Developers.Time format in the MT5 terminal - page 8

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serferrer:
Listen and remember - it's not about the HFT, but about at least minutes in the open access for all and points in the rules about this history (what happens if it does not coincide with a real trade).

Did you understand what you wrote? for all and points in the rules ...

 
Risk:

Did you understand what you wrote ? for all the items in the regulations ....

it is not about the HFT, but about at least the minutes openly available to all clients of this company (or anyone who wants to)

is it clear now?

 
serferrer:

it is not about HFT, but about at least minutes in the public domain for all clients of that company (or anyone who wants to)

is it clear now?

Oooooooooooooooooooooo )

Let's strengthen the argument - Whoever talks about detailed ( correct, complete, correct - other synonyms) quotes history, does not understand anything about HFT, algotrading or trading.

And whoever talks about different quotes simply does not understand how the currency market works.

 
MT5 is positioned, among other things, as an exchange terminal. While there is a battle for milliseconds here, the exchanges have long since moved to micro. Welcome to the 21st century.

Here's a day in the life of SPY. All in all, it's only Level 1. Don't try to open it in Excel, it doesn't understand this time format.

PS. no trailer, it won't fit in for some reason. Here is a sample of what was.

#RIC,Date[G],Time[G],GMT Offset,Type,Price,Volume,Market VWAP,Bid Price,Bid Size,Ask Price,Ask Size

SPY,05-MAR-2013,14:36:40.279178,-5,Trade,153.87,100,153.7511,,,,

SPY,05-MAR-2013,14:36:40.279178,-5,Quote,,,,153.86,96,153.87,71

SPY,05-MAR-2013,14:36:40.319097,-5,Quote,,,,153.86,96,153.87,67

SPY,05-MAR-2013,14:36:40.349364,-5,Quote,,,,153.86,96,153.87,83

SPY,05-MAR-2013,14:36:40.379631,-5,Quote,,,,153.86,90,153.87,83

SPY,05-MAR-2013,14:36:40.379631,-5,Quote,,,,153.86,88,153.87,83

SPY,05-MAR-2013,14:36:40.409928,-5,Trade,153.86,100,153.7511,,,,

SPY,05-MAR-2013,14:36:40.469520,-5,Quote,,,,153.86,88,153.87,72

SPY,05-MAR-2013,14:36:40.469520,-5,Quote,,,,153.86,96,153.87,72

SPY,05-MAR-2013,14:36:40.469520,-5,Quote,,,,153.86,96,153.87,67

SPY,05-MAR-2013,14:36:40.469520,-5,Quote,,,,153.86,100,153.87,67

SPY,05-MAR-2013,14:36:40.469520,-5,Quote,,,,153.86,100,153.87,65

SPY,05-MAR-2013,14:36:40.569191,-5,Quote,,,,153.86,96,153.87,65

SPY,05-MAR-2013,14:36:40.569191,-5,Quote,,,,153.86,96,153.87,81

SPY,05-MAR-2013,14:36:40.709708,-5,Quote,,,,153.86,91,153.87,81

SPY,05-MAR-2013,14:36:40.709708,-5,Quote,,,,153.86,89,153.87,81

SPY,05-MAR-2013,14:36:40.709708,-5,Quote,,,,153.86,84,153.87,81

SPY,05-MAR-2013,14:36:40.729240,-5,Quote,,,,153.86,85,153.87,81

SPY,05-MAR-2013,14:36:40.729240,-5,Trade,153.87,200,153.7511,,,,

SPY,05-MAR-2013,14:36:40.879622,-5,Quote,,,,153.86,79,153.87,81

SPY,05-MAR-2013,14:36:41.089645,-5,Quote,,,,153.86,75,153.87,81

SPY,05-MAR-2013,14:36:41.089645,-5,Quote,,,,153.86,75,153.87,83

SPY,05-MAR-2013,14:36:41.149286,-5,Quote,,,,153.86,76,153.87,83

SPY,05-MAR-2013,14:36:41.149286,-5,Trade,153.865,200,153.7511,,,,

SPY,05-MAR-2013,14:36:41.159890,-5,Trade,153.865,100,153.7511,,,,

SPY,05-MAR-2013,14:36:41.159890,-5,Trade,153.865,200,153.7511,,,,

SPY,05-MAR-2013,14:36:41.159890,-5,Trade,153.865,100,153.7511,,,,

SPY,05-MAR-2013,14:36:41.169664,-5,Trade,153.865,200,153.7511,,,,

SPY,05-MAR-2013,14:36:41.169664,-5,Trade,153.865,200,153.7511,,,,

SPY,05-MAR-2013,14:36:41.169664,-5,Trade,153.865,200,153.7511,,,,

SPY,05-MAR-2013,14:36:41.169664,-5,Quote,,,,153.86,93,153.87,83

SPY,05-MAR-2013,14:36:41.169664,-5,Trade,153.865,200,153.7511,,,,

SPY,05-MAR-2013,14:36:41.169664,-5,Trade,153.865,200,153.7511,,,,

SPY,05-MAR-2013,14:36:41.246987,-5,Quote,,,,153.86,125,153.87,83

 

That'sa gift, that's not a build. :)

stringo and the MK team thank you very much.


  1. MQL5: Расширено перечисление ENUM_ORDER_STATE - состояния торговых ордеров. Добавлены значения ORDER_STATE_REQUEST_ADD, ORDER_STATE_REQUEST_MODIFY, ORDER_STATE_REQUEST_CANCEL.
  2. MQL5: Добавлены новые свойства позиции (перечисление ENUM_POSITION_PROPERTY_INTEGER):

    • POSITION_TIME_MSC - время выставления позиции в миллисекундах с 00:00:00 01.01.1970
    • POSITION_TIME_UPDATE - время изменения позиции в секундах с 00:00:00 01.01.1970

    • POSITION_TIME_UPDATE_MSC - время изменения позиции в миллисекундах с 00:00:00 01.01.1970


  3. MQL5: Добавлены новые свойства ордера (перечисление ENUM_ORDER_PROPERTY_INTEGER):

    • ORDER_TIME_SETUP_MSC - время выставления ордера в миллисекундах с 00:00:00 01.01.1970

    • ORDER_TIME_DONE_MSC - время исполнения ордера в миллисекундах с 00:00:00 01.01.1970

  4. MQL5: Добавлено новое свойство сделки  (перечисление ENUM_DEAL_PROPERTY_INTEGER):

    • DEAL_TIME_MSC - время совершения сделки в миллисекундах с 00:00:00 01.01.1970

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