Market Data Recorder
- Utilities
- Version: 1.0
- Activations: 5
Market Data Recorder captures every incoming tick of the current chart symbol and saves it to a file on your computer for research, analysis, and backtesting datasets. It records the bid, ask, last price, volume, tick flags, and a millisecond-precision timestamp for each tick. The tool reads only the symbol of the chart it is attached to and performs no trading operations.
The recorder is designed for data quality. Instead of sampling only the latest price on each event, it reads the full incoming tick stream and removes duplicate ticks that share the same millisecond, so the saved file contains a continuous record without gaps or repeated rows.
What it does
- Records all ticks of the chart symbol in real time.
- Saves data as CSV (comma-separated) or as JSON Lines (one object per line).
- Starts a new file automatically by day, week, or month, or keeps a single file.
- Appends to the current file after a restart, so no data is lost when you reattach the tool.
- Lets you choose which ticks to keep: all ticks, bid/ask information ticks only, or trade ticks only.
How to use
1. Attach the tool to a chart of the symbol you want to record.
2. Enable Algo Trading in the terminal.
3. Choose the output format, file rotation, and tick type in the inputs.
4. The tool prints the output file location to the Experts log when it starts, and shows a live status panel on the chart (symbol, file name, and number of rows recorded).
Files are written to the terminal data folder under MQL5\Files, in the subfolder you specify.
Input parameters
- Subfolder: name of the subfolder inside MQL5\Files where files are saved.
- Output format: CSV or JSON Lines.
- File rotation: one file, or a new file each day, week, or month.
- Tick type: all ticks, information ticks (bid/ask) only, or trade ticks only.
- Write header row: add a column header to CSV files.
- Flush every N rows: how often data is written to disk (lower values are safer, higher values are faster).
Output columns (CSV)
time_msc, datetime, bid, ask, last, volume, flags
Notes
- The tool records only the symbol of the chart it is attached to. To record several symbols, attach one instance to each chart.
- No trading operations are performed. This is a data utility.
- The free version runs in the Strategy Tester only, where it records the tester tick feed so you can verify the output format before purchase. Live tick recording is available in the purchased version.
