MQL5 ReferenceMatrix and Vector MethodsInitializationCopyTicksRange

CopyTicksRange

Get ticks from an MqlTick structure into a matrix or a vector within the specified date range. Elements are counted from the past to the present, which means that the tick with index 0 is the oldest one. To analyze a tick, check the flags field which shows what exactly has changed in the tick.

bool  matrix::CopyTicksRange(
   string           symbol,                // symbol name
   ulong            flags,                 // flag indicating the type of ticks to be received
   ulong            from_msc,              // time from which ticks are requested
   ulong            to_msc                 // time up to which ticks are requested
   );

Vector Method

bool  vector::CopyTicksRange(
   string           symbol,                // symbol name
   ulong            flags,                 // flag indicating the type of ticks to be received
   ulong            from_msc,              // time from which ticks are requested
   ulong            to_msc                 // time up to which ticks are requested
   );

Parameters

symbol

[in] Symbol.

flags

[in] A combination of flags from the ENUM_COPY_TICKS enumeration indicating the contents of the requested data. When copying to a vector, you can specify only one value from the ENUM_COPY_TICKS enumeration, otherwise an error will occur.

from_msc

[in] Time starting from which ticks are requested. Time is specified in milliseconds since 01/01/1970. If the 'from_msc' parameter is not specified, ticks from the beginning of the history are returned. Ticks with the time >= from_msc will be returned.

to_msc

[in] Time up to which ticks are requested. Time is specified in milliseconds since 01/01/1970. Ticks with the time <= to_msc are returned. If the to_msc parameter is not specified, all ticks up to the history end are returned.

Return Value

Returns true on success or false if error occurs. GetLastError() can return the following errors:

ERR_HISTORY_TIMEOUT — timeout for tick synchronization has expired, the function has returned all it had.
ERR_HISTORY_SMALL_BUFFER — static buffer is too small. Only the amount the array can store has been returned.
ERR_NOT_ENOUGH_MEMORY — not enough memory to receive historical data from the specified range into a dynamic tick array. Failed to allocate enough memory for the tick array.

Analyze the tick flags to find out which data has changed:

TICK_FLAG_BID — the tick has changed the bid price
TICK_FLAG_ASK — the tick has changed the ask price
TICK_FLAG_LAST — the tick has changed the last deal price
TICK_FLAG_VOLUME — the tick has changed the volume
TICK_FLAG_BUY — the tick is a result of a buy deal
TICK_FLAG_SELL — the tick is a result of a sell deal

Note

The CopyTicksRange() method is used to request ticks from exactly the specified range. For example, ticks for a specific day in history. CopyTicks() allows specifying only the start date, for example, to receive all ticks from the beginning of the month up to now.