Comparing prices of different brokers

 

Would it be possible to write a MQL4 program that can compare prices, at say one second intervals, between different brokers for the same instrument and time period?

I know about the FileWrite() operator that can record prices in a CSV file - and that is about it! Do I have to write a script that can run on two different MT4 terminals to collect the data from two different brokers in two different files? But how will I make comparisons in real time and report any differences on live data?

You can see that I am floundering!

Can anybody help me?

 
  1. Do I have to write a script
    Yes
  2. But how will I make comparisons
    read each other's file, or named pipe
Reason: