Download MetaTrader 5

DOM historical data

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haqiqi.afshin
40
haqiqi.afshin  
Is it possible to reach and save historical data of depth of market (DOM) in meta trader ?
Alain Verleyen
Moderator
35039
Alain Verleyen  
haqiqi.afshin:
Is it possible to reach and save historical data of depth of market (DOM) in meta trader ?
With MT5 and when these data are provided by the broker, yes.
Rodrigo Malacarne
Moderator
10768
Rodrigo Malacarne  
haqiqi.afshin:
Is it possible to reach and save historical data of depth of market (DOM) in meta trader ?
Only an important consideration: you cannot save the whole DOM, as most of the symbols/brokers have a limit on the amount of bid and ask prices, usually limited to 16 (the 8 best ask quotes and the 8 best bid quotes).
haqiqi.afshin
40
haqiqi.afshin  
angevoyageur:
With MT5 and when these data are provided by the broker, yes.
thank you Alain , would you please tell how can I save data?
 I have meta trader 5 and DOM data is provided by broker server in trading hours
 but I dont know how to reach historical data and save them.
Alain Verleyen
Moderator
35039
Alain Verleyen  
haqiqi.afshin:
thank you Alain , would you please tell how can I save data?
 I have meta trader 5 and DOM data is provided by broker server in trading hours
 but I dont know how to reach historical data and save them.
You have to code for that, are you a programmer ? If not you can add a request in Jobs service.
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