Which instruments to trade at Otkritie - page 7

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Vasiliy Sokolov:

Nope. It's not working. Maybe I'm doing something wrong.

I have to try it on a real account. And there is a suspicion that for disabled symbols (whose expiry date has long passed) the server did not convert history to ticks.
 
Karputov Vladimir:

CopyTicks. Also, just in case, about the glass:

I urge you to work with the terminal before you write.

What does CopyTicks have to do with it? The conversation was about the history of the tumblr, not even in relation to MT, but to the exchange. You came and wrote that we do not know anything here, and you all write. Well, if you can write it, show us.

Or you could just figure out what you're talking about first. Read it again, carefully. Thank you.

 
Vasiliy Sokolov:

Nope. It's not working. Maybe I'm doing something wrong.

Reconnect should help. Why you can't do it without it sometimes is the question.
 
Yuriy Asaulenko:

What does CopyTicks have to do with it? The conversation was about the history of the stock exchange, not even in relation to MT. You came and wrote that we do not know anything here, and you have everything written. Well, if it's written - show us.

Or you could just figure out what you're talking about first. Read it again, carefully. Thank you.

You should not flub, and formulate your questions more accurately. And do not jump from a discussion of the terminal on the stock exchange and make big eyes "and I have nothing to do with it". If you have a question about the terminal, ask. If you have a question about the exchange, find the MOEX phone numbers yourself?
 
Vasiliy Sokolov:

Nope. It's not working. Maybe I'm doing something wrong.

Something is wrong with the expired futures. I have disabled the automatic deletion of expired symbols from Overview (right click in Market Overview and turn off the "Auto-delete Expired" checkbox. And even after reloading, the ticks of the expired futures are pumped up. Opening demo server.
 
Karputov Vladimir:
You should not flood the forum with questions, you have to be more precise in your statements. There is no need to jump from a discussion of the terminal to the exchange and make big eyes "but I have nothing to do with it". If you have a question about the terminal, ask. If you have a question about the exchange, you can find MOEX's phone numbers yourself.

Well, there were no questions for you. I didn't. Are traders allowed to discuss their trading questions on the forum or only MTs and MQLs? If no, then let's add the whole topic to the flood - what tools to trade in the "Open".

Let's end this conversation.

 
Vasiliy Sokolov:

Nope. It's not working. Maybe I'm doing something wrong.

Here is a more proper option in the form of an EA with a timer for convenience:
int OnInit()
  {
   EventSetTimer(1 0);
   return(INIT_SUCCEEDED);
  }
void OnTimer()
  {
   MqlTick array[];
   datetime start=D'2013.02.20';
   CopyTicks("Si-6.16",array,COPY_TICKS_ALL,start*1000,10000000 0);
   printf("Ticks: %d",ArraySize(array));
  }
void OnTick()
  {
  }

Here Si-6.16 is active and there is a request for data from 2013 to a depth of 100,000,000 ticks (100 million ticks).

In indicators CopyTicks works entirely asynchronously and returns the result immediately, without waiting, while in the scripts and Expert Advisors we have a maximum waiting time of 30 seconds for synchronization with downloading, which in most cases allows you to immediately get the right data.

Of course, for the first time there will be many 30-second returns with null or incomplete data, and then the required volume will be always and immediately available.

Here is an example of how this Expert Advisor works on a real account at Otkritie:

2016.04.21 18:31:10.507 TEST (Si-6.16,H1)       Ticks: 37564752

37 million ticks were given and all this is elementary available in MQL5. You can request as many symbols as you want and it will work in a reasonable time.

That's how much Si-6.16 ticks take in its extremely packed form (87 mb for 37 million ticks):


Our goal is that we will collect the most accurate historical data, including ticks, on our MetaQuotes-Demo for the mass of markets. Work on this is already underway.

Brokers will be able to easily synchronise this historical data from our server to allow traders to normally test on history with maximum quality.

 

I initially thought that Otkritie had not yet launched MT5 in 2013 and therefore no data for Si-3.13.

But there is for it as well:

int OnInit()
  {
   EventSetTimer(10);
   return(INIT_SUCCEEDED);
  }
void OnTimer()
  {
   MqlTick array[];
   datetime start=D'2011.01.01';
   CopyTicks("Si-3.13",array,COPY_TICKS_ALL,start*1000,100000000);
   printf("Ticks: %d",ArraySize(array));
  }
void OnTick()
  {
  }

Response:

2016.04.21 18:42:21.596 TEST (Si-3.13,H1)       Ticks: 4180204

4 million ticks issued.

used

2016.04.21 18:39:38.915 Terminal        MetaTrader 5 x64 build 1306 started (MetaQuotes Software Corp.)

Once the brokers upgrade their servers to the latest versions, the tick data handling will improve dramatically as the whole system will switch to new protocols and synchronisation methods.
 
Renat Fatkhullin:

Once brokers upgrade their servers to the latest versions, the handling of tick data will improve dramatically as the entire system moves to new protocols and synchronisation methods.

AddSERVER_BUILD toTERMINAL_BUILD as well.
 
Renat Fatkhullin:

I initially thought that Otkritie had not yet launched MT5 in 2013 and therefore no data for Si-3.13.

But there is for it too:

...

As I was walking home, I was just thinking about that.

Actually, it's surprising, who collected them if the MT server wasn't up and running at the time?

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