Синхронизация локального времени Windows с сервером МТ5 - страница 8
Вы упускаете торговые возможности:
- Бесплатные приложения для трейдинга
- 8 000+ сигналов для копирования
- Экономические новости для анализа финансовых рынков
Регистрация
Вход
Вы принимаете политику сайта и условия использования
Если у вас нет учетной записи, зарегистрируйтесь
Так чему же верить (реал)?
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);
Результат
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
Добавлено
Меняю COPY_TICKS_INFO на COPY_TICKS_ALL
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);
Результат
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 last = 60490
Может, для лучшего понимания, пойти пива попить?
Пива попил, но так и ничего не понял
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);
Результат
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
Окуда взялся тик в 2017.01.20 23:59:56.0 ?
В тиковой истории его нет :(
И откуда взялись последние 3 тика в CopyTicks() (тоже неторговое время) ?
Снимали заявки? Но тогда объём должен измениться или цена, как в этом тике
CopyTicks symbol = Si-3.17 time 6 = 2017.01.20 23:50:55.731 ask = 60492.0 bid = 60477.0 flags = 4
Может, с горя, водочки накатить?
Попробуй то что у меня получилось:
Время плавает из за пинга, задержек сервера и терминала. Но в пределах -10; +10; миллисекунд получается синхронизировать.
В премаркет тики тоже приходят.
Водку пить не стал, а отправил в техподдержку биржи письмо
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.
Получил ответ
С уважением,
Михаил Ващук
Техническая поддержка ПАО Московская Биржа
+7 (495) 733-95-07 | help@moex.com
Полный лог в подвале
Последняя сделка была
2017-01-20 23:49:59.297
Что соответствует сделке в CopyTicks()
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
Это, уже за "пределами" времени биржи (2017.01.20 23:50:55.731)
2017.01.21 02:41:17.976 Time_sync_forts (ALRS-3.17,H1) CopyTicks change ASK
А где же соответствия этому (лог биржи)
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
Легенда
Запрашивая
Я должен был получить только это:
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
Для Сергея
А это, вообще за рамками моего понимания
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
На всякий случай ещё раз проверил
//| 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);
}
Но всё тоже самое
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.
Завтра попробую этот вариант, который синхронизирует локальное
время с временем сервера по приходу первой торговой котировки в 10-00
TimeTradeServer(s_time);
используется для того, чтобы не "дёргать" GrtLocalTime() - внешнюю функцию.
//| 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;
}
}
//+------------------------------------------------------------------+
Водку пить не стал, а отправил в техподдержку биржи письмо
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.
Пока не очень понятно, надо было просить лог биржи не за последнюю минуту (23:49:00.000 - 23:50:00.000) торгов, а просто за последнюю минуту, потому что дальше идет снятие заявок. И в скрипте желательно вывести цену Last тоже.
Пока не очень понятно, надо было просить лог биржи не за последнюю минуту (23:49:00.000 - 23:50:00.000) торгов, а просто за последнюю минуту, потому что дальше идет снятие заявок. И в скрипте желательно вывести цену Last тоже.
Мне на 1000% всё понятно!
Добавлено
Сервер, скорее всего, работает правильно до 23:49:59, а далее...
Добавлено
с last
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.
да и вообще, если сравнить лог биржи с логом CopyTicks(), в рабочее время, то есть ргромные различия
20 строк из лога биржи
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
Код
//| 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);
}
N строк из лога CopyTicks()
2017.01.23 22:59:13.657 TestTicks (ALRS-3.17,H1) New test start.
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
Куда подевались эти тики?
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