Tick story - page 6

[Renat Fatkhullin]

Karputov Vladimir:

Ticks are stacked into files month by month, right? Here's a screenshot:

And how do you read these files? Or only through a strategy tester?

Yes.

Yes, you should only read them using MQL5 or a strategy tester.

[Evgeny Belyaev]

Renat Fatkhullin:

Yes.

Yes, read only through MQL5 or a trading strategy tester.

Renat, will there be a tick history for mt4?

[[Deleted]]

Renat Fatkhullin:

The script downloads the history and displays "suspicious" data. There are a lot of broken ticks with either a bid or an ask missing.

void OnStart()
  {
   MqlTick array[];
   int attempt=1;
   int num=-1;
   while(attempt<11)
     {
      num=CopyTicks(_Symbol,array,COPY_TICKS_ALL,0,inpStep);
      if(num<0)
         attempt++;
      else
        {
         Print("Тиковая история загружена с ",attempt," попытки!");
         break;
        }
     }

   if(num<0)
     {
      Print("Тиковая история не загружена!");
      return;
     }

   int size=ArraySize(array);
   int iSpread;
   for(int i=0; i<size; i++)
     {
      iSpread=int(MathRound(( array[i].ask-array[i].bid)/_Point));
      if(iSpread>100 || iSpread<-100)
         Print("#",i,": spread = ",iSpread,
               ", ask = ",DoubleToString( array[ i ].ask, _Digits ),
               ", bid = ",DoubleToString( array[ i ].bid, _Digits ) );
     }
  }

[[Deleted]]

EURUSD result:

2015.10.15 21:41:43.785 test_CopyTicks_1178 (EURUSD,M1) OnStart: #99625: spread = 114067, ask = 1.14067, bid = 0.00000

2015.10.15 21:41:43.785 test_CopyTicks_1178 (EURUSD,M1) OnStart: #99623: spread = -114059, ask = 0.00000, bid = 1.14059

2015.10.15 21:41:43.785 test_CopyTicks_1178 (EURUSD,M1) OnStart: #99608: spread = -114051, ask = 0.00000, bid = 1.14051

2015.10.15 21:41:43.785 test_CopyTicks_1178 (EURUSD,M1) OnStart: #99602: spread = -114047, ask = 0.00000, bid = 1.14047

2015.10.15 21:41:43.785 test_CopyTicks_1178 (EURUSD,M1) OnStart: #99594: spread = 114068, ask = 1.14068, bid = 0.00000

2015.10.15 21:41:43.785 test_CopyTicks_1178 (EURUSD,M1) OnStart: #99588: spread = -114061, ask = 0.00000, bid = 1.14061

2015.10.15 21:41:43.785 test_CopyTicks_1178 (EURUSD,M1) OnStart: #99586: spread = -114062, ask = 0.00000, bid = 1.14062

2015.10.15 21:41:43.785 test_CopyTicks_1178 (EURUSD,M1) OnStart: #99582: spread = -114060, ask = 0.00000, bid = 1.14060

2015.10.15 21:41:43.785 test_CopyTicks_1178 (EURUSD,M1) OnStart: #99573: spread = -114052, ask = 0.00000, bid = 1.14052

2015.10.15 21:41:43.785 test_CopyTicks_1178 (EURUSD,M1) OnStart: #99570: spread = 114060, ask = 1.14060, bid = 0.00000

2015.10.15 21:41:43.785 test_CopyTicks_1178 (EURUSD,M1) OnStart: #99568: spread = -114051, ask = 0.00000, bid = 1.14051

These are not all errors.

[Renat Fatkhullin]

Tapochun:

The script downloads the history and displays "suspicious" data. There are a lot of broken ticks that are missing either bid or ask.

Welcome to the world of tumblers and bid/ask/last ticks.

That's right - a single bid or ask comes in. Sometimes just a flipper.

[Renat Fatkhullin]

Evgeny Belyaev:
Renat, will there be a ticking story for mt4?

No

[Sergey Chalyshev]

Renat Fatkhullin:

Welcome to the world of tumblers and bid/ask/last ticks.

That's right - a single bid or ask comes in. Sometimes only a flipper.

Oh, that's good news, it's been a bit of a jumble. The ticks are gradually settling down)

Will the date format be extended to milliseconds?

Now it turns out that all the ticks within a second come in at the same time.

[Renat Fatkhullin]

Sergey Chalyshev:

Oh, that's good news, it was a bit of a jumble. The ticks are gradually settling down)

Tell me, will the date format be extended to milliseconds?

Now it turns out that all the ticks within a second come at the same time.

We have this data.

We are still thinking hard whether we have the right to expand the MqlTick structure. Those who operate with the size of this structure may suffer. In principle, for the sake of the future, it is possible to cut the structure alive and expand it.

We will make a decision by next Friday's release.

[Vladimir Karputov]

Renat Fatkhullin:

We have this data.

We are still thinking hard about whether we have the right to expand the MqlTick structure. Those who operate with the size of this structure may suffer. In principle, for the sake of the future, we could cut the structure alive and expand it.

We will make a decision by next Friday's release.

Cut!

[[Deleted]]

Renat Fatkhullin:

Welcome to the world of tumblers and bid/ask/last ticks.

That's right - a single bid or ask comes in. Sometimes just a flipper.

And for those far from the world of stakes, can you clarify: is a flipper the price of a user's last trade?