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Is volume accessible by EA during tests?

I found it strange that my EA cannot read volume during tests, although, the Strategy Tester is showing it. That means I have good data. Is this expected? I am implementing inside the OnTick() event. I am having all attributes of the tick, except the volume. I am using MT5. In the images is the

Asynchronously react if something new arrives in the socket channel

Can a remote server send data to my Expert advisor throughout socket so the EA can react to it asynchronously? I mean, I want my EA working normally and do something only when some data is received in the socket channel. I don´t believe it is possible because it seems to me it uses only one thread

Declaring and calling the functions from inner structs in native DLLs.

Guys, I have to use some functions of an native DLL. It is implemented like this in C, I think. Notice the inner structs. Here is the exposed struct; In C it is called like this: But I could not make it work in MQL5. Is it possible? In MQL5 I could typdef the and expose just the