Is there a function to load Times and Sales of Market Depth data using MQL5 codes?
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Mahmoudibarmas Mehdi:
Is there a function to load Times and Sales of Market Depth data using MQL5 codes?
Is there a function to load Times and Sales of Market Depth data using MQL5 codes?
Thats the most relative i came across :
Documentation on MQL5: Market Info / MarketBookGet
- www.mql5.com
MarketBookGet - Market Info - MQL5 Reference - Reference on algorithmic/automated trading language for MetaTrader 5
Lorentzos Roussos:
Thats the most relative i came across :
Thank you for your reply.
This returns pending orders. This is not Times and Sales. !!!
Anyone can help?
Forum on trading, automated trading systems and testing trading strategies
No market orders in Book Event
Alain Verleyen, 2019.04.15 01:24
You are confusing different things, Depth of Market is not the same as Time and Sales. You would need to check the ticks (CopyTicks) to "read" time and sales.You are missing trading opportunities:
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