Tick story - page 7

[Renat Fatkhullin]

Tapochun:
And for those who are not familiar with the world of betting, can you clarify: finst is the price of the user's last trade?

Last transaction price as reported by the exchange or trade/date gateway.

Generally, I recommend requesting COPY_TICKS_INFO mode, where the bid-ask will come from.

[[Deleted]]

Renat Fatkhullin:

Last transaction price as reported by the exchange or trade/date gateway.

Generally, I recommend requesting COPY_TICKS_INFO mode, where the bid-ask will come in.

Thanks.

[Oleg Tsarkov]

Karputov Vladimir:
Cut!

Renat Fatkhullin:

These are the data we have.

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 can cut the structure alive and expand it.

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

If you cut the structure, the meaning of the cluster approach to ticks will be lost if you don't do that,

the movements of all pairs are interrelated, and analysing the sequence of ticks on different instruments can give interesting patterns.

And if you don't use milliseconds, it's not clear how to synchronize ticks from different pairs.

[Renat Fatkhullin]

OK, we'll cut.

[Sergey Chalyshev]

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.

[[Deleted]]

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.

Thanks once again for the access to the tick history. Keep up the good work! Here's a small example of what can now be created with ticks. Previously there were only red dots - the maximum spread. Now you can also determine the average and minimum not only for the time of the terminal!

Screenshots of the MetaTrader platform

EURUSD, M1, 2015.10.15

MetaQuotes Software Corp., MetaTrader 5, Demo

[unreal]

Renat Fatkhullin:
Ok, we will cut.

I support milliseconds.

Renat, and this is the solution:

Renat Fatkhullin:

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 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.

Does it apply only to DC servers and not to brokers on the Moscow exchange?

And your symbols and datafeeds in Metatrader 5 https://www.mql5.com/ru/forum/43553

for testing on terminals from brokers on Moscow Exchange - will soon appear in the functionality of the terminal?

[Artyom Trishkin]

Alexey Volchanskiy:
The defunct RVD allowed more than a year's worth of ticking history to be pumped.

With my money gone...

[[Deleted]]

Renat Fatkhullin:
OK, we will cut it.

Renat, let me ask you a question.

Will there be a tick chart for MT4/MT5 in the future? I mean the minimum working timeframe.

[Dmitriy Skub]

Renat Fatkhullin:
OK, we'll cut it.

Cut, please, something like this:

struct MqlTick
{
  datetime   time;           // Время последнего обновления цен
  uint       time_count;     // микросекунды ( крайне желательно брать с биржи )
  double     bid;            // Текущая цена Bid
  double     ask;            // Текущая цена Ask
  double     last;           // Текущая цена последней сделки (Last)
  ulong      volume;         // Объем для текущей цены Last
  ulong      interest;       // Текущая величина ОИ, после исполнения последней сделки Last
  ulong      buy_orders;     // Текущее число ордеров покупателей, после исполнения последней сделки Last
  ulong      sell_orders;    // Текущее число ордеров продавцов, после исполнения последней сделки Last
  ulong      buy_orders_vol; // Текущий объем ордеров покупателей, после исполнения последней сделки Last
  ulong      sell_orders_vol;// Текущий объем ордеров продавцов, после исполнения последней сделки Last
  char       action;         // Действие ( 'B' - покупка, 'S' - продажа )
 };