Experts: SaveTicks

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SaveTicks:

This utility program records tick quotes in the CSV and BIN format. A flexible set of symbols is available for writing.

Author: Alexey Volchanskiy

 

Initially I had an idea to write ticks with millisecond accuracy, not seconds, as MQL4/5 allows. But in kodobase my code was killed because the windows dll"Kernel32.dll" was used. They made me remove it and cut the functionality.

Here are the original Expert Advisors for MT4/5 with millisecond accuracy, use them better.



 
Alexey Volchanskiy:

Initially I had an idea to write ticks with millisecond accuracy, not seconds, as MQL4/5 allows. But in kodobase my code was killed because the windows dll"Kernel32.dll" was used. They made me remove it and cut the functionality.

Here are the original Expert Advisors for MT4/5 with millisecond accuracy, use them better.




Alexei please tell me why I can not see your indicators on the chart I have already tried everything

 
fulstak:

Alexey please tell me why I can't see your indicators on the chart, I have tried all of them


Should you see something on the chart? Read the description, it says: The utility is designed to record tick quotes in text (CSV) and binary (BIN) formats.

 

Alexei, a few comments.

1. You do not have symbol selection via SymbolSelect, which is necessary to get quotes for all symbols.

2. It would be desirable to somehow take into account the current trading server when setting the names (or path) of files. So that when switching to another broker's account it would not write to the same files. Or just stop working when changing the trading server.

3. It wouldn't hurt to add a check for connection to the trading server. Otherwise it will keep writing when connection is broken, and then you won't know that there was a break in this place.

4. There is an idiotic limitation on the number of simultaneously opened files in mql (no more than 64 files), so keep in mind that the code should be complicated.
 
Evgeny Belyaev:

Should you see something on the chart? Read the description, it says: The utility is designed to record tick quotes in text (CSV) and binary (BIN) formats.


Eugene, thank you, for some reason I don't get messages in private for new comments in KB. Just by chance I saw it now.

 
Alexey Navoykov:

Alexei, a few comments.

1. You do not have symbol selection via SymbolSelect, which is necessary to get quotes for all symbols.

2. It would be desirable to somehow take into account the current trading server when setting the names (or path) of files. So that when switching to another broker's account it would not write to the same files. Or just stop working when changing the trading server.

3. It wouldn't hurt to add a check for connection to the trading server. Otherwise it will keep writing when connection is broken, and then you won't know that there was a break in this place.

4. In mql there is an idiotic limitation on the number of simultaneously opened files (no more than 64 files), so keep in mind that the code must be complicated.

Alexey, thanks for your comments, I should correct it. But I'm not very sure about Symbol Select. It is not used in the examples in the help and the description is very vague in general. It feels like it's been switched off in terms of data updating, only in MarketWatch it deletes-selects symbols.

Here is a piece of an example from the help. But SymbolIsSynchronised should probably be set.

It checks if the data on the specified symbol in the terminal is synchronised with the data on the trade server.

void OnStart() 
  { 
//--- 
   int     attempts=0;     // attempt counter 
   bool    success=false;  // flag of successful execution of tick copying 
   MqlTick tick_array[];   // array for receiving ticks 
   MqlTick lasttick;       // to get the data of the last tick 
   SymbolInfoTick(_Symbol,lasttick); 
//--- make 3 attempts to get ticks

***

 
Alexey Volchanskiy:

Alexey, thanks for the comments, I need to correct it. But I'm not very sure about Symbol Select. It is not used in the examples in the help and the description is very vague. It feels like it is switched off in terms of data updating, only in MarketWatch it removes-selects symbols.

Here is a piece of an example from the help. But SymbolIsSynchronised should probably be set.

It checks if the data on the specified symbol in the terminal is synchronised with the data on the trade server.

***

Why guess? Everything can be easily checked. Try to get a quote for any symbol, which is absent in the Market Watch. You'll get zeros. That's why you have to select it first.

And SymbolIsSynchronised is something else. Frankly speaking, I don't really understand its meaning, because quotes are always synchronised with the server (if there is a connection). Although now on the weekend it gives false. Perhaps it means not the server, but the trading platform from which the quotes are received. Then it is indeed a necessary function that should be taken into account.

 
Alexey Navoykov:

I don't need to guess. Everything can be easily checked. Try to get a quote for any symbol that is not in the Market Watch. You'll get zeros. That's why you have to select it first.

And SymbolIsSynchronised is something else. Frankly speaking, I don't really understand its meaning, because quotes are always synchronised with the server (if there is a connection). Although now on the weekend it gives false. Perhaps it means not the server, but the trading platform from which the quotes are received. Then it is indeed a necessary function that should be taken into account too.

I see, I always keep all symbols in the Overview, I didn't consider this option. This is a clear benefit of the community, one person will miss something, and another will notice it.

I remember a long time ago, as students, with a friend - an electronics engineer, we were developing one project, working on a pair, I was quite a good electronics engineer.

And we noticed how much fewer errors there were and how much faster the speed increased. He'd miss something, I'd point it out, and vice versa.

PS: the site highlights the word Electronics Technician in red, and that's the official title of the profession, I had it written down in my employment history a long time ago. Not to be confused with the film "The Adventures of Electronik". ))


 
As the files with tick data can become easily very big I would have appreciated if there were an option to pack the data.
 
Carl Schreiber:
As the files with tick data can become easily very big I would have appreciated if there were an option to pack the data.

I am curious, what would you use the (packed) data for?

From my experience, the limiting factor of such data collector is not the data size, but rather the quality (integrity) of the saved data. The stream very often gets interrupted, either by broker, or by connection, but mostly when restarting/updating the terminal, arranging terminal window content, or when the terminal freezes temporarily.

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