Derivatives market quotes in MT5 - page 2

 

Wrote a tick collector for KVIC, will run on both terminals after clearing

Added

The process is underway....

Does anyone know if there is a table in KVIC that has an asc bid and flapper with more accurate times than seconds?

ARKA, as always, everything is done in half!

 

As expected, the KVIC is "top-notch", there are holes all around!

True, the export was by DDE...

 

Please correct your publications in the code base

There's the same mistake.

and I fixed it exactly as it's described here.

More accurately, I didn't use the code, just looked at it as a code template.

but still

 
fxsaber #:


Does this also require external data?

The trade is executed using the previous quote

(in column K, data on trades from FINAM matches 100% where looked at)



Files:
 
prostotrader #:

Does this also require external data?

Of course it does. If someone sends crooked data to a broker, it's certainly not the merit of the trading platform.
 
fxsaber #:
Sure. If someone sends crooked data to a broker, it's definitely not the merit of the trading platform.

What "crooked data"?

THE TRADE IS MADE ON THE BASIS OF A PREVIOUS QUOTE!

Can't you see in the screenshots?

The last column with the price is a transaction from Finam, to confirm the price of the transaction!

Added

Metaquotes have messed up something with the timing of quotes...

 
prostotrader #:

What "crooked data"?

Attach the ticks from the other platform and the ticks from MT5. If there are differences, there will be something to look at.

Preferably the broker of both sources should be the same.

 
fxsaber #:

Attach the ticks from the other platform and the ticks from MT5. If there are differences, there will be something to watch.

Preferably, the broker of both sources should coincide.

:)

Above, three screenshots with the same error (there are many more in the file).

I argue that MQ got the quote timing wrong (as trades are "executed" on the previous tick), prove me wrong.

I purposely chose single trades where there is no, as you say, matchmaking.

 

Don't be lazy, watch the step by step video (zip file) of how MT5 displays trades

Transition time code 00:00:35:24 ---> 00:00:35:28

00:00:35:24

00:00:35:28

BUY trade (23:37:51.177) 26 contracts at 34317, though the best ASK = 34323 !!!


Transition time code 00:03:21:26 --->>00:03:21:28

00:03:21:26

00:03:21:28


Deal was not made at the best price

But MT5 shows the deals themselves correctly.

The video is not proof either?

Files:
MAvi_BUG_MT5.zip  14591 kb
 
prostotrader #:

Is the video not proof either?

Proof that MQ makes curves out of the correct data or that MQ translates the curved data as is? Both claims cannot be proven unless there is a third party source of data to compare.

Reason: