Real time data export from MT4

Hi all,

I would like to export real time data from MT4 to text or xls file: DDE works fine but does not provide volume.

Is there a way to get real time data as Date, Time (or Datetime), Bid, Volume?

Any help really appreciated.

Can my issue be solved using a script or expert advisor? Does anyone is aware of such solution to get real time data succesfully exported?

Thanks

Exported file is in {your data folder}\MQL4\Files\Data

You have to stop the expert in order to be able to see the text in an editor.

BTW there is only incremental volume or no real volume at all.

Hi rockit,

thanks for your support, your ea works fine.

Is there a way to get data and volume updated in real time? I saw this is possible using DDE, in an xls file a cell is continuosly updated as prices change, but DDE does not provide volume.

Your ea should be perfect if it would add lines without stopping ea.

Is it possible to modify your ea?

Kind regards

I think this does also what you're looking for: http://www.forexfactory.com/showthre...49#post7515649

I think now it does the trick.

Hi rockit,

thank you very very much! This is just what I needed.

My best regards,

acepsut

Good.
If you do not need the data as a history - meaning that the last record is appended - it can be made to contain only the last (most recent) record.

Hi rockit,

a modified code version as your last suggestion would be appreciated.

I am now seeking for a script or ea to export historical data as 1 min time frame , with volume.

My target is as follow: I plan to keep hist 1 min data in a mySQL folder (i.e. EURUS folder, EURGBP folder and so on), and fill the missing data every day.

So, in example, tomorrow I will start MT4 and first thing to do is filling missing data, then append and save data in real time thanks to your textdataexport.mq4

Any idea, suggestion or code about how to accomplish this in the most quick and automatic way?

I payed a programmer a few years back....created this simple indi.
Put the indi on any chart...it will save the file to your hardrive....from month to 1 minute....any chart....then you can open a chart with any eod application of your choice....the software I use get´s the actualized data directly from MT4 (after proper configuration of ISCCI columns)....after hitting a button....sometimes it crashes if you upload just when the data changes...then just restart the software....I actually trade 6 pairs....every morning I actualize all 6 profiles, with charts between week to 5 minutes....then I have all the refreshed data ready to work...
hope it helps....

Hi cuchuflito,

thank you very much for your help!

Best regards,

acepsut

Data export of the last record only. (Also changed item delimiter to "," and record delimiter to ";")



Do you really need more (M1) bars than MT4 can provide? If not, simply download the amount of bars needed each time you start a session.

Hi rockit,

thank you very much, really appreciate.

I have one last question, if possible. This is my situation: I plan to store these data in a mySQL table (one table for each pair) and use it in my Java stand alone software.

Data are compressed from tick by tick to one minute frame, so each row in mySQL table is 1 minute bar with OHLCV columns.

Since Forex markets trades 23 hours a day, every day I have to fill missing data when I turn off my pc.

In example, let's suppose I collect and store real time data from 9 AM up to 6 PM: of course when I turn off my pc I miss all data from 6 PM previous day and 9 AM actual day.

So, back to my request: I would need a script or ea to perform 1 min time frame data download, single click and a text file is create for any pair

As parameters:

1) days back (including actual day)
2) currency pairs

Once run, this code should create as many txt files as how much pairs are inputed. So, for EURUS, EURGBP and EURCHF as parameter it should create 3 different txt files.

Thanks again

Do I understand correctly that you can program (in Java)?
To fill a data gap I would store the timestamp of the last bar on which live data has been collected in a terminal's global variable.
Subsequently a script would read the timestamp and store bar data from that timestamp on up to, and inclusive, the current bar.

So, the script I have include below does just that. Possibly this is what you want.
Here is how it works. When you start a session, start the script to either initially save data or, to fill the gap from last session.

In the input dialog you can fill in the symbols, in a string, comma-separated with no gaps inbetween.
There's also the "days back" parameter; if you put in a number (of days) it will save M1 bars up to current M1 bar; and if you leave it zero it will try to fill the gap between the last session and current (if any).
About the format: The values of one bar in the saved text file(s) are separated by commas and terminated by semicolon, i.e. time,O,H,L,C,V; .
Also, make sure you have the M1 data of the symbols in question already loaded (that is, their respective M1 charts open).

But first you have to amend the code that I already gave you.
You have to put this line of code below into the respective OnDeinit() function(s):

Hi Rockit,

yes I am involved in developing my own JavaFx software, and I am going to include forex data as well for analysis and forecast.

Thank you once again for your precious and kind help.

Best regards,

acepsut

Hi Rockit,

I have done a little modify to your code: I have added /r/n

for(int i = 0; i < ArraySize(rarr); i++) {
rstr += TimeToStr(rarr[i].time) + "," + rarr[i].open + "," + rarr[i].high + "," + rarr[i].low + "," + rarr[i].close + "," + rarr[i].tick_volume + ";" + "\r\n";

at the end of your for loop so I have single data rows.

In your code all data content is in String rstr: but if I have a lot of rows to be written shouldn't we risk to get a String overflow?

Shouldn't be better if I rewrite as

for(int i = 0; i < ArraySize(rarr); i++) {
rstr = TimeToStr(rarr[i].time) + "," + rarr[i].open + "," + rarr[i].high + "," + rarr[i].low + "," + rarr[i].close + "," + rarr[i].tick_volume + ";" + "\r\n";
FileWriteString(hfile, rstr);
FileFlush(hfile);
}

with FileFlush added as from your previous code?

Thanks

acepsut

Sure, it's your code now and you can modify to your liking. In fact, if you can program Java then you can program mql.
And yes, you are right it likely be better to write data in small portions if it is a lot of data to write.

Hi rockit,

I am facing an issue with real time data export: I can update the output file with eurus tick data only when I click on it, as from my screencast example

http://screencast-o-matic.com/watch/c21Z6hn5bu

Attached is the code I am using for real time data export. Can you help me on this last issue? Exported data should be automatically update with no need to start an event.

Thank you very much

I have watched the screen cast.
How do you read/display the content. Possibly the issue is on that part.
Otherwise what you can try is to close the file after each write (see post #12). IDK
I do export real time data to my application too, but I use other mechanism than a file (I use windows API).
There is other mechanisms that you could use for Java. Possibly named pipes or internet protocol (client/server).

Are there any free internet protocol plug-in for metatrader you are aware?

Or, do you have any example for using pipes? I need that could work both on Windows and Linux