Last Friday, the new MetaTrader 5 trading platform
build 1375 with the Time & Sales option was officially released.
The Time & Sales feature in the Market Depth window enables users to
view the real-time list of all exchange transactions.
The Time & Sales list provides in-depth trading data, including
records on time, direction, price and volume of each transaction. Trade
volumes are displayed as a histogram, with a color coding of different
Time & Sales provide a detailed view of trading activity on
various price levels. An increasing activity of buyers and sellers can
indicate the upcoming rise or fall in security prices. Trade
volumes and frequency can provide an indication of the current
market sentiment and emphasize the importance of individual price
levels. Although the Time & Sales option is primarily used by
intraday traders, it also provides useful data for long-term traders who
prefer to hold their positions open for a few days. In addition to the
visual analysis of Time & Sales, the featured data can be exported
to a CSV file for further analysis using third-party applications, such
as MS Excel.
If you want to evaluate the new functionality, open a demo account
with MetaQuotes-Demo and updated your MetaTrader 5. Your broker's
platform should be updated to version 1375, in order to enable proper
operation of Time & Sales on live accounts.
Start using the Time & Sales option now, and take full advantage of the MetaTrader 5 exchange trading capabilities!
I don't see time and sales
Hi, is Time & Sales going to be/is accessible from MQL5 programs? Cannot find it yet.
It's accessible but only with "low" levels functions (CopyTicks for example), not as whole as in the GUI.
Big thanks Alain. So, if I understand you correctly, in order to reproduce Time & Sales table I need to filter the CopyTicks result of MqlTick entries simply by their "flags" field, checking only for TICK_FLAG_BUY and TICK_FLAG_SELL. Is it right?
That's the idea yes.
If I may ask another question. I tried to create a little piece of code that should duplicate what times and sales view produces. It's an expert with just few lines:
string flag = "";
if ((last_tick.flags & TICK_FLAG_BUY) == TICK_FLAG_BUY) flag = " Buy ";
if ((last_tick.flags & TICK_FLAG_SELL) == TICK_FLAG_SELL) flag = " Sell ";
if (flag != "") Print(last_tick.time," ", flag, " ", last_tick.last, " ", last_tick.volume);
else Print("SymbolInfoTick() failed, error = ",GetLastError());
When I compare the results with the Times and Sales view I see that they are almost identical, but sometimes my output doesn't display some of the lines of the official Times and Sales.
Do you think this is an issue with the Print or my code is wrong?
When they are too much output on the log (Experts) they are not all displayed, you need to check the log file.