Real market profile (at least from MT4) - page 11

 
dualbit:
Isn't it easier to implement a regular https exchange with the server than to bother with files? You send a post request with data and receive a reply from the server, with the result of processing.
Explain your scheme.
 
You register on the website, choose a brokerage company (alternatively, you can do a breakdown by brokerage company) and account type. Then every N minutes, the Expert Advisor sends data (total positions, volumes, etc.) through the post request and the user's identifier and in response it receives general data or data for your brokerage company and draws them. I just haven't thought through the whole process yet.
 
on which site ?
 
Wouldn't it be easier to do a picture-recognition job? The brokerage companies have been posting such information in the form of histograms for a long time. We scan their sites with a set periodicity, recognize the values in the histograms and save the database.
 

For a test run, you can get it up on a weak hosting site, with php+mysql.

upd:

I've never dealt with them yet.