DataExporter MT5

DataExporter is a free script that saves the price history from your MetaTrader 5 terminal as CSV files, ready to open in Excel, Google Sheets, Python, R or any other analysis tool.

Instead of exporting one symbol at a time through the Symbols window, DataExporter exports as many symbols and timeframes as you want in a single run.

Main features

• Export many symbols and many timeframes in one run (for example 30 symbols x M15, H1 and D1).
• Enter MW to export every symbol in your Market Watch.
• Update mode: run it again later and it adds only the bars that are new since the last run.
• The bar that is still forming is skipped by default, so your files only contain finished bars.
• Waits for the terminal to download missing history before exporting.
• Optional tick export (bid, ask, last, volume, flags) for the last N days.
• Comma, semicolon or tab separator; three time formats (MetaTrader, ISO, Unix).
• Optional spread, tick volume and real volume columns.
• Save to MQL5\Files or to the Common folder shared by all your terminals.
• Short instructions on the Common tab and grouped, labelled inputs.
• No DLL, no internet connection, no account restrictions.

What traders use it for

• Testing strategy ideas in Python or Excel.
• Correlation, seasonality and volatility studies (see the screenshots).
• Comparing spreads and history between brokers.
• Feeding journals, dashboards and machine-learning models.

How to use

1. Drag DataExporter from Navigator > Scripts onto any chart (a chart with an EA running is fine).
2. Choose symbols, timeframes and dates on the Inputs tab, then press OK.
3. Progress is shown on the chart; the Experts tab shows one line per file and a summary.
4. Open the files via File > Open Data Folder > MQL5\Files\export.

Output

One file per symbol and timeframe, for example XAUUSD_H1.csv, with the columns:

time, open, high, low, close, tick_volume, real_volume, spread

Ticks are saved as SYMBOL_ticks.csv.

Input parameters

1. What to export

• Symbols: MW for all Market Watch symbols, or a list such as EURUSD;XAUUSD (comma or semicolon separated).
• Timeframes: one or more of M1, M5, M15, M30, H1, H4, D1, W1, MN1 (and all other MT5 timeframes), e.g. M15;H1;D1.

2. Date range

• From date: start of the export. A date older than the broker's history exports everything available.
• Export up to now: on by default. Switch off to use the To date.
• To date: end of the export when 'Export up to now' is off.

3. Export mode

• New export (replace existing files) or Update existing files (add new bars only).
• Include the bar that is still forming: off by default.

4. File format and location

• Folder name inside MQL5\Files (default: export).
• Use the Common\Files folder (shared by all terminals).
• Column separator: comma, semicolon or tab. Use semicolon if your Excel uses a decimal comma.
• Time format: 2026.10.13 15:00, 2026-10-13 15:00:00 or Unix seconds.
• Include spread column; include tick and real volume columns.

5. Ticks and advanced

• Also export ticks (files can be very large) and the number of days of ticks.
• Maximum wait per symbol for history download (seconds).

Notes

• The amount of history depends on your broker; DataExporter exports what the terminal can download.
• Very large exports (many symbols on M1 or ticks) can take a few minutes and use disk space.

Questions or ideas for new features are welcome in the comments.