Tick story - page 9

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Vasiliy Sokolov:

Generally speaking, this information is available in MT5 and has been broadcasted for a long time. It is available via SymbolInfoGet* functions. No one forbids making a request for this information at the moment of receiving a tick and combining it into your data types.

Another issue is that centralised server storage, is always more reliable than your own. You don't have to think about storing quotes - it's all very convenient. But again, it is not critically irreplaceable.

I've been using it for a long time. If time and action were added, we could do with existing OI etc. in MT5. Only to take them (time and action) from the exchange, and not as now - the action is calculated.
 
Dmitriy Skub:
Yep, I've been using it for a long time. If time and action were added, we could do with the existing OI etc. in MT5. Only to take them (time and action) from the exchange, and not as it is now - the action is calculated.
There is a problem with time in MT5. Firstly, the system type datetime is of too low resolution, by modern standards one second is an eternity. Secondly, arrival of events is not related to the time. Suppose we get a new screenshot of a glass in OnBookEvent, and what time does it refer to? Pull TimeCurrent with the last known time of the server? What if the last known server time was updated a minute ago?
 

In order to compare the three ticks request modes(COPY_TICKS_INFO - only Bid and Ask, COPY_TICKS_TRADE - only Last and Volume, COPY_TICKS_ALL - all ticks), you can run on three charts of the same instrument of this EA.

The result is approximately as follows:

Comparison of three tick request modes

Files:
CopyTicks.mq5  3 kb
 

Actually the range from 0001-01-01 to 9999-12-31 in steps of 100ns is easily accommodated in 8 bytes.

 
Vladimir Kazakov:

Actually the range from 0001-01-01 to 9999-12-31 in steps of 100ns is easily accommodated in 8 bytes.

What is the use if all system functions write there the seconds that have elapsed since the beginning of 1970.
 
Karputov Vladimir:

In order to compare the three ticks request modes(COPY_TICKS_INFO - only Bid and Ask, COPY_TICKS_TRADE - only Last and Volume, COPY_TICKS_ALL - all ticks), you can run on three charts of the same instrument of this EA.

The result is approximately as follows:


Try requesting different numbers of ticks. At first it was 2000, then 10000. The mode is INFO or ALL. Is there any difference in bid and ask prices?
 
Asking the developers to change the internal datetime representation is a pointless endeavour because of the notorious"compatibility", and datetime is a basic system-forming type.
 
Tapochun:
Try requesting different numbers of ticks. First 2000, then 10000. INFO or ALL mode. Is there a difference in bid and ask prices?
It is better to look at the differences of modes in the indicator, because the EA may miss ticks.
I have attached the indicator.
Files:
CopyTicks.mq5  4 kb
 
Karputov Vladimir:
It is better to look at the differences in the modes in the indicator, as ticks may be missed in the EA.
I have attached the indicator.
I don't need an indicator. And I don't need mode differences. You tell me, do you observe differences of the same ticks when requesting a different amount from one mode (e.g. 2000 and 10000).
 
Tapochun:
I don't need an indicator. And I don't need differences in modes. You tell me, do you observe differences in the same ticks when requesting different numbers from the same mode (e.g. 2000 and 10000).
Now that makes sense. Need to check...
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