Tick Data HTTP Exporter

Below are the minimum actions required for the EA to start exporting ticks to your configured URL:

• Implement an HTTP endpoint that handles a POST request on a URL derived from the targetExportUrlTemplate. This endpoint should:

  • Accept tick data with the JSON structure described below.
  • Respond with a 200 status code if the reception is successful.

• Allow the terminal to send data to your server: open Tools > Options > Expert Advisors, tick the box "Allow WebRequest for listed URL" and add your server address, e.g. https://data.example.com.

  • If you are testing locally on localhost, create a hostname in 'C:\Windows\System32\drivers\etc\hosts' on Windows or '/etc/hosts' on Linux-based systems. Use this hostname in the targetExportUrlTemplate.

• Attach the EA to any chart in the terminal and configure the following inputs:

  • dataProvider and targetExportUrlTemplate: required; the EA does not start without them.
  • startExportFromTimestampMillis: set the timestamp from which you need to get ticks.
  • symbols: configure the symbols that you need ticks for.
  • shouldReExportHistoricalTicks: this must be set to true on the first run so that the EA creates all necessary files for tracking the last sent tick timestamp. After the first run set it back to false, otherwise every restart sends everything again from startExportFromTimestampMillis.

Note: the EA does not work in the Strategy Tester, because the tester blocks sending data over the internet.

Offset Management

The EA maintains the timestamp (offset) of the last successfully sent tick in order to continue the export process in the event of disruptions or a terminal restart.
By default, timestamps are stored in files that are automatically created in the terminal's MQL5\Files folder. There is a separate file for each symbol.

Additionally, there is an option to use separate HTTP endpoints for reading/storing the offset instead of files.
To use this feature, set lastSentTickTimestampSource to 'HTTP_ENDPOINT' and implement HTTP endpoints based on the URL defined in lastSentTickTimestampUrlTemplate.
As a backend solution, you can choose to store offsets in a database (such as PostgreSQL). If you need to re-export ticks for a specific symbol, you would only need to update the timestamp values in the database table.

What the offset is. The offset is the time of the last delivered tick, in milliseconds since 1970-01-01 on the broker's server clock (the time the terminal shows), not UTC. If you keep offsets on your server, return exactly the number the EA posted.

Exported Symbols Management

By default, the EA uses the input symbols to determine for which symbols ticks need to be exported.
However, there is also an option to retrieve the list of symbols from a separate HTTP endpoint.
To utilize this feature, set exportedSymbolsSource to 'HTTP_ENDPOINT' and implement an endpoint using the URL defined in exportedSymbolsFetchUrlTemplate.

EA External Management

REST API Specification for Application Integration

[
    {
        "symbol": "EURUSD",
        "bid": 1.18000,
        "ask": 1.18020,
        "last": 1.18010,
        "volume": 1234.56,
        "timestampMillis": 1625135912000
    },
    ...
]