Market Data Exporter

BTD2 Market Data Exporter for MT5

BTD2 Market Data Exporter is a high-performance utility script designed to extract M1 historical bar data, symbol properties, and daily reset schedules from MetaTrader 5 into optimized binary files ( .btd ). Built specifically for quantitative research, backtesting engines, and custom analytics pipelines.

Key Features

• UTC+0 Timestamp Standardization: Automatically normalizes server time candles to UTC+0 end-label timestamps, eliminating broker server timezone shifts.

• Flexible Daylight Saving Time (DST) Handling: Supports Fixed, European (EU), and United States (US) DST rules for accurate historical time alignment.

• Automated Data Quality & Gap Analysis:

  • Cross-references Economic Calendar holiday data with session schedules.

  • Classifies data gaps into explained gaps (weekends, holidays) and unknown missing candles.

  • Calculates data coverage percentages and tracks consecutive flat candle streaks (O=H=L=C).

• Daily Reset Schedule Export: Generates UTC timestamps for custom daily resets (e.g., end-of-day equity resets or session roll-overs) with independent DST configurations.

• Symbol Metadata & Swap Normalization: Exports contract size, tick size, volume steps, pip size, calculated average spread, and converts point-based swaps to pip-denominated values.

• Columnar Binary Output (BTD2 Format): Efficient binary layout written directly to your terminal's MQL5\Files directory.

Input Parameters

1. Dataset Configuration

• From date (inclusive): The start date for historical M1 bar extraction.

• To date (inclusive): The end date for historical M1 bar extraction.

• Pip size: Custom pip dimension in price value (e.g., 0.0001 for EURUSD, 0.1 or 0.01 for XAUUSD). Must be greater than or equal to tick size.

2. Server Candle Clock

• DST rule: Timezone rule used by your broker server ( FIXED , EU , or US ).

• Winter / fixed UTC offset (minutes): Broker server offset from UTC during winter time (e.g., 120 for UTC+2).

• Summer UTC offset (minutes): Broker server offset from UTC during summer time (e.g., 180 for UTC+3).

3. Daily Reset Timestamps (Optional)

• Generate daily reset timestamps: Enable or disable export of daily reset marker arrays.

• Reset DST rule: Timezone rule applied to the reset clock ( FIXED , EU , or US ).

• Reset winter / summer offset (minutes): Specific UTC offsets for the target reset timezone.

• Reset hour & minute: Specific local wall-clock time for daily reset triggers (e.g., 17:00 New York close).

How to Use

1. Attach the script to any MetaTrader 5 chart.

2. Select your date range and specify the correct Pip Size for the active symbol.

3. Configure your broker's DST Rule and UTC Offsets (most Forex brokers use EU/US rules with UTC+2 winter / UTC+3 summer).

4. Click OK. The script will validate price data, process session/holiday gaps, and output the binary .btd file to MQL5\Files\ .