Не могли бы Вы прислать маленькую выдержку из ордерслог по инструменту Si- 317 за последнюю минуту ( 23 : 49 : 00.000 - 23 : 50 : 00.000 ) торгов 20.01 . 2017 г.
답을 얻었다
Запрашиваемая информация во вложенном файле.
С уважением, Михаил Ващук Техническая поддержка ПАО Московская Биржа + 7 ( 495 ) 733 - 95 - 07 | help@moex.com
Не могли бы Вы прислать маленькую выдержку из ордерслог по инструменту Si- 317 за последнюю минуту ( 23 : 49 : 00.000 - 23 : 50 : 00.000 ) торгов 20.01 . 2017 г.
불명확하지만 거래소 로그를 요구하는 것은 거래의 마지막 순간 ( 23 : 49 : 00.000 - 23 : 50 : 00.000 ) 이 아니라 마지막 순간을 위한 것이었습니다. . 그리고 스크립트에는 Last price도 표시하는 것이 바람직합니다.
그럼 무엇을 믿어야 할까요(진짜)?
if ( SymbolInfoTick (symb_si, cur_tick))
{
int result = CopyTicks (symb_si, ct_tick, COPY_TICKS_INFO , 0 , 10 );
if (result> 0 )
{
Print (" SymbolInfoTick symbol = ", symb_si, " time = ", cur_tick.time, ".", cur_tick.time_msc% 1000 , " ask = ", cur_tick.ask, " bid = ", cur_tick.bid, " flags = ", cur_tick.flags);
for ( int i = result- 1 ; i >= 0 ; i--)
{
Print (" CopyTicks symbol = ", symb_si, " time ", string (i), " = ", ct_tick[i].time, ".", ct_tick[i].time_msc% 1000 , " ask = ", ct_tick[i].ask, " bid = ", ct_tick[i].bid, " flags = ", ct_tick[i].flags);
}
}
}
Print (" TICK_FLAG_BID = ", TICK_FLAG_BID );
Print (" TICK_FLAG_ASK = ", TICK_FLAG_ASK );
Print (" TICK_FLAG_LAST = ", TICK_FLAG_LAST );
Print (" TICK_FLAG_VOLUME = ", TICK_FLAG_VOLUME );
Print (" TICK_FLAG_BUY = ", TICK_FLAG_BUY );
Print (" TICK_FLAG_SELL = ", TICK_FLAG_SELL );
결과
2017.01 . 21 01 : 33 : 56.250 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks symbol = Si- 3.17 time 9 = 2017.01 . 20 23 : 54 : 35.904 ask = 60492.0 bid = 60477.0 flags = 6
2017.01 . 21 01 : 33 : 56.250 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks symbol = Si- 3.17 time 8 = 2017.01 . 20 23 : 53 : 04.867 ask = 60492.0 bid = 60477.0 flags = 6
2017.01 . 21 01 : 33 : 56.250 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks symbol = Si- 3.17 time 7 = 2017.01 . 20 23 : 51 : 55.889 ask = 60492.0 bid = 60477.0 flags = 6
2017.01 . 21 01 : 33 : 56.250 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks symbol = Si- 3.17 time 6 = 2017.01 . 20 23 : 50 : 55.731 ask = 60492.0 bid = 60477.0 flags = 4
2017.01 . 21 01 : 33 : 56.250 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks symbol = Si- 3.17 time 5 = 2017.01 . 20 23 : 49 : 58.818 ask = 60490.0 bid = 60477.0 flags = 4
2017.01 . 21 01 : 33 : 56.250 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks symbol = Si- 3.17 time 4 = 2017.01 . 20 23 : 49 : 58.706 ask = 60489.0 bid = 60477.0 flags = 2
2017.01 . 21 01 : 33 : 56.250 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks symbol = Si- 3.17 time 3 = 2017.01 . 20 23 : 49 : 58.553 ask = 60489.0 bid = 60465.0 flags = 2
2017.01 . 21 01 : 33 : 56.250 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks symbol = Si- 3.17 time 2 = 2017.01 . 20 23 : 49 : 58.454 ask = 60489.0 bid = 60470.0 flags = 2
2017.01 . 21 01 : 33 : 56.250 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks symbol = Si- 3.17 time 1 = 2017.01 . 20 23 : 49 : 58.279 ask = 60489.0 bid = 60465.0 flags = 2
2017.01 . 21 01 : 33 : 56.250 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks symbol = Si- 3.17 time 0 = 2017.01 . 20 23 : 49 : 58.191 ask = 60489.0 bid = 60471.0 flags = 2
2017.01 . 21 01 : 33 : 56.250 Time_sync_forts (ALRS- 3.17 ,H1) TICK_FLAG_BID = 2
2017.01 . 21 01 : 33 : 56.250 Time_sync_forts (ALRS- 3.17 ,H1) TICK_FLAG_ASK = 4
2017.01 . 21 01 : 33 : 56.250 Time_sync_forts (ALRS- 3.17 ,H1) TICK_FLAG_LAST = 8
2017.01 . 21 01 : 33 : 56.250 Time_sync_forts (ALRS- 3.17 ,H1) TICK_FLAG_VOLUME = 16
2017.01 . 21 01 : 33 : 56.250 Time_sync_forts (ALRS- 3.17 ,H1) TICK_FLAG_BUY = 32
2017.01 . 21 01 : 33 : 56.250 Time_sync_forts (ALRS- 3.17 ,H1) TICK_FLAG_SELL = 64
2017.01 . 21 01 : 33 : 58.956 Time_sync_forts (ALRS- 3.17 ,H1) debugging terminated
추가됨
COPY_TICKS_INFO 를 COPY_TICKS_ALL로 변경
if ( SymbolInfoTick (symb_si, cur_tick))
{
int result = CopyTicks (symb_si, ct_tick, COPY_TICKS_ALL , 0 , 10 );
if (result> 0 )
{
Print (" SymbolInfoTick symbol = ", symb_si, " time = ", cur_tick.time, ".", cur_tick.time_msc% 1000 , " ask = ", cur_tick.ask, " bid = ", cur_tick.bid, " flags = ", cur_tick.flags);
for ( int i = result- 1 ; i >= 0 ; i--)
{
Print (" CopyTicks symbol = ", symb_si, " time ", string (i), " = ", ct_tick[i].time, ".", ct_tick[i].time_msc% 1000 , " ask = ", ct_tick[i].ask, " bid = ", ct_tick[i].bid, " flags = ", ct_tick[i].flags);
}
}
}
Print (" TICK_FLAG_BID = ", TICK_FLAG_BID );
Print (" TICK_FLAG_ASK = ", TICK_FLAG_ASK );
Print (" TICK_FLAG_LAST = ", TICK_FLAG_LAST );
Print (" TICK_FLAG_VOLUME = ", TICK_FLAG_VOLUME );
Print (" TICK_FLAG_BUY = ", TICK_FLAG_BUY );
Print (" TICK_FLAG_SELL = ", TICK_FLAG_SELL );
결과
2017.01 . 21 01 : 43 : 04.843 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks symbol = Si- 3.17 time 9 = 2017.01 . 20 23 : 54 : 35.904 ask = 60492.0 bid = 60477.0 flags = 6
2017.01 . 21 01 : 43 : 04.843 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks symbol = Si- 3.17 time 8 = 2017.01 . 20 23 : 53 : 04.867 ask = 60492.0 bid = 60477.0 flags = 6
2017.01 . 21 01 : 43 : 04.843 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks symbol = Si- 3.17 time 7 = 2017.01 . 20 23 : 51 : 55.889 ask = 60492.0 bid = 60477.0 flags = 6
2017.01 . 21 01 : 43 : 04.843 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks symbol = Si- 3.17 time 6 = 2017.01 . 20 23 : 50 : 55.731 ask = 60492.0 bid = 60477.0 flags = 4
2017.01 . 21 01 : 43 : 04.843 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks symbol = Si- 3.17 time 5 = 2017.01 . 20 23 : 49 : 59.296 ask = 60490.0 bid = 60477.0 flags = 56
2017.01 . 21 01 : 43 : 04.843 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks symbol = Si- 3.17 time 4 = 2017.01 . 20 23 : 49 : 59.59 ask = 60490.0 bid = 60477.0 flags = 56
2017.01 . 21 01 : 43 : 04.843 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks symbol = Si- 3.17 time 3 = 2017.01 . 20 23 : 49 : 58.937 ask = 60490.0 bid = 60477.0 flags = 56
2017.01 . 21 01 : 43 : 04.843 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks symbol = Si- 3.17 time 2 = 2017.01 . 20 23 : 49 : 58.934 ask = 60490.0 bid = 60477.0 flags = 88
2017.01 . 21 01 : 43 : 04.843 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks symbol = Si- 3.17 time 1 = 2017.01 . 20 23 : 49 : 58.933 ask = 60490.0 bid = 60477.0 flags = 88
2017.01 . 21 01 : 43 : 04.843 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks symbol = Si- 3.17 time 0 = 2017.01 . 20 23 : 49 : 58.933 ask = 60490.0 bid = 60477.0 flags = 88
2017.01 . 21 01 : 43 : 04.843 Time_sync_forts (ALRS- 3.17 ,H1) TICK_FLAG_BID = 2
2017.01 . 21 01 : 43 : 04.843 Time_sync_forts (ALRS- 3.17 ,H1) TICK_FLAG_ASK = 4
2017.01 . 21 01 : 43 : 04.843 Time_sync_forts (ALRS- 3.17 ,H1) TICK_FLAG_LAST = 8
2017.01 . 21 01 : 43 : 04.843 Time_sync_forts (ALRS- 3.17 ,H1) TICK_FLAG_VOLUME = 16
2017.01 . 21 01 : 43 : 04.843 Time_sync_forts (ALRS- 3.17 ,H1) TICK_FLAG_BUY = 32
2017.01 . 21 01 : 43 : 04.843 Time_sync_forts (ALRS- 3.17 ,H1) TICK_FLAG_SELL = 64
2017.01 . 21 01 : 43 : 06.795 Time_sync_forts (ALRS- 3.17 ,H1) debugging terminated
Si-3.17 마지막 = 60490
더 나은 이해를 위해 맥주를 마시러 가볼 까요?
나는 맥주를 마셨지만 아무것도 이해하지 못했다
if ( SymbolInfoTick (symb_si, cur_tick))
{
int result = CopyTicks (symb_si, ct_tick, COPY_TICKS_ALL , 0 , 10 );
if (result> 0 )
{
Print (" SymbolInfoTick symbol = ", symb_si, " time = ", cur_tick.time, ".", cur_tick.time_msc% 1000 , " ask = ", cur_tick.ask, " bid = ", cur_tick.bid, " flags = ", cur_tick.flags);
if ((cur_tick.flags & TICK_FLAG_BID ) == TICK_FLAG_BID )
Print (" SymbolInfoTick change BID");
if ((cur_tick.flags & TICK_FLAG_ASK ) == TICK_FLAG_ASK )
Print (" SymbolInfoTick change ASK");
if ((cur_tick.flags & TICK_FLAG_LAST ) == TICK_FLAG_LAST )
Print (" SymbolInfoTick change LAST");
if ((cur_tick.flags & TICK_FLAG_VOLUME ) == TICK_FLAG_VOLUME )
Print (" SymbolInfoTick change VOLUME");
if ((cur_tick.flags & TICK_FLAG_BUY ) == TICK_FLAG_BUY )
Print (" SymbolInfoTick change BUY");
if ((cur_tick.flags & TICK_FLAG_SELL ) == TICK_FLAG_SELL )
Print (" SymbolInfoTick change SELL");
for ( int i = result- 1 ; i >= 0 ; i--)
{
Print (" CopyTicks symbol = ", symb_si, " time ", string (i), " = ", ct_tick[i].time, ".", ct_tick[i].time_msc% 1000 , " ask = ", ct_tick[i].ask, " bid = ", ct_tick[i].bid, " flags = ", ct_tick[i].flags);
if ((ct_tick[i].flags & TICK_FLAG_BID ) == TICK_FLAG_BID )
Print (" CopyTicks change BID");
if ((ct_tick[i].flags & TICK_FLAG_ASK ) == TICK_FLAG_ASK )
Print (" CopyTicks change ASK");
if ((ct_tick[i].flags & TICK_FLAG_LAST ) == TICK_FLAG_LAST )
Print (" CopyTicks change LAST");
if ((ct_tick[i].flags & TICK_FLAG_VOLUME ) == TICK_FLAG_VOLUME )
Print (" CopyTicks change VOLUME");
if ((ct_tick[i].flags & TICK_FLAG_BUY ) == TICK_FLAG_BUY )
Print (" CopyTicks change BUY");
if ((ct_tick[i].flags & TICK_FLAG_SELL ) == TICK_FLAG_SELL )
Print (" CopyTicks change SELL");
}
}
}
Print (" TICK_FLAG_BID = ", TICK_FLAG_BID );
Print (" TICK_FLAG_ASK = ", TICK_FLAG_ASK );
Print (" TICK_FLAG_LAST = ", TICK_FLAG_LAST );
Print (" TICK_FLAG_VOLUME = ", TICK_FLAG_VOLUME );
Print (" TICK_FLAG_BUY = ", TICK_FLAG_BUY );
Print (" TICK_FLAG_SELL = ", TICK_FLAG_SELL );
결과
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) SymbolInfoTick change BID
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) SymbolInfoTick change ASK
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) SymbolInfoTick change LAST
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) SymbolInfoTick change VOLUME
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks symbol = Si- 3.17 time 9 = 2017.01 . 20 23 : 54 : 35.904 ask = 60492.0 bid = 60477.0 flags = 6
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks change BID
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks change ASK
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks symbol = Si- 3.17 time 8 = 2017.01 . 20 23 : 53 : 04.867 ask = 60492.0 bid = 60477.0 flags = 6
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks change BID
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks change ASK
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks symbol = Si- 3.17 time 7 = 2017.01 . 20 23 : 51 : 55.889 ask = 60492.0 bid = 60477.0 flags = 6
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks change BID
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks change ASK
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks symbol = Si- 3.17 time 6 = 2017.01 . 20 23 : 50 : 55.731 ask = 60492.0 bid = 60477.0 flags = 4
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks change ASK
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks symbol = Si- 3.17 time 5 = 2017.01 . 20 23 : 49 : 59.296 ask = 60490.0 bid = 60477.0 flags = 56
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks change LAST
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks change VOLUME
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks change BUY
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks symbol = Si- 3.17 time 4 = 2017.01 . 20 23 : 49 : 59.59 ask = 60490.0 bid = 60477.0 flags = 56
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks change LAST
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks change VOLUME
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks change BUY
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks symbol = Si- 3.17 time 3 = 2017.01 . 20 23 : 49 : 58.937 ask = 60490.0 bid = 60477.0 flags = 56
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks change LAST
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks change VOLUME
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks change BUY
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks symbol = Si- 3.17 time 2 = 2017.01 . 20 23 : 49 : 58.934 ask = 60490.0 bid = 60477.0 flags = 88
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks change LAST
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks change VOLUME
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks change SELL
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks symbol = Si- 3.17 time 1 = 2017.01 . 20 23 : 49 : 58.933 ask = 60490.0 bid = 60477.0 flags = 88
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks change LAST
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks change VOLUME
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks change SELL
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks symbol = Si- 3.17 time 0 = 2017.01 . 20 23 : 49 : 58.933 ask = 60490.0 bid = 60477.0 flags = 88
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks change LAST
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks change VOLUME
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks change SELL
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) TICK_FLAG_BID = 2
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) TICK_FLAG_ASK = 4
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) TICK_FLAG_LAST = 8
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) TICK_FLAG_VOLUME = 16
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) TICK_FLAG_BUY = 32
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) TICK_FLAG_SELL = 64
2017.01 . 21 02 : 41 : 19.989 Time_sync_forts (ALRS- 3.17 ,H1) debugging terminated
Okuda는 2017.01 에 틱을 했습니다 . 20 23 : 59 : 56.0?
틱 기록 에 없습니다 :(
그리고 CopyTicks()의 마지막 3틱은 어디에서 왔습니까(비 거래 시간도 포함)?
요청을 받았습니까? 그러나 이 틱에서와 같이 볼륨 또는 가격이 변경되어야 합니다.
CopyTicks 기호 = Si- 3.17 시간 6 = 2017.01 . 20 23 : 50 : 55.731 요청 = 60492.0 입찰 = 60477.0 플래그 = 4
어쩌면 슬픔에 보드카를 굴릴까요?
내가 얻은 것을 시도하십시오 :
핑, 서버 및 터미널 지연으로 인해 시간이 유동적입니다. 그러나 -10 이내; +10; 밀리초는 동기화하는 것으로 나타났습니다.
티키도 프리마켓에 옵니다.
보드카는 안마셨지만 거래소 기술지원팀에 편지 보냈어요
По: help@moex.com
Копия:
Тема: Si- 3.17 (N879289N)
Добрый день!
Разбираемся с разработчиками MetaTrader 5 по поводу
некоректного отображения времени в заявках.
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) SymbolInfoTick symbol = Si- 3.17 time = 2017.01 . 20 23 : 59 : 56.0 ask = 60492.0 bid = 60477.0 flags = 30
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) SymbolInfoTick change BID
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) SymbolInfoTick change ASK
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) SymbolInfoTick change LAST
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) SymbolInfoTick change VOLUME
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks symbol = Si- 3.17 time 9 = 2017.01 . 20 23 : 54 : 35.904 ask = 60492.0 bid = 60477.0 flags = 6
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks change BID
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks change ASK
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks symbol = Si- 3.17 time 8 = 2017.01 . 20 23 : 53 : 04.867 ask = 60492.0 bid = 60477.0 flags = 6
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks change BID
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks change ASK
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks symbol = Si- 3.17 time 7 = 2017.01 . 20 23 : 51 : 55.889 ask = 60492.0 bid = 60477.0 flags = 6
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks change BID
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks change ASK
Не могли бы Вы прислать маленькую выдержку из ордерслог
по инструменту Si- 317 за последнюю минуту ( 23 : 49 : 00.000 - 23 : 50 : 00.000 ) торгов 20.01 . 2017 г.
답을 얻었다
С уважением,
Михаил Ващук
Техническая поддержка ПАО Московская Биржа
+ 7 ( 495 ) 733 - 95 - 07 | help@moex.com
지하실의 전체 로그
마지막 거래는
2017-01-20 23:49:59.297
CopyTicks()의 거래에 해당하는 것
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks change LAST
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks change VOLUME
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks change BUY
이것은 이미 교환 시간의 "외부"를 벗어났습니다 ( 2017.01 . 20 23 : 50 : 55.731 )
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks change ASK
그리고 이것에 대한 대응은 어디에 있습니까 (교환 로그)
61121621392 61121621392 0 24657043455 5205 795262 200 200 0 5121 5121 60505.00000 2017 - 01 - 20 23 : 49 : 59.617 2 1 0.00000
61121621501 61121621501 0 24657043464 5205 795262 1 1 0 1026 1026 58609.00000 2017 - 01 - 20 23 : 49 : 59.997 1 1 0.00000
61121621502 61121621502 0 24657043464 5205 795262 1 0 0 4098 4098 58609.00000 2017 - 01 - 20 23 : 49 : 59.997 1 0 0.00000
61121621504 61121621504 0 24657043465 5205 795262 1 1 0 1026 1026 58609.00000 2017 - 01 - 20 23 : 49 : 59.997 1 1 0.00000
61121621505 61121621505 0 24657043465 5205 795262 1 0 0 4098 4098 58609.00000 2017 - 01 - 20 23 : 49 : 59.997 1 0 0.00000
61121621507 61121621507 0 24657043466 5205 795262 1 1 0 1026 1026 58609.00000 2017 - 01 - 20 23 : 49 : 59.997 1 1 0.00000
61121621508 61121621508 0 24657043466 5205 795262 1 0 0 4098 4098 58609.00000 2017 - 01 - 20 23 : 49 : 59.997 1 0 0.00000
61121621510 61121621510 0 24657043467 5205 795262 1 1 0 1026 1026 58609.00000 2017 - 01 - 20 23 : 49 : 59.997 1 1 0.00000
61121621511 61121621511 0 24657043467 5205 795262 1 0 0 4098 4098 58609.00000 2017 - 01 - 20 23 : 49 : 59.997 1 0 0.00000
61121621513 61121621513 0 24657043468 5205 795262 1 1 0 1026 1026 58609.00000 2017 - 01 - 20 23 : 49 : 59.997 1 1 0.00000
61121621514 61121621514 0 24657043468 5205 795262 1 0 0 4098 4098 58609.00000 2017 - 01 - 20 23 : 49 : 59.997 1 0 0.00000
61121621516 61121621516 0 24657043469 5205 795262 1 1 0 1026 1026 58609.00000 2017 - 01 - 20 23 : 49 : 59.997 1 1 0.00000
61121621517 61121621517 0 24657043469 5205 795262 1 0 0 4098 4098 58609.00000 2017 - 01 - 20 23 : 49 : 59.997 1 0 0.00000
61121621519 61121621519 0 24657043470 5205 795262 1 1 0 1026 1026 58609.00000 2017 - 01 - 20 23 : 49 : 59.997 1 1 0.00000
61121621520 61121621520 0 24657043470 5205 795262 1 0 0 4098 4098 58609.00000 2017 - 01 - 20 23 : 49 : 59.997 1 0 0.00000
61121621522 61121621522 0 24657043471 5205 795262 1 1 0 1026 1026 58609.00000 2017 - 01 - 20 23 : 49 : 59.997 1 1 0.00000
61121621523 61121621523 0 24657043471 5205 795262 1 0 0 4098 4098 58609.00000 2017 - 01 - 20 23 : 49 : 59.997 1 0 0.00000
61121621525 61121621525 0 24657043472 5205 795262 1 1 0 1026 1026 58609.00000 2017 - 01 - 20 23 : 50 : 00.000 1 1 0.00000
61121621526 61121621526 0 24657043472 5205 795262 1 0 0 4098 4098 58609.00000 2017 - 01 - 20 23 : 50 : 00.000 1 0 0.00000
61121621528 61121621528 0 24657043473 5205 795262 1 1 0 1026 1026 58609.00000 2017 - 01 - 20 23 : 50 : 00.000 1 1 0.00000
61121621529 61121621529 0 24657043473 5205 795262 1 0 0 4098 4098 58609.00000 2017 - 01 - 20 23 : 50 : 00.000 1 0 0.00000
61121621531 61121621531 0 24657043474 5205 795262 1 1 0 1026 1026 58609.00000 2017 - 01 - 20 23 : 50 : 00.000 1 1 0.00000
61121621532 61121621532 0 24657043474 5205 795262 1 0 0 4098 4098 58609.00000 2017 - 01 - 20 23 : 50 : 00.000 1 0 0.00000
61121621534 61121621534 0 24657043475 5205 795262 1 1 0 1026 1026 58609.00000 2017 - 01 - 20 23 : 50 : 00.000 1 1 0.00000
61121621535 61121621535 0 24657043475 5205 795262 1 0 0 4098 4098 58609.00000 2017 - 01 - 20 23 : 50 : 00.000 1 0 0.00000
61121621537 61121621537 0 24657043476 5205 795262 1 1 0 1026 1026 58609.00000 2017 - 01 - 20 23 : 50 : 00.000 1 1 0.00000
61121621538 61121621538 0 24657043476 5205 795262 1 0 0 4098 4098 58609.00000 2017 - 01 - 20 23 : 50 : 00.000 1 0 0.00000
61121621540 61121621540 0 24657043477 5205 795262 1 1 0 1026 1026 58609.00000 2017 - 01 - 20 23 : 50 : 00.000 1 1 0.00000
61121621541 61121621541 0 24657043477 5205 795262 1 0 0 4098 4098 58609.00000 2017 - 01 - 20 23 : 50 : 00.000 1 0 0.00000
61121621543 61121621543 0 24657043478 5205 795262 1 1 0 1026 1026 58609.00000 2017 - 01 - 20 23 : 50 : 00.000 1 1 0.00000
61121621544 61121621544 0 24657043478 5205 795262 1 0 0 4098 4098 58609.00000 2017 - 01 - 20 23 : 50 : 00.000 1 0 0.00000
61121621546 61121621546 0 24657043479 5205 795262 1 1 0 1026 1026 58609.00000 2017 - 01 - 20 23 : 50 : 00.000 1 1 0.00000
61121621547 61121621547 0 24657043479 5205 795262 1 0 0 4098 4098 58609.00000 2017 - 01 - 20 23 : 50 : 00.000 1 0 0.00000
61121621549 61121621549 0 24657043480 5205 795262 1 1 0 1026 1026 58609.00000 2017 - 01 - 20 23 : 50 : 00.000 1 1 0.00000
61121621550 61121621550 0 24657043480 5205 795262 1 0 0 4098 4098 58609.00000 2017 - 01 - 20 23 : 50 : 00.000 1 0 0.00000
61121621552 61121621552 0 24657043481 5205 795262 1 1 0 1026 1026 58609.00000 2017 - 01 - 20 23 : 50 : 00.000 1 1 0.00000
61121621553 61121621553 0 24657043481 5205 795262 1 0 0 4098 4098 58609.00000 2017 - 01 - 20 23 : 50 : 00.000 1 0 0.00000
61121621555 61121621555 0 24657043482 5205 795262 1 1 0 1026 1026 58609.00000 2017 - 01 - 20 23 : 50 : 00.000 1 1 0.00000
61121621556 61121621556 0 24657043482 5205 795262 1 0 0 4098 4098 58609.00000 2017 - 01 - 20 23 : 50 : 00.000 1 0 0.00000
61121621627 61121621627 0 24657043238 5205 795262 200 0 0 2102273 2102273 60450.00000 2017 - 01 - 20 23 : 50 : 00.000 1 0 0.00000
61121621635 61121621635 0 24657043455 5205 795262 200 0 0 2102273 2102273 60505.00000 2017 - 01 - 20 23 : 50 : 00.000 2 0 0.00000
61121621677 61121621677 0 24657043152 5205 795262 1000 0 0 2102273 2102273 60456.00000 2017 - 01 - 20 23 : 50 : 00.000 1 0 0.00000
61121621679 61121621679 0 24657043434 5205 795262 1000 0 0 2102273 2102273 60519.00000 2017 - 01 - 20 23 : 50 : 00.000 2 0 0.00000
전설
요청
나는 이것만 받았어야 했다:
61121621550 61121621550 0 24657043480 5205 795262 1 0 0 4098 4098 58609.00000 2017 - 01 - 20 23 : 50 : 00.000 1 0 0.00000
61121621552 61121621552 0 24657043481 5205 795262 1 1 0 1026 1026 58609.00000 2017 - 01 - 20 23 : 50 : 00.000 1 1 0.00000
61121621553 61121621553 0 24657043481 5205 795262 1 0 0 4098 4098 58609.00000 2017 - 01 - 20 23 : 50 : 00.000 1 0 0.00000
61121621555 61121621555 0 24657043482 5205 795262 1 1 0 1026 1026 58609.00000 2017 - 01 - 20 23 : 50 : 00.000 1 1 0.00000
61121621556 61121621556 0 24657043482 5205 795262 1 0 0 4098 4098 58609.00000 2017 - 01 - 20 23 : 50 : 00.000 1 0 0.00000
61121621627 61121621627 0 24657043238 5205 795262 200 0 0 2102273 2102273 60450.00000 2017 - 01 - 20 23 : 50 : 00.000 1 0 0.00000
61121621635 61121621635 0 24657043455 5205 795262 200 0 0 2102273 2102273 60505.00000 2017 - 01 - 20 23 : 50 : 00.000 2 0 0.00000
61121621677 61121621677 0 24657043152 5205 795262 1000 0 0 2102273 2102273 60456.00000 2017 - 01 - 20 23 : 50 : 00.000 1 0 0.00000
61121621679 61121621679 0 24657043434 5205 795262 1000 0 0 2102273 2102273 60519.00000 2017 - 01 - 20 23 : 50 : 00.000 2 0 0.00000
세르게이를 위해
그리고 이것은 완전히 내 이해를 초월합니다.
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) SymbolInfoTick change BID
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) SymbolInfoTick change ASK
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) SymbolInfoTick change LAST
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) SymbolInfoTick change VOLUME
혹시나 해서 다시 확인해봤습니다.
//| TestTicks.mq5 |
//| Copyright 2017, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2017, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit ()
{
Print ( "Test start." );
MqlTick post_ticks[];
string symbol = "Si-3.17" ;
ulong from = ulong ( D'2017.01.20 23:49:59' ) * 1000 ;
int result= CopyTicks (symbol, post_ticks, COPY_TICKS_ALL , from, 20 );
if (result > 0 )
{
for ( int i = result - 1 ;i>= 0 ;i--)
{
Print ( "Symbol = " , symbol, " Time = " , string (post_ticks[i].time) + "." + string (post_ticks[i].time_msc% 1000 ), " flags = " , post_ticks[i].flags);
}
}
Print ( "Test done." );
//---
return ( INIT_SUCCEEDED );
}
하지만 모든 것이 똑같다.
2017.01 . 23 19 : 23 : 35.957 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 23 10 : 00 : 00.0 flags = 88
2017.01 . 23 19 : 23 : 35.957 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 23 10 : 00 : 00.0 flags = 88
2017.01 . 23 19 : 23 : 35.957 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 23 10 : 00 : 00.0 flags = 88
2017.01 . 23 19 : 23 : 35.957 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 23 09 : 59 : 30.312 flags = 2
2017.01 . 23 19 : 23 : 35.957 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 23 09 : 59 : 30.312 flags = 6
2017.01 . 23 19 : 23 : 35.957 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 23 09 : 58 : 16.476 flags = 6
2017.01 . 23 19 : 23 : 35.957 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 23 09 : 57 : 14.762 flags = 6
2017.01 . 23 19 : 23 : 35.957 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 23 09 : 54 : 57.478 flags = 2
2017.01 . 23 19 : 23 : 35.957 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 23 09 : 54 : 27.74 flags = 6
2017.01 . 23 19 : 23 : 35.957 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 23 09 : 52 : 27.191 flags = 6
2017.01 . 23 19 : 23 : 35.957 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 23 09 : 50 : 53.765 flags = 6
2017.01 . 23 19 : 23 : 35.957 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 23 09 : 49 : 15.533 flags = 6
2017.01 . 23 19 : 23 : 35.957 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 23 09 : 47 : 51.605 flags = 6
2017.01 . 23 19 : 23 : 35.957 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 23 09 : 45 : 02.768 flags = 6
2017.01 . 23 19 : 23 : 35.957 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 20 23 : 54 : 35.904 flags = 6
2017.01 . 23 19 : 23 : 35.957 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 20 23 : 53 : 04.867 flags = 6
2017.01 . 23 19 : 23 : 35.957 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 20 23 : 51 : 55.889 flags = 6
2017.01 . 23 19 : 23 : 35.957 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 20 23 : 50 : 55.731 flags = 4
2017.01 . 23 19 : 23 : 35.957 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 20 23 : 49 : 59.296 flags = 56
2017.01 . 23 19 : 23 : 35.957 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 20 23 : 49 : 59.59 flags = 56
2017.01 . 23 19 : 23 : 35.957 TestTicks (ALRS- 3.17 ,H1) Test done.
내일 나는 로컬을 동기화하는 이 옵션을 시도할 것입니다.
10-00에 첫 거래 시세 도착 시 서버 시간과의 시간
TimeTradeServer (s_time);
외부 함수인 GrtLocalTime()을 "끌지" 않기 위해 사용됩니다.
//| Time_sync_forts.mq5 |
//| Copyright 2017 prostotrader |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2017 prostotrader"
#property link "https://www.mql5.com"
#property version "1.03"
//---
struct _SYSTEMTIME
{
ushort wYear;
ushort wMonth;
ushort wDayOfWeek;
ushort wDay;
ushort wHour;
ushort wMinute;
ushort wSecond;
ushort wMilliseconds;
};
_SYSTEMTIME loc_time;
#import "kernel32.dll"
void GetLocalTime(_SYSTEMTIME &sys_time);
bool SetLocalTime(_SYSTEMTIME &sys_time);
#import
//---
bool is_sync;
string symb_rts;
string symb_si;
string symb_gold;
string symb_br;
string symb_gazr;
string symb_sbrf;
//
input string BrInstr = "BR-2.17" ; //Brent
input ENUM_DAY_OF_WEEK FirstDay = SATURDAY ; //Первый выходной
input ENUM_DAY_OF_WEEK SecondDay = SUNDAY ; //Второй выходной
//+------------------------------------------------------------------+
//| Expert set second symbol function |
//+------------------------------------------------------------------+
string SetSecSymbol( const string a_symbol, const string prefix)
{
int str_tire= 0 ;
ushort let_symbol;
int str_size= StringLen (a_symbol);
for ( int i= 0 ; i<str_size; i++)
{
let_symbol= StringGetCharacter (a_symbol,i);
if (let_symbol== '-' )
{
str_tire=i;
break ;
}
}
if (str_tire> 0 )
{
return (prefix + StringSubstr (a_symbol, str_tire, str_size - str_tire));
}
return ( "" );
}
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit ()
{
is_sync= true ;
MarketBookAdd ( Symbol ());
//---
symb_rts=SetSecSymbol( Symbol (), "RTS" );
if (! SymbolSelect (symb_rts, true ))
{
MessageBox (symb_rts+ " not found in the Market watch!" , "Error" , MB_OK | MB_ICONERROR );
return ( INIT_FAILED );
}
else MarketBookAdd (symb_rts);
//---
symb_si=SetSecSymbol( Symbol (), "Si" );
if (! SymbolSelect (symb_si, true ))
{
MessageBox (symb_si+ " not found in the Market watch!" , "Error" , MB_OK | MB_ICONERROR );
return ( INIT_FAILED );
}
else MarketBookAdd (symb_si);
//---
symb_gold=SetSecSymbol( Symbol (), "GOLD" );
if (! SymbolSelect (symb_gold, true ))
{
MessageBox (symb_gold+ " not found in the Market watch!" , "Error" , MB_OK | MB_ICONERROR );
return ( INIT_FAILED );
}
else MarketBookAdd (symb_gold);
//---
symb_gazr=SetSecSymbol( Symbol (), "GAZR" );
if (! SymbolSelect (symb_gazr, true ))
{
MessageBox (symb_gazr+ " not found in the Market watch!" , "Error" , MB_OK | MB_ICONERROR );
return ( INIT_FAILED );
}
else MarketBookAdd (symb_gazr);
//---
symb_sbrf=SetSecSymbol( Symbol (), "SBRF" );
if (! SymbolSelect (symb_sbrf, true ))
{
MessageBox (symb_sbrf+ " not found in the Market watch!" , "Error" , MB_OK | MB_ICONERROR );
return ( INIT_FAILED );
}
else MarketBookAdd (symb_sbrf);
//---
symb_br=BrInstr;
if (! SymbolSelect (symb_br, true ))
{
MessageBox (symb_br+ " not found in the Market watch!" , "Error" , MB_OK | MB_ICONERROR );
return ( INIT_FAILED );
}
else MarketBookAdd (symb_br);
return ( INIT_SUCCEEDED );
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit ( const int reason)
{
MarketBookRelease ( Symbol ());
MarketBookRelease (symb_rts);
MarketBookRelease (symb_br);
MarketBookRelease (symb_si);
MarketBookRelease (symb_gold);
MarketBookRelease (symb_gazr);
MarketBookRelease (symb_sbrf);
}
//+------------------------------------------------------------------+
//| Expert Convert To Time function |
//+------------------------------------------------------------------+
bool ConvertToTime( const long n_value,_SYSTEMTIME &a_time)
{
a_time.wMilliseconds= ushort (n_value% 1000 );
ulong new_time= ulong ( double (n_value)/ 1000 );
MqlDateTime cur_time={ 0 };
TimeToStruct ( datetime (new_time),cur_time);
if (cur_time.year> 0 )
{
a_time.wDay= ushort (cur_time.day);
a_time.wDayOfWeek= ushort (cur_time.day_of_week);
a_time.wHour= ushort (cur_time.hour);
a_time.wMinute= ushort (cur_time.min);
a_time.wMonth = ushort (cur_time.mon);
a_time.wSecond= ushort (cur_time.sec);
a_time.wYear= ushort (cur_time.year);
return ( true );
}
return ( false );
}
//+------------------------------------------------------------------+
//| Expert On book event function |
//+------------------------------------------------------------------+
void OnBookEvent ( const string &symbol)
{
if (!is_sync)
{
loc_time.wYear= 0 ;
GetLocalTime(loc_time);
if (loc_time.wYear> 0 )
{
if (( int (loc_time.wDayOfWeek) == int (FirstDay)) ||
( int (loc_time.wDayOfWeek) == int (SecondDay))) return ;
MqlTick curr_tick[ 1 ];
if ( CopyTicks (symbol,curr_tick, COPY_TICKS_INFO , 0 , 1 )== 1 )
{
MqlDateTime sv_time={ 0 };
TimeToStruct (curr_tick[ 0 ].time,sv_time);
if (sv_time.year> 0 )
{
int st_time=int( 10 * 3600 ); //10:00:00
int end_time=int( 10 * 3600 + 1 ); //10:00:01
int cur_time= sv_time.hour * 3600 + sv_time.min * 60 + sv_time.sec;
if ((cur_time>=st_time) && (cur_time<=end_time))
{
long last_ping= long ( NormalizeDouble (( double ( TerminalInfoInteger ( TERMINAL_PING_LAST ))/ 1000 )/ 2 , 0 ));
long mls_time= long (curr_tick[ 0 ].time_msc% 1000 );
if ((mls_time+last_ping)> 999 )
{
mls_time= long (curr_tick[ 0 ].time_msc)+last_ping;
if (!ConvertToTime(mls_time, loc_time)) return ;
}
else
{
loc_time.wMinute = ushort (sv_time.min);
loc_time.wSecond = ushort (sv_time.sec);
loc_time.wMilliseconds= ushort (mls_time);
}
if (SetLocalTime(loc_time))
{
is_sync= true ;
Print ( "Local time sync is done. Symbol = " ,symbol, " Sync min = " ,loc_time.wMinute,
" Sync sec = " ,loc_time.wSecond, " Sync ms = " ,loc_time.wMilliseconds);
}
}
}
}
}
}
else
{
MqlDateTime s_time={ 0 };
TimeTradeServer (s_time);
if (s_time.year> 0 ) if (s_time.hour== 9 ) is_sync= false ;
}
}
//+------------------------------------------------------------------+
보드카는 안마셨지만 거래소 기술지원팀에 편지 보냈어요
По: help@moex.com
Копия:
Тема: Si- 3.17 (N879289N)
Добрый день!
Разбираемся с разработчиками MetaTrader 5 по поводу
некоректного отображения времени в заявках.
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) SymbolInfoTick symbol = Si- 3.17 time = 2017.01 . 20 23 : 59 : 56.0 ask = 60492.0 bid = 60477.0 flags = 30
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) SymbolInfoTick change BID
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) SymbolInfoTick change ASK
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) SymbolInfoTick change LAST
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) SymbolInfoTick change VOLUME
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks symbol = Si- 3.17 time 9 = 2017.01 . 20 23 : 54 : 35.904 ask = 60492.0 bid = 60477.0 flags = 6
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks change BID
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks change ASK
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks symbol = Si- 3.17 time 8 = 2017.01 . 20 23 : 53 : 04.867 ask = 60492.0 bid = 60477.0 flags = 6
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks change BID
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks change ASK
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks symbol = Si- 3.17 time 7 = 2017.01 . 20 23 : 51 : 55.889 ask = 60492.0 bid = 60477.0 flags = 6
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks change BID
2017.01 . 21 02 : 41 : 17.976 Time_sync_forts (ALRS- 3.17 ,H1) CopyTicks change ASK
Не могли бы Вы прислать маленькую выдержку из ордерслог
по инструменту Si- 317 за последнюю минуту ( 23 : 49 : 00.000 - 23 : 50 : 00.000 ) торгов 20.01 . 2017 г.
불명확하지만 거래소 로그를 요구하는 것은 거래의 마지막 순간 ( 23 : 49 : 00.000 - 23 : 50 : 00.000 ) 이 아니라 마지막 순간을 위한 것이었습니다. . 그리고 스크립트에는 Last price도 표시하는 것이 바람직합니다.
불명확하지만 거래소 로그를 요구하는 것은 거래의 마지막 순간 ( 23 : 49 : 00.000 - 23 : 50 : 00.000 ) 이 아니라 마지막 순간을 위한 것이었습니다. . 그리고 스크립트에서는 Last price도 표시하는 것이 바람직합니다.
1000% 다 이해합니다!
추가됨
서버는 23:49:59까지 올바르게 작동한 다음...
추가됨
지난 이후로
2017.01 . 23 20 : 56 : 22.540 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 23 10 : 00 : 00.0 last = 60460.0 flags = 88
2017.01 . 23 20 : 56 : 22.540 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 23 10 : 00 : 00.0 last = 60464.0 flags = 88
2017.01 . 23 20 : 56 : 22.540 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 23 10 : 00 : 00.0 last = 60465.0 flags = 88
2017.01 . 23 20 : 56 : 22.540 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 23 09 : 59 : 30.312 last = 0.0 flags = 2
2017.01 . 23 20 : 56 : 22.540 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 23 09 : 59 : 30.312 last = 0.0 flags = 6
2017.01 . 23 20 : 56 : 22.540 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 23 09 : 58 : 16.476 last = 0.0 flags = 6
2017.01 . 23 20 : 56 : 22.540 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 23 09 : 57 : 14.762 last = 0.0 flags = 6
2017.01 . 23 20 : 56 : 22.540 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 23 09 : 54 : 57.478 last = 0.0 flags = 2
2017.01 . 23 20 : 56 : 22.540 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 23 09 : 54 : 27.74 last = 0.0 flags = 6
2017.01 . 23 20 : 56 : 22.540 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 23 09 : 52 : 27.191 last = 0.0 flags = 6
2017.01 . 23 20 : 56 : 22.540 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 23 09 : 50 : 53.765 last = 0.0 flags = 6
2017.01 . 23 20 : 56 : 22.540 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 23 09 : 49 : 15.533 last = 0.0 flags = 6
2017.01 . 23 20 : 56 : 22.540 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 23 09 : 47 : 51.605 last = 0.0 flags = 6
2017.01 . 23 20 : 56 : 22.540 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 23 09 : 45 : 02.768 last = 0.0 flags = 6
2017.01 . 23 20 : 56 : 22.540 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 20 23 : 54 : 35.904 last = 60490.0 flags = 6
2017.01 . 23 20 : 56 : 22.540 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 20 23 : 53 : 04.867 last = 60490.0 flags = 6
2017.01 . 23 20 : 56 : 22.540 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 20 23 : 51 : 55.889 last = 60490.0 flags = 6
2017.01 . 23 20 : 56 : 22.540 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 20 23 : 50 : 55.731 last = 60490.0 flags = 4
2017.01 . 23 20 : 56 : 22.540 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 20 23 : 49 : 59.296 last = 60490.0 flags = 56
2017.01 . 23 20 : 56 : 22.540 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 20 23 : 49 : 59.59 last = 60490.0 flags = 56
2017.01 . 23 20 : 56 : 22.540 TestTicks (ALRS- 3.17 ,H1) Test done.
그리고 일반적으로 근무시간에 거래소의 로그와 CopyTicks()의 로그를 비교해보면 엄청난 차이가 있습니다
교환 로그에서 20줄
61121596561 61121596561 0 24657039482 5205 795262 5 5 0 5121 5121 60498.00000 2017 - 01 - 20 23 : 49 : 00.017 2 1 0.00000
61121596564 61121596564 0 24657039483 5205 795262 2 2 0 5121 5121 60497.00000 2017 - 01 - 20 23 : 49 : 00.020 1 1 0.00000
61121596784 61121596784 0 24653666035 5205 795262 1 0 0 2102273 2102273 60226.00000 2017 - 01 - 20 23 : 49 : 00.060 1 0 0.00000
61121596860 61121596860 0 24653666013 5205 795262 1 0 0 2102273 2102273 60898.00000 2017 - 01 - 20 23 : 49 : 00.060 2 0 0.00000
61121596863 61121596863 0 24657039505 5205 795262 5 5 0 5121 5121 60499.00000 2017 - 01 - 20 23 : 49 : 00.060 2 1 0.00000
61121596874 61121596874 0 24657011636 5205 795262 100 0 0 2102273 2102273 60421.00000 2017 - 01 - 20 23 : 49 : 00.063 1 0 0.00000
61121596881 61121596881 0 24656457983 5205 795262 1 0 0 2102273 2102273 60386.00000 2017 - 01 - 20 23 : 49 : 00.063 1 0 0.00000
61121596944 61121596944 0 24656457986 5205 795262 1 0 0 2102273 2102273 60596.00000 2017 - 01 - 20 23 : 49 : 00.067 2 0 0.00000
61121597008 61121597008 0 24657039527 5205 795262 100 100 0 5121 5121 60397.00000 2017 - 01 - 20 23 : 49 : 00.073 1 1 0.00000
61121597151 61121597151 0 24657039552 5205 795262 3 3 0 1025 1025 60497.00000 2017 - 01 - 20 23 : 49 : 00.087 2 1 0.00000
61121597156 61121597156 0 24657039552 5205 795262 3 0 1693721366 1 1 60497.00000 2017 - 01 - 20 23 : 49 : 00.087 2 2 60497.00000
61121597157 61121597157 0 24657038660 5205 795262 3 60 1693721366 9223372034707296257 - 2147479551 60497.00000 2017 - 01 - 20 23 : 49 : 00.087 1 2 60497.00000
61121597221 61121597221 0 24657039555 5205 795262 22 22 0 1026 1026 60494.00000 2017 - 01 - 20 23 : 49 : 00.090 2 1 0.00000
61121597226 61121597226 0 24657039555 5205 795262 22 0 1693721376 9223372034707292162 - 2147483646 60494.00000 2017 - 01 - 20 23 : 49 : 00.090 2 2 60497.00000
61121597227 61121597227 0 24657038660 5205 795262 22 38 1693721376 9223372034707296257 - 2147479551 60497.00000 2017 - 01 - 20 23 : 49 : 00.090 1 2 60497.00000
61121597250 61121597250 0 24657039400 5205 795262 1000 0 0 2102273 2102273 60477.00000 2017 - 01 - 20 23 : 49 : 00.093 1 0 0.00000
61121597260 61121597260 0 24657039558 5205 795262 2 2 0 1025 1025 60497.00000 2017 - 01 - 20 23 : 49 : 00.093 2 1 0.00000
61121597265 61121597265 0 24657039558 5205 795262 2 0 1693721380 1 1 60497.00000 2017 - 01 - 20 23 : 49 : 00.093 2 2 60497.00000
61121597266 61121597266 0 24657038660 5205 795262 2 36 1693721380 9223372034707296257 - 2147479551 60497.00000 2017 - 01 - 20 23 : 49 : 00.093 1 2 60497.00000
61121597291 61121597291 0 24657034498 5205 795262 1 0 0 2102273 2102273 60467.00000 2017 - 01 - 20 23 : 49 : 00.097 1 0 0.00000
코드
//| TestTicks.mq5 |
//| Copyright 2017, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2017, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit ()
{
Print ( "New test start." );
MqlTick post_ticks[];
string symbol = "Si-3.17" ;
ulong from = ulong ( D'2017.01.20 23:49:00' ) * 1000 ;
int result= CopyTicks (symbol, post_ticks, COPY_TICKS_ALL , from, 2000 );
if (result > 0 )
{
Print ( "Total " , result, " ticks." );
for ( int i = 0 ;i< result;i++)
{
Print ( "Symbol = " , symbol, " Time = " , string (post_ticks[i].time) + "." + string (post_ticks[i].time_msc% 1000 ), " last =" , post_ticks[i].last, " flags = " , post_ticks[i].flags);
}
}
Print ( "Test done." );
//---
return ( INIT_SUCCEEDED );
}
CopyTicks() 로그의 N 줄
2017.01 . 23 22 : 59 : 13.657 TestTicks (ALRS- 3.17 ,H1) 새 테스트 시작.
2017.01 . 23 22 : 59 : 13.747 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 20 23 : 49 : 00.88 last = 60497.0 flags = 88
2017.01 . 23 22 : 59 : 13.747 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 20 23 : 49 : 00.90 last = 60497.0 flags = 88
2017.01 . 23 22 : 59 : 13.747 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 20 23 : 49 : 00.94 last = 60497.0 flags = 88
2017.01 . 23 22 : 59 : 13.747 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 20 23 : 49 : 00.109 last = 60497.0 flags = 88
2017.01 . 23 22 : 59 : 13.747 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 20 23 : 49 : 00.109 last = 60497.0 flags = 2
2017.01 . 23 22 : 59 : 13.747 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 20 23 : 49 : 00.114 last = 60497.0 flags = 88
2017.01 . 23 22 : 59 : 13.747 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 20 23 : 49 : 00.114 last = 60497.0 flags = 88
2017.01 . 23 22 : 59 : 13.747 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 20 23 : 49 : 00.114 last = 60497.0 flags = 88
2017.01 . 23 22 : 59 : 13.747 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 20 23 : 49 : 00.114 last = 60497.0 flags = 88
2017.01 . 23 22 : 59 : 13.747 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 20 23 : 49 : 00.147 last = 60496.0 flags = 88
2017.01 . 23 22 : 59 : 13.747 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 20 23 : 49 : 00.502 last = 60496.0 flags = 88
2017.01 . 23 22 : 59 : 13.747 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 20 23 : 49 : 00.529 last = 60496.0 flags = 88
2017.01 . 23 22 : 59 : 13.747 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 20 23 : 49 : 00.581 last = 60496.0 flags = 88
2017.01 . 23 22 : 59 : 13.747 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 20 23 : 49 : 00.624 last = 60496.0 flags = 88
2017.01 . 23 22 : 59 : 13.747 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 20 23 : 49 : 00.669 last = 60498.0 flags = 56
2017.01 . 23 22 : 59 : 13.747 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 20 23 : 49 : 01.24 last = 60498.0 flags = 56
2017.01 . 23 22 : 59 : 13.748 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 20 23 : 49 : 01.110 last = 60496.0 flags = 88
2017.01 . 23 22 : 59 : 13.748 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 20 23 : 49 : 01.110 last = 60496.0 flags = 6
2017.01 . 23 22 : 59 : 13.748 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 20 23 : 49 : 01.113 last = 60496.0 flags = 4
2017.01 . 23 22 : 59 : 13.748 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 20 23 : 49 : 01.113 last = 60496.0 flags = 56
2017.01 . 23 22 : 59 : 13.748 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 20 23 : 49 : 01.697 last = 60498.0 flags = 56
2017.01 . 23 22 : 59 : 13.748 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 20 23 : 49 : 01.697 last = 60498.0 flags = 56
2017.01 . 23 22 : 59 : 13.748 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 20 23 : 49 : 01.700 last = 60498.0 flags = 2
2017.01 . 23 22 : 59 : 13.748 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 20 23 : 49 : 02.675 last = 60498.0 flags = 6
2017.01 . 23 22 : 59 : 13.748 TestTicks (ALRS- 3.17 ,H1) Symbol = Si- 3.17 Time = 2017.01 . 20 23 : 49 : 02.675 last = 60496.0 flags = 88
그 진드기는 어디로 갔습니까?
61121596564 61121596564 0 24657039483 5205 795262 2 2 0 5121 5121 60497.00000 2017 - 01 - 20 23 : 49 : 00.020 1 1 0.00000
61121596784 61121596784 0 24653666035 5205 795262 1 0 0 2102273 2102273 60226.00000 2017 - 01 - 20 23 : 49 : 00.060 1 0 0.00000
61121596860 61121596860 0 24653666013 5205 795262 1 0 0 2102273 2102273 60898.00000 2017 - 01 - 20 23 : 49 : 00.060 2 0 0.00000
61121596863 61121596863 0 24657039505 5205 795262 5 5 0 5121 5121 60499.00000 2017 - 01 - 20 23 : 49 : 00.060 2 1 0.00000
61121596874 61121596874 0 24657011636 5205 795262 100 0 0 2102273 2102273 60421.00000 2017 - 01 - 20 23 : 49 : 00.063 1 0 0.00000
61121596881 61121596881 0 24656457983 5205 795262 1 0 0 2102273 2102273 60386.00000 2017 - 01 - 20 23 : 49 : 00.063 1 0 0.00000
61121596944 61121596944 0 24656457986 5205 795262 1 0 0 2102273 2102273 60596.00000 2017 - 01 - 20 23 : 49 : 00.067 2 0 0.00000
61121597008 61121597008 0 24657039527 5205 795262 100 100 0 5121 5121 60397.00000 2017 - 01 - 20 23 : 49 : 00.073 1 1 0.00000
61121597151 61121597151 0 24657039552 5205 795262 3 3 0 1025 1025 60497.00000 2017 - 01 - 20 23 : 49 : 00.087 2 1 0.00000