.hst file format . . . Old and New (Jan 2014)

[Simon Gniadkowski]

For clarity for myself, at least, and anyone else that has an interest . . .

.hst file format valid as of MT4 Build 509

The database header first . . . total 148 bytes

int	version;	// database version - 400	4 bytes
string	copyright[64];	// copyright info	64 bytes
string	symbol[12];	// symbol name	12 bytes
int	period;	// symbol timeframe	4 bytes
int	digits;	// the amount of digits after decimal point	4 bytes
datetime	timesign;	// timesign of the database creation	4 bytes
datetime	last_sync;	// the last synchronization time	4 bytes
int	unused[13];	// to be used in future	52 bytes

then the bars array (single-byte justification) . . . total 44 bytes

datetime	ctm;	// bar start time	4 bytes
double	open;	// open price	8 bytes
double	low;	// lowest price	8 bytes
double	high;	// highest price	8 bytes
double	close;	// close price	8 bytes
double	volume;	// tick count	8 bytes

.hst file format valid as of MT4 574 and later

The database header is the same . . . total 148 bytes

int	version;	// database version - 401	4 bytes
string	copyright[64];	// copyright info	64 bytes
string	symbol[12];	// symbol name	12 bytes
int	period;	// symbol timeframe	4 bytes
int	digits;	// the amount of digits after decimal point	4 bytes
datetime	timesign;	// timesign of the database creation	4 bytes
datetime	last_sync;	// the last synchronization time	4 bytes
int	unused[13];	// to be used in future	52 bytes

then the bars array (single-byte justification) . . . total 60 bytes

datetime	ctm;	// bar start time	8 bytes
double	open;	// open price	8 bytes
double	high;	// highest price	8 bytes
double	low;	// lowest price	8 bytes
double	close;	// close price	8 bytes
long	volume;	// tick count	8 bytes
int	spread;	// spread	4 bytes
long	real_volume;	// real volume	8 bytes

[Ubzen]

RaptorUK: For clarity for myself, at least, and anyone else that has an interest . . .

Thats quite helpful ... Thank You.

[Fernando Carreiro]

Thank you RaptorUK!

This information is most useful. I make extensive use of writing HST files in order to store all sorts of statistical data and these changes are going to affect many of my EA's

Do you perhaps know what the "database version" is for the new format?

Did MetaQuotes (or other entity) release a detailed description of the new format or did you reverse engineer the information?

In the case that the information was provide by MetaQuotes or other entity, do you perhaps have a link to it?

Again, many thanks!

[Simon Gniadkowski]

FMIC:

Thank you RaptorUK!

This information is most useful. I make extensive use of writing HST files in order to store all sorts of statistical data and these changes are going to affect many of my EA's

Do you perhaps know what the "database version" is for the new format?

Did MetaQuotes (or other entity) release a detailed description of the new format or did you reverse engineer the information?

In the case that the information was provide by MetaQuotes or other entity, do you perhaps have a link to it?

Again, many thanks!

New version is 401

MetaQuotes did not give me the specification despite me asking via the Service Desk, I found the old version in the Terminal Help file and the new version was determined from the new Period converter.

[Fernando Carreiro]

RaptorUK:

New version is 401

MetaQuotes did not give me the specification despite me asking via the Service Desk, I found the old version in the Terminal Help file and the new version was determined from the new Period converter.

Thanks!

[gchrmt4]

FMIC:

In the case that the information was provide by MetaQuotes or other entity, do you perhaps have a link to it?

https://www.mql5.com/en/forum/148851/page13#898049

The PeriodConverter.mq4 in the new MT4 build demonstrates the format, just like the old period_converter.mq4 demonstrated the old format. Each record in the HST is now a MqlRates structure. The header is unchanged except for the version number.

[Fernando Carreiro]

gchrmt4:

https://www.mql5.com/en/forum/148851/page13#898049

The PeriodConverter.mq4 in the new MT4 build demonstrates the format, just like the old period_converter.mq4 demonstrated the old format. Each record in the HST is now a MqlRates structure. The header is unchanged except for the version number.

Thanks!

[Fernando Carreiro]

In regards to the "Spread", is it the average spread for the bar, or is it the spread at the Close of the bar?

I search the MQL5 documentation but it is not explicit about that fact.

[Ubzen]

FMIC:

In regards to the "Spread", is it the average spread for the bar, or is it the spread at the Close of the bar?

I search the MQL5 documentation but it is not explicit about that fact.

https://www.mql5.com/en/forum/17858/page2#comment_731798.

[Simon Gniadkowski]

FMIC:

In regards to the "Spread", is it the average spread for the bar, or is it the spread at the Close of the bar?

I search the MQL5 documentation but it is not explicit about that fact.

It's not been implemented yet . . . so there is no correct answer https://forum.mql4.com/60417/page7#900804 at the moment.

[Alain Verleyen]

FMIC:

In regards to the "Spread", is it the average spread for the bar, or is it the spread at the Close of the bar?

I search the MQL5 documentation but it is not explicit about that fact.

In MT5, it's the highest spread on the candle interval.