The ticking history of the glass. - page 3

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prostotrader:

In general, I've noticed that altitraders are constantly "dancing with the tambourine", looking for

technical details. But, in this world, everything is simple, and the law of the market states:

"Buy cheap - sell dear" - that's what to look for!

We could go on for a long time. But that doesn't negate the fact that there is no functionality you need to invent. You just have to pass the time parameter.

For me personally, it's very surprising that this hasn't been done yet.

By the way, as I recall, you also advocated adding millisecond accuracy to the arrival of glass casts. Is it no longer relevant?

 
Alexey Kozitsyn:

For me personally it is very surprising that this has not yet been done.

I think the problem is that you have to change the data exchange protocol, and this will lead to incompatibility between different builds and the server, i.e. a lot of problems, with no positive results for the average user. Brokers do not really offer MT5 to new clients (when I opened it), so exchange trading moves with difficulty to the masses, plus there is an attempt of unification, i.e. the terminal must work on different exchanges, and each has its own problems. Of course, it would be possible to make at once a dozen backup variables (conditionally), through which passed the information, taking into account the specifics of the exchange. And, have to take into account that then the traffic increases and this may lead to overall slowdown of the terminal (under certain conditions).

Have you estimated by yourself, how much the tape lags or precedes the tick data? If we take a minute for analysis, wouldn't we be able to determine that the level has been eaten, that would be enough for me?

 
Alexey Kozitsyn:

We could rant on the subject for a long time. But that doesn't change the fact that there is no functionality that you don't even need to invent. All you need to do is pass the time parameter.

For me personally, it is very surprising that this has not yet been done.

By the way, as I recall, you also advocated adding millisecond accuracy to the arrival of glass casts. Not relevant anymore?

Yes everything is relevant, only they won't do it.

MT5 has become like a "Christmas tree" overloaded with toys.

It is useless to expect anything different.

 
prostotrader:

Yes everything is relevant, only they won't do it.

I'll repeat the question again. have you seen a tumbler natively synchronised with a tape for mere mortals anywhere?
 
TheXpert:
I'll repeat the question again. have you seen a tumbler natively synchronised with a tape for mere mortals anywhere?

This will be the first time here.

 
TheXpert:
I'll repeat the question again. have you seen a tumbler natively synchronised with a tape for mere mortals anywhere?

I didn't say that, you're confusing something.

Added

But in case you're wondering, in Plaza2, in the slice stream of the aggregated

tumblr, there's a time of last update.

MT 5 just doesn't broadcast this field :(, exactly like the moment_ns field

struct MqlBookInfo 
  { 
   ENUM_BOOK_TYPE   type;            // тип заявки из перечисления ENUM_BOOK_TYPE 
   double           price;           // цена 
   long             volume;          // объем 
   double           volume_real;     // объем с повышенной точностью 
   datetime         moment;          //ХОТЕЛОСЬ БЫ ВИДЕТЬ
  };

Added by

By the way, in other streams the actual time of exchange is transmitted,

why at the moment of formation of the stock on MT5 server do not include this time into the packet of stock transfer?

The MT5 server was "hastily" rewritten from PGate to CGate, and in CGate a lot has changed dramatically.

SPECTRA 5 now broadcasts all the necessary information. You just have to transfer it to the terminal.

 
Aleksey Vyazmikin:

Have you estimated for yourself by how much the tape lags or beats the tick data? If we take a minute for analysis, can't we determine that the level has been eaten, that would be enough for me?

I did not estimate it, I will draw an indicator when I have time.

If there was an exact time, there wouldn't be a problem with that. Right now I'd have to rely on a stream of tumblr casts. Knowing how many mistakes there were with the tick stream... I don't think there will be less with the flow of the tumbler casts.

 
TheXpert:
I'll repeat the question again. have you seen a tumbler natively synchronised with the tape for mere mortals anywhere?

I did not say that any threads should be forced to be synchronised. But if there is an exact time when all the necessary data is generated, it shouldn't be too difficult.

 
prostotrader:

Yes, but not datetime, a long as now for ticks (time_msc).

 
Alexey Kozitsyn:

Yes, only not datetime, a long as now for ticks (time_msc).

I'm not making anything up, just looking at the datasheet:


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