Python copy_ticks_range, flags and how to create own book market New comment theafien 2021.02.28 20:52 Hello, its my first post! I'm using function copy_ticks_range from python API to get all ticks history of a symbol. (am i correct?) The result is a csv with time,bid,ask,last,volume,time_msc,flags,volume_real According in information of CopyTicks the result is a collection of struct MqlTick, right? The flags are: TICK_FLAG_BID = 0b0000010 # 2 TICK_FLAG_ASK = 0b0000100 # 4 TICK_FLAG_LAST = 0b0001000 # 8 TICK_FLAG_VOLUME = 0b0010000 # 16 TICK_FLAG_BUY = 0b0100000 # 32 TICK_FLAG_SELL = 0b1000000 # 64 TICK_FLAG_???? = 0b10000000 # what is this flag? TICK_FLAG_???? = 0b100000000 # what is this flag? noting the returned values the flags are is bigger of TICK_FLAG_SELL (64), what are the other flags? time,bid,ask,last,volume,time_msc,flags,volume_real 1614330251,112235.0,112245.0,112240.0,4,1614330251782,376,4.0 1614330251,112235.0,112245.0,112235.0,2,1614330251784,344,2.0 1614330251,112235.0,112245.0,112235.0,9,1614330251794,344,9.0 1614330251,112235.0,112245.0,112240.0,2,1614330251808,376,2.0 1614330251,112235.0,112245.0,112240.0,2,1614330251809,376,2.0 1614330251,112235.0,112245.0,112245.0,3,1614330251809,312,3.0 1614330251,112235.0,112245.0,112245.0,1,1614330251809,312,1.0 My other question: how can i simulate a book of offers (market depth) from these ticks? Similar to this image in attachment When a buy tick subtracts from a sell tick and vice versa?!?!. Documentação sobre MQL5: Integração / MetaTrader para Python / copy_ticks_range www.mql5.com copy_ticks_range - MetaTrader para Python - Integração - Referência MQL5 - Referência sobre algorítimo/automatização de negociação na linguagem para MetaTrader 5 Files: soz74ee_rgdj_5pxj82.png 54 kb How do I know if a tick is a selling or buying order? how to get Real volume and Depth of Market values? What does MQLtick flag mean? New comment
Hello, its my first post!
I'm using function copy_ticks_range from python API to get all ticks history of a symbol. (am i correct?)
The result is a csv with
According in information of CopyTicks the result is a collection of struct MqlTick, right?
The flags are:
noting the returned values the flags are is bigger of TICK_FLAG_SELL (64), what are the other flags?
My other question: how can i simulate a book of offers (market depth) from these ticks?
Similar to this image in attachment
When a buy tick subtracts from a sell tick and vice versa?!?!.