Access to Times and Sales on MQL5 Code

[ForexMaster]

Is there a function to load Times and Sales of Market Depth data using MQL5 codes?

[Lorentzos Roussos]

Mahmoudibarmas Mehdi:
Is there a function to load Times and Sales of Market Depth data using MQL5 codes?

Thats the most relative i came across : 

MarketBookGet - Market Info - MQL5 Reference - Reference on algorithmic/automated trading language for MetaTrader 5

[ForexMaster]

Lorentzos Roussos:

Thats the most relative i came across : 

MarketBookGet - Market Info - MQL5 Reference - Reference on algorithmic/automated trading language for MetaTrader 5

Thank you for your reply.

This returns pending orders. This is not Times and Sales. !!!

[ForexMaster]

Anyone can help?

[Alain Verleyen]

Forum on trading, automated trading systems and testing trading strategies

No market orders in Book Event

Alain Verleyen, 2019.04.15 01:24

You are confusing different things, Depth of Market is not the same as Time and Sales. You would need to check the ticks (CopyTicks) to "read" time and sales.