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Time & Sales in MetaTrader 5: a new tool for analyzing exchange markets

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MetaQuotes Software Corp.
Moderator
192559
MetaQuotes Software Corp.  

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 trade directions:

Time & Sales in MetaTrader 5

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!

Mario Trinchero
400
Mario Trinchero  
MetaQuotes Software Corp.:

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 trade directions:


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!

MetaQuotes Software Corp.:

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 trade directions:


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!

Files:
2016-07-20.png 750 kb
Mario Trinchero
400
Mario Trinchero  

I don't see time and sales

Why?

THANKS

Mario Trinchero 

Files:
2016-07-20.png 750 kb
andrico
16
andrico  
MetaQuotes Software Corp.:

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 trade directions:


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!


Hi, is Time & Sales going to be/is accessible from MQL5 programs? Cannot find it yet.

Thanks, Andrico

Alain Verleyen
Moderator
29865
Alain Verleyen  
andrico:

Hi, is Time & Sales going to be/is accessible from MQL5 programs? Cannot find it yet.

Thanks, Andrico

It's accessible but only with "low" levels functions (CopyTicks for example), not as whole as in the GUI.

andrico
16
andrico  
Alain Verleyen:

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?

Alain Verleyen
Moderator
29865
Alain Verleyen  
andrico:

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.

andrico
16
andrico  

Alain Verleyen:

That's the idea yes.


Dear Alain,

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:


void OnTick() 

  { 

   MqlTick last_tick; 

   if(SymbolInfoTick(Symbol(), last_tick)) 

     { 

         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?

Thank you


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Alain Verleyen
Moderator
29865
Alain Verleyen  
andrico:


Dear Alain,

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:


void OnTick() 

  { 

   MqlTick last_tick; 

   if(SymbolInfoTick(Symbol(), last_tick)) 

     { 

         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?

Thank you



When they are too much output on the log (Experts) they are not all displayed, you need to check the log file.

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