do
   sleep(1)
 end
 ds:Close()
end

member_callback
  dataSource.size() = 722,
  index = 722

local function tickerUpdateCallback ( datasource, candle )
  foo( datasource )
  bar ( datasource, candle )
  if xyz then baz ( datasource, candle ) end
end

CreateDataSource ( 'TQBR', 'FOO', INTERVAL_TICK ):SetUpdateCallback ( tickerUpdateCallback )
CreateDataSource ( 'TQBR', 'BAR', INTERVAL_TICK ):SetUpdateCallback ( tickerUpdateCallback )
CreateDataSource ( 'TQBR', 'BAZ', INTERVAL_TICK ):SetUpdateCallback ( tickerUpdateCallback )

_DS = {}

function cb(index, secCode, param)
    local id = secCode.."_"..param
    local ds = _DS[id]
    if ds == nil then
        msg("DS was empty")
        return
    end
    
    local price = ds:C(index)
--здесь целевой код колбека
end

function Subscribe(secCode, classCode, param)
    local ds = nil
    local err = nil

    local id = secCode.."_"..param
    if _DS[id] ~= nil then
        msg("<"..id.."> Already req")
        return
    end

    if param == "last" then
        ds,err = CreateDataSource(classCode, secCode, INTERVAL_D1)
    else
        ds,err = CreateDataSource(classCode, secCode, INTERVAL_D1, param)
    end

    msg("Subscribe: <"..secCode..":"..param.."> is: "..tostring(ds))
    if err ~= nil then
        msg("Err: "..err)
        return nil
    end
    
    ds:SetUpdateCallback(
        function(idx)
            cb(idx, secCode, param)
        end
    )

    _DS[id] = ds
    return ds
end

Subscribe("SiH1", "SPBFUT", "last")