Future price stack with Time & Sales and transaction display - page 16

 
Prival-2:

I'm sorry I couldn't take it...

It hasn't even been seven years and a miracle has happened. A teak story will finally appear...

Renat hasn't been here for a long time.

He was probably taken captive by the hairy raters of Quick, so that he didn't connect options and the stock section to MT5 to trade on MOEX. And, rumour has it that Kvik is being lobbied by a certain Pu.... in the government

Now it's clear why there is no cool exchange platform in the Russian market. The story is the same as with AVTOVAZ.

Документация по MQL5: Доступ к таймсериям и индикаторам / CopyTicks
Документация по MQL5: Доступ к таймсериям и индикаторам / CopyTicks
  • www.mql5.com
Доступ к таймсериям и индикаторам / CopyTicks - справочник по языку алгоритмического/автоматического трейдинга для MetaTrader 5
 
Prival-2:

at the bottom right there is a link to the history of the cup, you can download and reproduce + test for example a market making strategy

I've been looking for a link to this miracle for 5 minutes now. I look to the right, to the bottom - I see nothing...
 
Edic:
For 5 minutes I am looking for a link to this miracle. I look to the right, downwards - do not see anything...

Bidding history.

The link will take you to the servers where this history is stored. Choose the right day, the right fuch and download the history of deals (ticks) and the history of the market

By the way you can look there terminals for trade other than Quick.

 
Edic:

Renat hasn't been here for a long time.

He must have been captured by Quick's hairy moneylenders so that he wouldn't connect the options and stock section to MT5 to trade on the MOEX. And, rumour has it that Kvik is being lobbied by a certain Pu.... in the government

Now it's clear why there is no cool exchange platform in the Russian market. The story is the same as with AVTOVAZ.

Yeah this fairy tale is all Pu's fault .... I have already heard ))))

But you are wrong. There are several terminals through which you can trade on the Russian exchange. But I do not want to advertise them here. This forum is dedicated to MT.

And about options and the stock section, it's all about the same as ticks. It's a work with a certain data flow, all these three flows, stock, futures and options have their own data format, their own rules of working with it, peculiarities of placing orders. This requires a very serious modification of the system core (connector), and judging from my battle with them for ticks, MQ does not like to do this.

 
Prival-2:

Bidding history.

The link will take you to the servers where this history is stored. Choose the right day, the right fuech and download the history of deals (ticks) and the history of the stack

Where can I see what you're talking about? You can write in your personal message.
 
Prival-2:

This is working with a certain data stream, all these three streams, stock, futures and options have their own data format, their own rules of working with it, peculiarities of placing orders. This requires a very serious modification of the system core (connector), and judging by my battle with them for ticks, MQ do not like to do this.

I see. And I only noticed that in metaquotes, if no tick comes, the bar is not drawn. For some long options strings may not get any ticks for a long time, and it will be horrible unsynchronization of bars in strings and as a consequence, a very inconvenient analysis.

You say they were told 7 years ago that ticks are not trash. ?) . You see, you were right. And even a very proud man Renat has to admit it.

 
Edic:

You say they were told 7 years ago that tics are not rubbish. ?) . You see, you were right. And even a very proud man Renat has to admit it.

Don't confuse the behaviour of two different people and don't substitute concepts, please:

  1. One is in the "give and I don't care about anything else, I'm only thinking of myself here" position
  2. The other is "to give to the masses is to solve a lot of technical and legal issues, which at this stage are unsolvable".

Even now you have no idea what this means and what kind of legal problems need to be solved. For you are not aware of the interests of the owners of this historical data and their conditions. You do not see them or even guess about them.

You're only talking about one mode, the absolute and free use of very expensive tick data, which has both an owner and strict conditions of distribution. The mode is "give it and that's it! don't fill my head with excuses - I don't even want to think about it".

For information: MOEX tick data for one user for a few years costs about $ 20,000, and yet it is surrounded by conditions. But for those who do not want to think, but are ready only to demand and accuse - it is not an obstacle.


From a technical point of view in 2015 we are ready to give access to deep tick history for the tester. But even now in 2015 we are catching angry minuses in reviews of mobile terminals because they are pumping 300-500kb more data. So with the release of the new modes there will be quite a few complaints about the traffic.

 
Renat:


OK. Yes, I agree, such data is expensive. I'm quite happy with the current state of affairs, where I can accumulate ticks myself into a text file if I wish.

I'm much more concerned with the question - will the fund and options be connected this year on MOEX real? Will the broker allow them to be traded via MT5?

 
Edic:

I am much more concerned with the question - will the fund and options be connected this year on the MOEX real? Will the broker allow them to be traded through MT5?
They will. We are working in good contact with the stock exchange and Russian stock brokers.
 
Renat:
There will be. We are working in good contact with the stock exchange and Russian stock brokers.
That is great. I am now calm and satisfied.