I have a need to collect tick and volume data
from MT4 and pass the data to a MS 2008 SQL database running on Windows 7
system. The data collection will need to be able to collect several
currency pairs simultaneously and pass the information to a MS SQL 2012
database. Once opened in MT4, the data gatherer would need to be able to
function perpetually.
The database will be configured to hold
tick/volume data in the following manner:
DATETIME (YYYY-MM-SS HH:MM:SS):Bid (Float):Ask
(Float):Volume (Int)
2013.06.04
17:04:06,1.29246,1.29225,27
2013.06.04
17:04:10,1.29238,1.29219,84
2013.06.04
17:04:10,1.29241,1.29219,28
2013.06.04
17:04:11,1.29242,1.2922,26
2013.06.04
17:04:12,1.29238,1.2922,78
2013.06.04
17:04:12,1.29242,1.2922,88
2013.06.04
17:04:13,1.2924,1.29218,29
2013.06.04
17:04:14,1.29238,1.29217,29
2013.06.04
17:04:14,1.29237,1.29217,27
2013.06.04
17:04:18,1.29236,1.29218,92
To begin, I would like to be able to gather
data from the following currency pairs:
AUD/CHF, AUD/JPY, AUD/USD, EUR/AUD, EUR/CHF,
EUR/GBP, EUR/JPY, EUR/USD, GBP/AUD, GBP/JPY, GBP/USD, NZD/USD, USD/CAD,
USD/CHF, USD/JPY, USD/SGD.
Upon delivery, I would like to have the source
code as I will need provide the DSN, uname, password for the DB as well as have
the ability to change the FX pairs being monitored should I have a need to do
so. Ultimately I am looking for a solution that meets the aforementioned
requirements and allows me to make adjustments as needed.
My current understanding of the MT4 reporting
structures has lead to the formation of my requirements. I have made the
following assumptions:
1. The volume of each tick is reported
(as in my example)
2. The net change of the volume is not
reported (e.g. volume of 27.. but is it net buyers or sellers?)
If my assumptions are somewhat off base, we
can negotiate.
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