We present a ray tracing code to compute integrated cosmological observables on the fly in AMR N-body simulations. Unlike conventional ray tracing techniques, our code takes full advantage of the time and spatial resolution attained by the N-body simulation by computing the integrals along the line of sight on a cell-by-cell basis through the AMR simulation grid. Moroever, since it runs on the fly in the N-body run, our code can produce maps of the desired observables without storing large (or any) amounts of data for post-processing. We implemented our routines in the RAMSES N-body code and tested the implementation using an example of weak lensing simulation. We analyse basic statistics of lensing convergence maps and find good agreement with semi-analytical methods. The ray tracing methodology presented here can be used in several cosmological analysis such as Sunyaev-Zeldovich and integrated Sachs-Wolfe effect studies as well as modified gravity. Our code can also be used in cross-checks of the more conventional methods, which can be important in tests of theory systematics in preparation for upcoming large scale structure surveys.