i cannot download the file, but I'd like to do the same so I need a huge amount of data of Day, Time, Open, High, Low, Close and Volume
BJF Trading Group sells the software "MetaTrader 4 DDETool "
makes it possible
import any data in real time from MetaTrader 4 to third-pary software (supported DDE protocol).
For example, we can import quotations (or indicator's value) from MetaTrader to MS Excel for real time analysis.