Experiments with MetaTrader 5 at Discovery - page 12
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Renat, could you please tell me why the real volumes on the same TF of the same instrument may differ between QuickBooks and MT? Every day I notice small deviations. What may be the reason?
Here is an example today - 18:42, MT5 - 3267, QUIK - 3270.
During the day the deviations accumulate even more.
(broker opening, real account)
This has to be sorted out by collecting tick flows and comparing them.
There may be an error on at least three sides.
Yay, there's a picture, and the pictures are from the video.
I'm waiting for remorse, hitting the wall and posts refuting my words.
Nasdaq paper , you show zero spread on it. The rest of them are delivering orders there anyway.
I'll wait for apasthena.
an asc cannot be equal to a bid for the simple reason that a trade will take place.
The difference between the bid and ask is at least 1 point otherwise there is a trade
It's all true within a single bet :)
There is such a thing as NBBO (National Best Bid/Offer). Zero or negative NBBO spread is quite common.
Well, the trades feed is useful for understanding horizontal volumes, for example.
No one is working directly with the tape. If you need ticks for the current day, you can easily accumulate them programmatically in MT5. You can connect tick information to your Expert Advisor, it is available on Finam's server. If you think about it, the goodwill of 0.001% of traders is not worth the weight of the entire system.
This has to be sorted out by collecting tick flows and comparing.
There could be an error on at least three sides.
I don't quite understand why a table of all trades is needed? In fact, in most cases, a table of all trades is needed to assemble the required working timeframe. In MT5 all conceivable timeframes are built in by default. Then the question remains - why?
As for OI - that's really useful information as well as real volumes. I'm sure it will eventually appear in MT5.
P.S. Because the table of all trades is used in very specific cases and is so resource consuming and demanding for data channel capacity, that brokers disable transmission of this information by default. Only after an explicit request from the client does the broker connect this table.
I would like to add another argument in favour of a table of all trades. Apart from getting ticks and volumes - this table is essentially a document that officially confirms that there are 2 people (buyer and seller) behind this particular tick and in case of disputable situations this table can be referred to.
I've been testing MT5 at Otkritie, really mega handy platform, Quick is next to like a dinosaur !
If you enable the option of downloading the history from your files, I'll go for it straight away. In the meantime I have to use combines)
There is also an online solution:
It's not universal (it's not suitable for "hanging" orders - but it's more relevant to low-liquid instruments), but it's about right.
(I personally have not managed to squeeze anything out of the "tape", but that does not mean that everyone else cannot)
It could be because of the different speeds of arrival of information to the quik server and the MT5 server some are faster some are slower
How can this be? Even if the data comes in slower, it has a point in time identifier, it still has to hit a certain timeframe. This is how I envision a client-server application. If there was no correction for the delay between servers - no service starting from the terminal could work. I think there's another reason for that.
And if a delay existed, this data would have arrived by the end of the session. But the results of daily volumes - there's still a discrepancy.
You have to sort this out by collecting tick-threads and comparing them.
The error could be on at least three sides.
How to achieve a solution to this problem? Register it as an official bug? Require the broker to do so?
It seems to me that such discrepancies really hinder the spread of the platform.
Thank you!