Tick story - page 2

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Oleg Tsarkov:
You can't expect brokers to give you deep regular history. They have learned to turn minutes into hours on a five and if you complain about this, they say they cannot afford to load the server with gigabytes of historical data. What kind of ticks are there...
Until there is no support for custom history there is no point in talking about ticks and quotes in general. By the way, downloading one's own history in the future has also been announced.
 
Renat Fatkhullin:

What's new about ticks is that they are fully incorporated into common data delivery protocols to client terminals. That is, full access and synchronisation of the deep tick history. Next we will use this tick history in the strategy tester.

The list of changes and improvements is long, we will publish it soon. The release will be next Friday.

From the reference:

CopyTicks

The function gets the ticks_array of the ticks, accumulated by the client terminal during the current working session.

So, the CopyTicks() function now can return ticks of previous working sessions?

 

Tick history on MT5 servers is always accumulated from the beginning and is not disabled.

We have also added powerful functions to import and synchronise tick history data in the servers. Of course, we will have to work on getting brokers to do their part of the job qualitatively. Especially as this work is greatly facilitated by the existing functionality.

 
Tapochun:

From the help:

So the CopyTicks() function can now return the ticks of previous working sessions?

Yes, of course.
 
Renat Fatkhullin:
Yes, of course.
Now that's very interesting... Let's test it...
 
Tapochun:

From the help:

So the CopyTicks() function can now return the ticks of previous working sessions?

You can ask for 200000 ticks too!

//+------------------------------------------------------------------+
//|                                                    CopyTicks.mq5 |
//|                        Copyright 2014, MetaQuotes Software Corp. |
//|                                              http://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2014, MetaQuotes Software Corp."
#property link      "http://www.mql5.com"
#property version   "1.00"
//--- input parameters
input int      ticks=200000;  // количество запрашиваемых тиков
//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
  {
//--- массив для приема тиков
   MqlTick tick_array[];
//--- запросим тики
   int copied=CopyTicks(_Symbol,tick_array,COPY_TICKS_ALL,0,ticks);
//--- если тики получены, то выведем на график значения Bid и Ask  
   if(copied>0)
     {
      string comment="#  Time       Bid        Ask        copied\r\n";
      //--- сформируем содержимое комментария      
      for(int i=0;i<24;i++)
        {
         MqlTick tick=tick_array[i];
         string tick_string=StringFormat("%d: %s  %G  %G  %d:",
                                         i,
                                         TimeToString(tick.time,TIME_DATE|TIME_MINUTES|TIME_SECONDS),
                                         tick.bid,
                                         tick.ask,copied);
         comment=comment+tick_string+"\r\n";
        }
      //--- выводим комментарий на график        
      Comment(comment);
     }
   else // сообщим об ошибке при получении тиков
     {
      Comment("Не удалось загрузить тики. GetLastError()=",GetLastError());
     }
  }
//+------------------------------------------------------------------+
 
Renat Fatkhullin:

... Of course, we will have to work on getting brokers to do their part of the job properly. Especially as this work is greatly facilitated by the existing functionality.

Unless you force them to. Brokers are not interested in quality history, because most clickers do not need it either. Even if you make a "get quality history" button, they still won't click it.
 
Suggestion to the developers: introduce a more precise time format into the MqlTick structure, so that each tick has a number of milliseconds.
 
Karputov Vladimir:

You could ask for 200,000 ticks!

You could, but it's better not to do that on every tick:).
 
Karputov Vladimir:

You could ask for 200,000 ticks!

Is the data really coming in?
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