DOM historical data

dfsadn 2014.04.30 15:49

Is it possible to reach and save historical data of depth of market (DOM) in meta trader ?

Alain Verleyen 2014.04.30 16:00 #1

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 2014.05.01 00:55 #2

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).

Order is done successfully, Something Interesting in Financial BID/ASK PRICES not available

dfsadn 2014.05.04 16:54 #3

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.

Open/Close positons at price Any questions from newcomers Tool to save data

Alain Verleyen 2014.05.04 17:37 #4

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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