MT5 OHLC double representation and tick-size price identity

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Hello,

I would like to ask for clarification regarding MetaTrader 5 / MQL5 OHLC price representation.

I am developing a deterministic market-data processing system and need to correctly distinguish the authoritative price identity from the IEEE-754 binary64 runtime representation.

During testing with EURUSD M1 data, I observed OHLC values such as:

                                                    1.1610800000000001
1.1623999999999999

The same bars were captured independently through:

  • native MQL5
  • MetaTrader5 Python/NumPy interface

The values were bit-for-bit identical between native MQL5 and Python, so the additional digits are already present in the MT5-accessible double representation and are not introduced by Python processing.

The tested symbol specification was:

                                                    SYMBOL_DIGITS = 5
SYMBOL_POINT = 0.00001
SYMBOL_TRADE_TICK_SIZE = 0.00001

My question:

For a symbol with a 0.00001 tick size, should values such as:

                                                    1.1610800000000001
1.1623999999999999

be interpreted according to the valid symbol price grid as:

                                                    1.16108
1.16240

with the extra digits being only a binary floating-point representation effect?

More specifically:

  1. Which MT5 property defines the authoritative price grid for quotes and derived OHLC values?
  2. Can a valid MT5 quote/OHLC value have an economic price identity outside the symbol tick grid, or can the binary64 representation legitimately appear slightly above/below the exact decimal value?
  3. For deterministic software processing, is the recommended approach:
    • preserve the original double value as raw evidence,
    • and derive canonical tick/decimal identity from the symbol specification?

I am not asking for internal implementation details. I only need the intended public MT5/MQL5 semantics.

Thank you.

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