jshumaker: That helped! I found a script called sHistoryExport, https://www.mql5.com/en/code/1252, and modified that. I got all time frames (H1, H4 & D1) to export from 1999-1-1 to present, but when I tried to do the same for M15 my charts stop at 2009-1-1. I know for MT4 I had to go to History Download Center to download historical data, but I do not see anything similar in MT5
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That helped! I found a script called sHistoryExport, https://www.mql5.com/en/code/1252, and modified that. I got all time frames (H1, H4 & D1) to export from 1999-1-1 to present, but when I tried to do the same for M15 my charts stop at 2009-1-1. I know for MT4 I had to go to History Download Center to download historical data, but I do not see anything similar in MT5
Please read this MT5 Data