raffieeey / MetaTrader-Python-Tick-Acquisition

MetaTrader5 to Python Bridge, with millisecond level tick precision.

MetaTrader-Python-Tick-Acquisition

MetaTrader5 to Python Bridge, with millisecond level tick precision. Based off Darwinex ZeroMQ MT4 bridge.

To Do:

• Complete transition to MT5
• Create pipeline to store live ticks into database storage

Completed:

• Added millisecond level tick precision.
• Converting message format to JSON
• Convert tick data to OHLC (candlestick) on pandas and compare with original broker historical data. Note: MT4/5 seems to be dropping a non-insignificant portion of the ticks. Unfortunately, this seems to be a limitation of MetaTrader itself.