calculating OHLC in MT3 api

New comment
 
How do you calculate OHLC with MT3 api ? Is it consistent across all MT3 servers or a broker based setting ?

For example, I got tick data :
bid/ask
1.2921/1.2924
...
1.2919/1.2922

with the in between ticks being one of those 2.
When I got the server data for that same period it gave me :
O = 1.2922999858856201
H = 1.2924000024795532
L = 1.2919000387191773
C = 1.2920999526977539

Obviously, open and close are kinda an average [ but (1.2921 + 1.2924)/2 = 1.29225 - even with rounding error, its still off. but close enough due to the precision needed ]
Low is a tad higher than the lowest bid
Ask is a tad higher than the highest ask


Also, I noticed in MT4 the "price" is the bid. Is this going to remain or will it switch tto anm MT3 style ?

Thanks
Chris
New comment