There is no public API
whroeder1:
There is no API
There is no API
Where can I download the document about DataFeed???
There isn't any. This a a users forum. Those are proprietary to Metaquotes.
You can dld and create the data for the Strategy Tester even though it is unofficial!
Google for EAreview and/or Tickstrory and TickDownloader and follow their docs and programs..

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I want to study MT4 Datafeed API.
Where can I download the document???
Thanks.