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verified publisher icon UmaisZahid
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MetaTrader5 to Python Bridge, with millisecond level tick precision.

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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.

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verified publisher icon UmaisZahid

Metadata

MetaTrader5 to Python Bridge, with millisecond level tick precision.

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