Tick story - page 12

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Renat Fatkhullin:
There are no alternating or filling rules - ticks come in chaotically.

As for alternation, yes, I looked at the log, there are indeed places where there are consecutive ticks with flippers. I'm not sure about the fill-in, though. Piece of log. ALL mode:

2015.10.17 19:14:37.735 test_CopyTicks_1178 (GBPCHF,M1) OnStart: #16359 2015.10.15 14:08:51: spread = 50, ask = 1.47250, bid = 1.47200, last = 0.00000
2015.10.17 19:14:37.735 test_CopyTicks_1178 (GBPCHF,M1) OnStart: #16360 2015.10.15 14:08:52: spread = 0, ask = 0.00000, bid = 0.00000, last = 1.47200
2015.10.17 19:14:37.735 test_CopyTicks_1178 (GBPCHF,M1) OnStart: #16361 2015.10.15 14:08:52: spread = 47, ask = 1.47247, bid = 1.47200, last = 0.00000
2015.10.17 19:14:37.735 test_CopyTicks_1178 (GBPCHF,M1) OnStart: #16362 2015.10.15 14:08:52: spread = 0, ask = 0.00000, bid = 0.00000, last = 1.47201
2015.10.17 19:14:37.735 test_CopyTicks_1178 (GBPCHF,M1) OnStart: #16363 2015.10.15 14:08:52: spread = 46, ask = 1.47247, bid = 1.47201, last = 0.00000
2015.10.17 19:14:37.735 test_CopyTicks_1178 (GBPCHF,M1) OnStart: #16364 2015.10.15 14:08:53: spread = 0, ask = 0.00000, bid = 0.00000, last = 1.47201
2015.10.17 19:14:37.735 test_CopyTicks_1178 (GBPCHF,M1) OnStart: #16365 2015.10.15 14:08:53: spread = 47, ask = 1.47248, bid = 1.47201, last = 0.00000
2015.10.17 19:14:37.735 test_CopyTicks_1178 (GBPCHF,M1) OnStart: #16366 2015.10.15 14:08:54: spread = 0, ask = 0.00000, bid = 0.00000, last = 1.47204
2015.10.17 19:14:37.735 test_CopyTicks_1178 (GBPCHF,M1) OnStart: #16367 2015.10.15 14:08:54: spread = 44, ask = 1.47248, bid = 1.47204, last = 0.00000
2015.10.17 19:14:37.735 test_CopyTicks_1178 (GBPCHF,M1) OnStart: #16368 2015.10.15 14:08:54: spread = 0, ask = 0.00000, bid = 0.00000, last = 1.47204
2015.10.17 19:14:37.735 test_CopyTicks_1178 (GBPCHF,M1) OnStart: #16369 2015.10.15 14:08:54: spread = 42, ask = 1.47246, bid = 1.47204, last = 0.00000
2015.10.17 19:14:37.735 test_CopyTicks_1178 (GBPCHF,M1) OnStart: #16370 2015.10.15 14:08:55: spread = 0, ask = 0.00000, bid = 0.00000, last = 1.47202
2015.10.17 19:14:37.735 test_CopyTicks_1178 (GBPCHF,M1) OnStart: #16371 2015.10.15 14:08:55: spread = 44, ask = 1.47246, bid = 1.47202, last = 0.00000
2015.10.17 19:14:37.735 test_CopyTicks_1178 (GBPCHF,M1) OnStart: #16372 2015.10.15 14:08:56: spread = 0, ask = 0.00000, bid = 0.00000, last = 1.47203
2015.10.17 19:14:37.735 test_CopyTicks_1178 (GBPCHF,M1) OnStart: #16373 2015.10.15 14:08:56: spread = 43, ask = 1.47246, bid = 1.47203, last = 0.00000
2015.10.17 19:14:37.735 test_CopyTicks_1178 (GBPCHF,M1) OnStart: #16374 2015.10.15 14:08:56: spread = 0, ask = 0.00000, bid = 0.00000, last = 1.47207
2015.10.17 19:14:37.735 test_CopyTicks_1178 (GBPCHF,M1) OnStart: #16375 2015.10.15 14:08:56: spread = 43, ask = 1.47250, bid = 1.47207, last = 0.00000
2015.10.17 19:14:37.735 test_CopyTicks_1178 (GBPCHF,M1) OnStart: #16376 2015.10.15 14:08:56: spread = 0, ask = 0.00000, bid = 0.00000, last = 1.47207
2015.10.17 19:14:37.735 test_CopyTicks_1178 (GBPCHF,M1) OnStart: #16377 2015.10.15 14:08:56: spread = 42, ask = 1.47249, bid = 1.47207, last = 0.00000
2015.10.17 19:14:37.735 test_CopyTicks_1178 (GBPCHF,M1) OnStart: #16378 2015.10.15 14:08:56: spread = 0, ask = 0.00000, bid = 0.00000, last = 1.47207
2015.10.17 19:14:37.735 test_CopyTicks_1178 (GBPCHF,M1) OnStart: #16379 2015.10.15 14:08:56: spread = 41, ask = 1.47248, bid = 1.47207, last = 0.00000
2015.10.17 19:14:37.735 test_CopyTicks_1178 (GBPCHF,M1) OnStart: #16380 2015.10.15 14:08:57: spread = 0, ask = 0.00000, bid = 0.00000, last = 1.47207
2015.10.17 19:14:37.735 test_CopyTicks_1178 (GBPCHF,M1) OnStart: #16381 2015.10.15 14:08:57: spread = 40, ask = 1.47247, bid = 1.47207, last = 0.00000

As far as I remember, in version 1178 repetitive prices were simply zeroed out. As you can see now, if there is a bid price in the tick, there is also an ask price. That's what I'm wondering. In tick-based algorithms, will it be necessary to leave checks for the presence of prices in the tick or can they be removed now!?

 

INFO mode:

2015.10.17 19:01:50.284 test_CopyTicks_1178 (GBPCHF,H3) OnStart: #1467 2015.10.16 23:59:00: spread = 149, ask = 1.47380, bid = 1.47231, last = 0.00000
2015.10.17 19:01:50.284 test_CopyTicks_1178 (GBPCHF,H3) OnStart: #1468 2015.10.16 23:59:00: spread = 152, ask = 1.47380, bid = 1.47228, last = 0.00000
2015.10.17 19:01:50.284 test_CopyTicks_1178 (GBPCHF,H3) OnStart: #1469 2015.10.16 23:59:00: spread = 154, ask = 1.47380, bid = 1.47226, last = 0.00000
2015.10.17 19:01:50.284 test_CopyTicks_1178 (GBPCHF,H3) OnStart: #1470 2015.10.16 23:59:01: spread = 151, ask = 1.47377, bid = 1.47226, last = 0.00000
2015.10.17 19:01:50.284 test_CopyTicks_1178 (GBPCHF,H3) OnStart: #1471 2015.10.16 23:59:02: spread = 148, ask = 1.47374, bid = 1.47226, last = 0.00000
2015.10.17 19:01:50.284 test_CopyTicks_1178 (GBPCHF,H3) OnStart: #1472 2015.10.16 23:59:02: spread = 145, ask = 1.47371, bid = 1.47226, last = 0.00000
2015.10.17 19:01:50.284 test_CopyTicks_1178 (GBPCHF,H3) OnStart: #1473 2015.10.16 23:59:02: spread = 143, ask = 1.47369, bid = 1.47226, last = 0.00000
2015.10.17 19:01:50.284 test_CopyTicks_1178 (GBPCHF,H3) OnStart: #1474 2015.10.16 23:59:02: spread = 148, ask = 1.47374, bid = 1.47226, last = 0.00000
2015.10.17 19:01:50.284 test_CopyTicks_1178 (GBPCHF,H3) OnStart: #1475 2015.10.16 23:59:03: spread = 144, ask = 1.47374, bid = 1.47230, last = 0.00000
2015.10.17 19:01:50.284 test_CopyTicks_1178 (GBPCHF,H3) OnStart: #1476 2015.10.16 23:59:03: spread = 143, ask = 1.47373, bid = 1.47230, last = 0.00000
2015.10.17 19:01:50.284 test_CopyTicks_1178 (GBPCHF,H3) OnStart: #1477 2015.10.16 23:59:03: spread = 154, ask = 1.47384, bid = 1.47230, last = 0.00000
2015.10.17 19:01:50.284 test_CopyTicks_1178 (GBPCHF,H3) OnStart: #1478 2015.10.16 23:59:04: spread = 151, ask = 1.47381, bid = 1.47230, last = 0.00000
2015.10.17 19:01:50.284 test_CopyTicks_1178 (GBPCHF,H3) OnStart: #1479 2015.10.16 23:59:05: spread = 143, ask = 1.47375, bid = 1.47232, last = 0.00000
2015.10.17 19:01:50.284 test_CopyTicks_1178 (GBPCHF,H3) OnStart: #1480 2015.10.16 23:59:06: spread = 145, ask = 1.47377, bid = 1.47232, last = 0.00000
2015.10.17 19:01:50.284 test_CopyTicks_1178 (GBPCHF,H3) OnStart: #1481 2015.10.16 23:59:06: spread = 149, ask = 1.47381, bid = 1.47232, last = 0.00000
2015.10.17 19:01:50.284 test_CopyTicks_1178 (GBPCHF,H3) OnStart: #1482 2015.10.16 23:59:06: spread = 151, ask = 1.47383, bid = 1.47232, last = 0.00000
2015.10.17 19:01:50.284 test_CopyTicks_1178 (GBPCHF,H3) OnStart: #1483 2015.10.16 23:59:06: spread = 148, ask = 1.47380, bid = 1.47232, last = 0.00000
2015.10.17 19:01:50.284 test_CopyTicks_1178 (GBPCHF,H3) OnStart: #1484 2015.10.16 23:59:06: spread = 150, ask = 1.47382, bid = 1.47232, last = 0.00000
2015.10.17 19:01:50.284 test_CopyTicks_1178 (GBPCHF,H3) OnStart: #1485 2015.10.16 23:59:06: spread = 138, ask = 1.47372, bid = 1.47234, last = 0.00000
2015.10.17 19:01:50.284 test_CopyTicks_1178 (GBPCHF,H3) OnStart: #1486 2015.10.16 23:59:07: spread = 123, ask = 1.47357, bid = 1.47234, last = 0.00000
2015.10.17 19:01:50.284 test_CopyTicks_1178 (GBPCHF,H3) OnStart: #1487 2015.10.16 23:59:07: spread = 121, ask = 1.47355, bid = 1.47234, last = 0.00000
2015.10.17 19:01:50.284 test_CopyTicks_1178 (GBPCHF,H3) OnStart: #1488 2015.10.16 23:59:08: spread = 122, ask = 1.47355, bid = 1.47233, last = 0.00000
2015.10.17 19:01:50.284 test_CopyTicks_1178 (GBPCHF,H3) OnStart: #1489 2015.10.16 23:59:10: spread = 0, ask = 0.00000, bid = 0.00000, last = 0.00000

As you can see, similar. There are no skips. Prices may be repeated in consecutive ticks.

 
Also. Am I correct in assuming that info mode deletes all ticks with lines where flipper != 0 from ALL mode? Why I made this assumption. The ticks in INFO mode are about half as many as in ALL mode. And a follow-up question. Is it possible to make INFO mode return as many ticks as requested and not half as many?
 
Tapochun:


Please copy data from the logbook as follows: right click in the logbook -> "View" -> select and copy the desired information, then paste it as a code into the forum post.
 
Karputov Vladimir:
Please copy data from the logbook like this: right click in the logbook -> "View" -> highlight and copy the desired information, then paste as a code into the forum post.
Thank you.
 
The opening of the markets is getting closer. Have you prepared your robots to calculate parameters on tick history?
 

We have to wait for the brokers' servers to be released and updated.

Older servers do not support tick history returns.

 
Karputov Vladimir:
Markets opening is coming nearer. Have you already prepared your robots to calculate parameters on tick history?

It's still too early to work with tics. There is no normal access to ticks, and no understanding of how to work with them. It seems that the developers themselves have not yet come to an understanding of how to properly provide ticks.

And again, not to be unfounded. After turning on the terminal this morning - ticks for today are not returned. Only for Friday and earlier. Either the download is disabled now or a bug:

Screenshots from MetaTrader trading platform

GBPUSD, M5, 2015.10.19

MetaQuotes Software Corp, MetaTrader 5, Demo

GBPUSD, M5, 2015.10.19, MetaQuotes Software Corp.

Hole in the tick history. And even those ticks that came in for the current terminal session are not coming back.

 

Similarly attempting to upload history with a script. ALL mode 3000 last values:

2015.10.19 07:57:37.833 test_CopyTicks_1178 (GBPUSD,M5) OnStart: #2983 2015.10.16 23:59:00: spread = 0, ask = 0.00000, bid = 0.00000, last = 1.54359
2015.10.19 07:57:37.833 test_CopyTicks_1178 (GBPUSD,M5) OnStart: #2984 2015.10.16 23:59:00: spread = 73, ask = 1.54432, bid = 1.54359, last = 0.00000
2015.10.19 07:57:37.833 test_CopyTicks_1178 (GBPUSD,M5) OnStart: #2985 2015.10.16 23:59:00: spread = 0, ask = 0.00000, bid = 0.00000, last = 1.54358
2015.10.19 07:57:37.833 test_CopyTicks_1178 (GBPUSD,M5) OnStart: #2986 2015.10.16 23:59:00: spread = 74, ask = 1.54432, bid = 1.54358, last = 0.00000
2015.10.19 07:57:37.833 test_CopyTicks_1178 (GBPUSD,M5) OnStart: #2987 2015.10.16 23:59:00: spread = 0, ask = 0.00000, bid = 0.00000, last = 1.54357
2015.10.19 07:57:37.833 test_CopyTicks_1178 (GBPUSD,M5) OnStart: #2988 2015.10.16 23:59:00: spread = 68, ask = 1.54425, bid = 1.54357, last = 0.00000
2015.10.19 07:57:37.833 test_CopyTicks_1178 (GBPUSD,M5) OnStart: #2989 2015.10.16 23:59:02: spread = 0, ask = 0.00000, bid = 0.00000, last = 1.54356
2015.10.19 07:57:37.833 test_CopyTicks_1178 (GBPUSD,M5) OnStart: #2990 2015.10.16 23:59:02: spread = 69, ask = 1.54425, bid = 1.54356, last = 0.00000
2015.10.19 07:57:37.833 test_CopyTicks_1178 (GBPUSD,M5) OnStart: #2991 2015.10.16 23:59:05: spread = 0, ask = 0.00000, bid = 0.00000, last = 1.54356
2015.10.19 07:57:37.833 test_CopyTicks_1178 (GBPUSD,M5) OnStart: #2992 2015.10.16 23:59:05: spread = 64, ask = 1.54420, bid = 1.54356, last = 0.00000
2015.10.19 07:57:37.833 test_CopyTicks_1178 (GBPUSD,M5) OnStart: #2993 2015.10.16 23:59:05: spread = 0, ask = 0.00000, bid = 0.00000, last = 1.54356
2015.10.19 07:57:37.833 test_CopyTicks_1178 (GBPUSD,M5) OnStart: #2994 2015.10.16 23:59:05: spread = 72, ask = 1.54428, bid = 1.54356, last = 0.00000
2015.10.19 07:57:37.833 test_CopyTicks_1178 (GBPUSD,M5) OnStart: #2995 2015.10.16 23:59:06: spread = 0, ask = 0.00000, bid = 0.00000, last = 1.54356
2015.10.19 07:57:37.833 test_CopyTicks_1178 (GBPUSD,M5) OnStart: #2996 2015.10.16 23:59:06: spread = 75, ask = 1.54431, bid = 1.54356, last = 0.00000
2015.10.19 07:57:37.833 test_CopyTicks_1178 (GBPUSD,M5) OnStart: #2997 2015.10.16 23:59:07: spread = 0, ask = 0.00000, bid = 0.00000, last = 1.54357
2015.10.19 07:57:37.833 test_CopyTicks_1178 (GBPUSD,M5) OnStart: #2998 2015.10.16 23:59:07: spread = 74, ask = 1.54431, bid = 1.54357, last = 0.00000
2015.10.19 07:57:37.833 test_CopyTicks_1178 (GBPUSD,M5) OnStart: #2999 2015.10.16 23:59:10: spread = 0, ask = 0.00000, bid = 0.00000, last = 0.00000
 
Tapochun:

Similarly attempting to upload history with a script. ALL mode 3000 last values:

Are you sure you have checked everything correctly and exactly on the MetaQuotes-Demo server?

Everything is working fine, just believed it. Here's a request for 20 000 000 ticks for EURUSD: Today's ticks are working fine

2015.10.19 08:51:53.546 1 (EURUSD,M1)   Тик: 2015.10.19 08:52:48 bid: 1.1365 ask: 0.0 last: 0.0 [19999]
2015.10.19 08:51:53.546 1 (EURUSD,M1)   Тик: 2015.10.19 04:59:17 bid: 0.0 ask: 0.0 last: 1.13748 [0]
2015.10.19 08:51:53.546 1 (EURUSD,M1)   Получено тиков: 20000 код ошибки: 0

Keep in mind that the first request gives back what is in the local history and triggers history paging.

Here I requested 200,0000,000 ticks, got 53,788 ticks right away and the paging process started:

2015.10.19 08:54:22.352 1 (EURUSD,M1)   Size 2 Mb
2015.10.19 08:54:22.352 1 (EURUSD,M1)   Тик: 2015.10.19 08:55:22 bid: 1.13649 ask: 1.13657 last: 1.13649 [53787]
2015.10.19 08:54:22.352 1 (EURUSD,M1)   Тик: 2015.10.19 00:00:02 bid: 0.0 ask: 0.0 last: 0.0 [0]
2015.10.19 08:54:22.352 1 (EURUSD,M1)   Получено тиков: 53788 код ошибки: 0

After 2 minutes I requested again and got 5 088 888 ticks and paging goes on in the background:

2015.10.19 08:56:18.109 1 (EURUSD,M1)   Size 194 Mb
2015.10.19 08:56:18.109 1 (EURUSD,M1)   Тик: 2015.10.19 08:57:12 bid: 1.13626 ask: 1.13636 last: 0.0 [5088887]
2015.10.19 08:56:18.109 1 (EURUSD,M1)   Тик: 2015.09.21 00:00:02 bid: 0.0 ask: 0.0 last: 0.0 [0]
2015.10.19 08:56:18.109 1 (EURUSD,M1)   Получено тиков: 5088888 код ошибки: 0
1...5678910111213141516171819...26
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