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게시됨:

2010.08.16 17:05

업데이트됨:

2016.11.22 07:32

socket.zip (506.46 KB)

ZIP 파일로 다운로드, MetaEditor에서 코드를 다운로드하는 방법

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This example will show you how to implement the realtime ticks transfer from MetaTrader 5 client terminal to external server application.

The TCP protocol is used, it allows to transfer the data not only locally, but globally all over the Internet.

The Winsock2 library (ws2_32.dll) is used for working with sockets. The direct calls of the library functions is impossible, because MQL5 doesnt allow to work with pointers and pass complex data structures as parameters of DLL functions. The library socket_mql5.dll, written in C++, is an intermediate wrapper, connecting the Expert Advisor and sockets library.

The interaction of MetaTrader 5 with external server application is presented at Fig. 1:

Scheme of the interaction with MetaTrader 5 client terminal

Figure 1. Interaction of MetaTrader 5 with external server application

The minimal set of the functions for one-way transfer (SocketOpen, SocketWrite, SocketClose) is implemented in socket_mql5.dll library.

An example of an Expert Advisor, connected to server and used to transfer the realtime tick data to external server application is presented at figure 2.

Data transfer from MetaTrader 5 to server application