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From what I understood nonetheless, it seems you have more ticks AFTER restarting MT5 right ? So it seems a cache issue, where before closing, the ticks in the cache are not available.
More ticks are not a problem as this is natural.
What I have is a chunk of missing data towards the end (not at the end). Sometimes in the middle as well.
I first do an initial download of tick data, while the platform is running. This way I get the first set for comparison.
I exit the platform, wait a few seconds and restart.
I do a second download of tick data.
When I compare both sets I have a spot in the first download where data is missing.
It is something like this:
1st sample: ABCDEFHIJ
2nd sample: ABCDEFGHIJKL
Notice the letter G missing in the first sample. "KL" is not a problem as this is new data.
In a live run, I'm experiencing the same problems when I do subsequent calls to the "CopyTicks" function. In general ticks are missing very often.
More ticks are not a problem as this is natural.
What I have is a chunk of missing data towards the end (not at the end). Sometimes in the middle as well.
I first do an initial download of tick data, while the platform is running. This way I get the first set for comparison.
I exit the platform, wait a few seconds and restart.
I do a second download of tick data.
When I compare both sets I have a spot in the first download where data is missing.
It is something like this:
1st sample: ABCDEFHIJ
2nd sample: ABCDEFGHIJKL
Notice the letter G missing in the first sample. "KL" is not a problem as this is new data.
In a live run, I'm experiencing the same problems when I do subsequent calls to the "CopyTicks" function. In general ticks are missing very often.