Import ticks data

[Lucas INGLESE]

Hi, I have several questions about ticks importation (I use Python but I think mql5 programmers can answer it easily also).

When I import the ticks, I have several information (time, bid, ask, last, volume, time_msc, flags, volume_real):

1) What represent the "last" column?

2) Why the last, volume and volume_real are always equal to 0?

3) What is the difference between volume and volume_Real?

4) How can I understand the flags columns without the code? Where are them? I have only find the attached information?

Thanks in advance

[Carl Schreiber]

You can find all the answers and a lot more in the reference.

Either place the cursor on MqlTicks or CopyTicks and press F1 or read this: https://www.mql5.com/en/docs/constants/structures/mqltick.

The links will answer even more questions.

BTW this is the List of all functions with short descriptions. One can search for keywords just with Ctrl+F

Beside hat there is already a lot written about MQL5 and Python: https://www.mql5.com/en/search#!keyword=python

[Lucas INGLESE]

Carl Schreiber #:

You can find all the answers and a lot more in the reference.

Either place the cursor on MqlTicks or CopyTicks and press F1 or read this: https://www.mql5.com/en/docs/constants/structures/mqltick.

The links will answer even more questions.

BTW this is the List of all functions with short descriptions. One can search for keywords just with Ctrl+F

Beside hat there is already a lot written about MQL5 and Python: https://www.mql5.com/en/search#!keyword=python

There is no answer to my questions in the documentation, especially about 2) and 4), that's why, I ask the question in the forum. I have already check about the documentation you sent me. If you have the answer just give it briefly and I will look aboutmore information about that please. Because, now I do not find anything about that in the documentation 

[Fernando Carreiro]

1. Last price used by certain exchanges (e.g. stocks) — Price Data - For Advanced Users - Trading Operations - MetaTrader 5 Help
   
2. Not always, depends on symbol and exchange — For Advanced Users - Trading Operations - MetaTrader 5 Help
   
3. One is the tick volume (e.g. on Forex and CFDs), and the is the real trade volume (e.g. Stocks) — Price Data - For Advanced Users - Trading Operations - MetaTrader 5 Help
   
4. Please reference the MQL5 Python documentation for more information — Documentation on MQL5: Integration / MetaTrader for Python / copy_ticks_from
   

TICK_FLAG defines possible flags for ticks. These flags are used to describe ticks obtained by the copy_ticks_from() and copy_ticks_range() functions.

ID	Description
TICK_FLAG_BID	Bid price changed
TICK_FLAG_ASK	Ask price changed
TICK_FLAG_LAST	Last price changed
TICK_FLAG_VOLUME	Volume changed
TICK_FLAG_BUY	last Buy price changed
TICK_FLAG_SELL	last Sell price changed

Also, I suggest doing some extra research on actual trading terms and their meaning.

[Fernando Carreiro]

Lucas INGLESE #: There is no answer to my questions in the documentation, especially about 2) and 4), that's why, I ask the question in the forum. I have already check about the documentation you sent me. If you have the answer just give it briefly and I will look aboutmore information about that please. Because, now I do not find anything about that in the documentation 

Yes there is. You just did not research it properly.

[Fernando Carreiro]

Please note that there is also French documentation:

• Pour les Utilisateurs Avancés - Opérations de Trading - Aide MetaTrader 5
• Prix - Pour les Utilisateurs Avancés - Opérations de Trading - Aide MetaTrader 5
• Documentation sur MQL5: Intégration / MetaTrader pour Python / copy_ticks_from

If you prefer to communicate in French, there is also a French forum.

[Lucas INGLESE]

Fernando Carreiro #:

1. Last price used by certain exchanges (e.g. stocks) — Price Data - For Advanced Users - Trading Operations - MetaTrader 5 Help
   
2. Not always, depends on symbol and exchange — For Advanced Users - Trading Operations - MetaTrader 5 Help
   
3. One is the tick volume (e.g. on Forex and CFDs), and the is the real trade volume (e.g. Stocks) — Price Data - For Advanced Users - Trading Operations - MetaTrader 5 Help
   
4. Please reference the MQL5 Python documentation for more information — Documentation on MQL5: Integration / MetaTrader for Python / copy_ticks_from
   

TICK_FLAG defines possible flags for ticks. These flags are used to describe ticks obtained by the copy_ticks_from() and copy_ticks_range() functions.

ID	Description
TICK_FLAG_BID	Bid price changed
TICK_FLAG_ASK	Ask price changed
TICK_FLAG_LAST	Last price changed
TICK_FLAG_VOLUME	Volume changed
TICK_FLAG_BUY	last Buy price changed
TICK_FLAG_SELL	last Sell price changed

Also, I suggest doing some extra research on actual trading terms and their meaning.

Thanks for your answer. However, maybe I insist but on the documentation we do not have the code the the flag: Tick_flag_bid = bid price changed, I haver already found this alone but I have 1,134 or number like this for the flag code not TICK_FLAG_BID or something else. SO, how to relate the ID to the CODE as for the last_error function for example (1 = success)

[Lucas INGLESE]

Fernando Carreiro #:
Yes there is. You just did not research it properly.

Really, thank you for your answer (above) it was really clear. Thanks 

[Fernando Carreiro]

Lucas INGLESE #: Thanks for your answer. However, maybe I insist but on the documentation we do not have the code the the flag: Tick_flag_bid = bid price changed, I haver already found this alone but I have 1,134 or number like this for the flag code not TICK_FLAG_BID or something else. SO, how to relate the ID to the CODE as for the last_error function for example (1 = success)

Reference the MQL5 equivalent function for more information on how to use the flags:

• Documentation on MQL5: Timeseries and Indicators Access / CopyTicks
• Documentation sur MQL5: Accès aux Séries de Données et aux Indicateurs / CopyTicks