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Keep in touch, please. @Dmitriy Skub claimed that the copytix history matches the exchange data 100%.
But you can see that it does not match...
You can check the exchange log yourself in the topic above.
But you can see that it does not match...
You can check the exchange log yourself in the topic above.
I have no alternative sources.
You can download tics from here
http://www.finam.ru/profile/mosbirzha-fyuchersy/si-3-17-sih7/export/?market=14&em=436728&code=SiH7&apply=0&df=20&mf=0&yf=2017&from=20.01.2017&dt=20&mt=0&yt=2017&to=20.01.2017&p=1&f=SiH7_170120_170120&e=.txt&cn=SiH7&dtf=1&tmf=1&MSOR=1&mstime=on&mstimever=1&sep=1&sep2=1&datf=6&at=1
Added
Keep in mind that downloading ticks in one day, can take 15-20 minutes!
20 latest f...ma quotes
SPFB.Si- 3.17 , 0 , 20170120 , 234958 , 60471.000000000 , 1
SPFB.Si- 3.17 , 0 , 20170120 , 234958 , 60471.000000000 , 1
SPFB.Si- 3.17 , 0 , 20170120 , 234958 , 60466.000000000 , 6
SPFB.Si- 3.17 , 0 , 20170120 , 234958 , 60465.000000000 , 5
SPFB.Si- 3.17 , 0 , 20170120 , 234958 , 60465.000000000 , 8
SPFB.Si- 3.17 , 0 , 20170120 , 234958 , 60465.000000000 , 5
SPFB.Si- 3.17 , 0 , 20170120 , 234958 , 60465.000000000 , 1
SPFB.Si- 3.17 , 0 , 20170120 , 234958 , 60470.000000000 , 1
SPFB.Si- 3.17 , 0 , 20170120 , 234958 , 60477.000000000 , 10
SPFB.Si- 3.17 , 0 , 20170120 , 234958 , 60477.000000000 , 2
SPFB.Si- 3.17 , 0 , 20170120 , 234958 , 60477.000000000 , 1
SPFB.Si- 3.17 , 0 , 20170120 , 234958 , 60477.000000000 , 23
SPFB.Si- 3.17 , 0 , 20170120 , 234958 , 60489.000000000 , 1
SPFB.Si- 3.17 , 0 , 20170120 , 234958 , 60489.000000000 , 3
SPFB.Si- 3.17 , 0 , 20170120 , 234958 , 60489.000000000 , 7
SPFB.Si- 3.17 , 0 , 20170120 , 234958 , 60489.000000000 , 7
SPFB.Si- 3.17 , 0 , 20170120 , 234958 , 60490.000000000 , 4
SPFB.Si- 3.17 , 0 , 20170120 , 234959 , 60490.000000000 , 6
SPFB.Si- 3.17 , 0 , 20170120 , 234959 , 60490.000000000 , 1
exchange quotes
61121621019 61121621019 0 24657043406 5205 795262 7 7 0 1026 1026 60489.00000 2017 - 01 - 20 23 : 49 : 58.937 2 1 0.00000
61121621020 61121621020 0 24657043406 5205 795262 7 0 0 4098 4098 60489.00000 2017 - 01 - 20 23 : 49 : 58.937 2 0 0.00000
61121621022 61121621022 0 24657043407 5205 795262 3 3 0 1026 1026 60489.00000 2017 - 01 - 20 23 : 49 : 58.937 2 1 0.00000
61121621023 61121621023 0 24657043407 5205 795262 3 0 0 4098 4098 60489.00000 2017 - 01 - 20 23 : 49 : 58.937 2 0 0.00000
61121621025 61121621025 0 24657043408 5205 795262 7 7 0 1026 1026 60489.00000 2017 - 01 - 20 23 : 49 : 58.937 2 1 0.00000
61121621026 61121621026 0 24657043408 5205 795262 7 0 0 4098 4098 60489.00000 2017 - 01 - 20 23 : 49 : 58.937 2 0 0.00000
61121621028 61121621028 0 24657043409 5205 795262 3 3 0 1026 1026 60489.00000 2017 - 01 - 20 23 : 49 : 58.937 2 1 0.00000
61121621029 61121621029 0 24657043409 5205 795262 3 0 0 4098 4098 60489.00000 2017 - 01 - 20 23 : 49 : 58.937 2 0 0.00000
61121621032 61121621032 0 24657043410 5205 795262 7 7 0 1026 1026 60489.00000 2017 - 01 - 20 23 : 49 : 58.937 2 1 0.00000
61121621033 61121621033 0 24657043410 5205 795262 7 0 0 4098 4098 60489.00000 2017 - 01 - 20 23 : 49 : 58.937 2 0 0.00000
61121621035 61121621035 0 24657043411 5205 795262 3 3 0 1026 1026 60489.00000 2017 - 01 - 20 23 : 49 : 58.937 2 1 0.00000
61121621036 61121621036 0 24657043411 5205 795262 3 0 0 4098 4098 60489.00000 2017 - 01 - 20 23 : 49 : 58.937 2 0 0.00000
61121621038 61121621038 0 24657043412 5205 795262 7 7 0 1026 1026 60489.00000 2017 - 01 - 20 23 : 49 : 58.937 2 1 0.00000
61121621039 61121621039 0 24657043412 5205 795262 7 0 0 4098 4098 60489.00000 2017 - 01 - 20 23 : 49 : 58.937 2 0 0.00000
61121621060 61121621060 0 24657043415 5205 795262 4 4 0 1025 1025 60490.00000 2017 - 01 - 20 23 : 49 : 58.937 1 1 0.00000
61121621065 61121621065 0 24657043415 5205 795262 4 0 1693722323 1 1 60490.00000 2017 - 01 - 20 23 : 49 : 58.937 1 2 60490.00000
61121621066 61121621066 0 24657041869 5205 795262 4 167 1693722323 4097 4097 60490.00000 2017 - 01 - 20 23 : 49 : 58.937 2 2 60490.00000
61121621111 61121621111 0 24657043181 5205 795262 1000 0 0 2102273 2102273 60516.00000 2017 - 01 - 20 23 : 49 : 58.980 2 0 0.00000
61121621129 61121621129 0 24657043148 5205 795262 50 0 0 2102273 2102273 60493.00000 2017 - 01 - 20 23 : 49 : 58.983 2 0 0.00000
61121621196 61121621196 0 24657043429 5205 795262 6 6 0 1025 1025 60989.00000 2017 - 01 - 20 23 : 49 : 59.060 1 1 0.00000
61121621201 61121621201 0 24657043429 5205 795262 6 0 1693722328 1 1 60989.00000 2017 - 01 - 20 23 : 49 : 59.060 1 2 60490.00000
61121621202 61121621202 0 24657041869 5205 795262 6 161 1693722328 4097 4097 60490.00000 2017 - 01 - 20 23 : 49 : 59.060 2 2 60490.00000
61121621234 61121621234 0 24657043434 5205 795262 1000 1000 0 5121 5121 60519.00000 2017 - 01 - 20 23 : 49 : 59.130 2 1 0.00000
61121621261 61121621261 0 24657043439 5205 795262 1 1 0 1025 1025 62235.00000 2017 - 01 - 20 23 : 49 : 59.297 1 1 0.00000
61121621266 61121621266 0 24657043439 5205 795262 1 0 1693722330 1 1 62235.00000 2017 - 01 - 20 23 : 49 : 59.297 1 2 60490.00000
61121621267 61121621267 0 24657041869 5205 795262 1 160 1693722330 4097 4097 60490.00000 2017 - 01 - 20 23 : 49 : 59.297 2 2 60490.00000
61121621327 61121621327 0 24657043258 5205 795262 200 0 0 2102273 2102273 60500.00000 2017 - 01 - 20 23 : 49 : 59.457 2 0 0.00000
61121621392 61121621392 0 24657043455 5205 795262 200 200 0 5121 5121 60505.00000 2017 - 01 - 20 23 : 49 : 59.617 2 1 0.00000
61121621501 61121621501 0 24657043464 5205 795262 1 1 0 1026 1026 58609.00000 2017 - 01 - 20 23 : 49 : 59.997 1 1 0.00000
61121621502 61121621502 0 24657043464 5205 795262 1 0 0 4098 4098 58609.00000 2017 - 01 - 20 23 : 49 : 59.997 1 0 0.00000
61121621504 61121621504 0 24657043465 5205 795262 1 1 0 1026 1026 58609.00000 2017 - 01 - 20 23 : 49 : 59.997 1 1 0.00000
61121621505 61121621505 0 24657043465 5205 795262 1 0 0 4098 4098 58609.00000 2017 - 01 - 20 23 : 49 : 59.997 1 0 0.00000
61121621507 61121621507 0 24657043466 5205 795262 1 1 0 1026 1026 58609.00000 2017 - 01 - 20 23 : 49 : 59.997 1 1 0.00000
61121621508 61121621508 0 24657043466 5205 795262 1 0 0 4098 4098 58609.00000 2017 - 01 - 20 23 : 49 : 59.997 1 0 0.00000
61121621510 61121621510 0 24657043467 5205 795262 1 1 0 1026 1026 58609.00000 2017 - 01 - 20 23 : 49 : 59.997 1 1 0.00000
61121621511 61121621511 0 24657043467 5205 795262 1 0 0 4098 4098 58609.00000 2017 - 01 - 20 23 : 49 : 59.997 1 0 0.00000
61121621513 61121621513 0 24657043468 5205 795262 1 1 0 1026 1026 58609.00000 2017 - 01 - 20 23 : 49 : 59.997 1 1 0.00000
61121621514 61121621514 0 24657043468 5205 795262 1 0 0 4098 4098 58609.00000 2017 - 01 - 20 23 : 49 : 59.997 1 0 0.00000
61121621516 61121621516 0 24657043469 5205 795262 1 1 0 1026 1026 58609.00000 2017 - 01 - 20 23 : 49 : 59.997 1 1 0.00000
61121621517 61121621517 0 24657043469 5205 795262 1 0 0 4098 4098 58609.00000 2017 - 01 - 20 23 : 49 : 59.997 1 0 0.00000
61121621519 61121621519 0 24657043470 5205 795262 1 1 0 1026 1026 58609.00000 2017 - 01 - 20 23 : 49 : 59.997 1 1 0.00000
61121621520 61121621520 0 24657043470 5205 795262 1 0 0 4098 4098 58609.00000 2017 - 01 - 20 23 : 49 : 59.997 1 0 0.00000
61121621522 61121621522 0 24657043471 5205 795262 1 1 0 1026 1026 58609.00000 2017 - 01 - 20 23 : 49 : 59.997 1 1 0.00000
61121621523 61121621523 0 24657043471 5205 795262 1 0 0 4098 4098 58609.00000 2017 - 01 - 20 23 : 49 : 59.997 1 0 0.00000
As you can see, alternative quotes are also "leaky"
You can download tics from here
http://www.finam.ru/profile/mosbirzha-fyuchersy/si-3-17-sih7/export/?market=14&em=436728&code=SiH7&apply=0&df=20&mf=0&yf=2017&from=20.01.2017&dt=20&mt=0&yt=2017&to=20.01.2017&p=1&f=SiH7_170120_170120&e=.txt&cn=SiH7&dtf=1&tmf=1&MSOR=1&mstime=on&mstimever=1&sep=1&sep2=1&datf=6&at=1
Added
Keep in mind that downloading ticks in one day, can take 15-20 minutes!
Thanks!!! Will know what to check against.
To avoid reinventing the wheel, please post the CopyTicks overload, which fills the MqlTick array from Finam's downloaded txt database.
As can be seen, the alternative quotations are also 'holey'
Thank you! I'll know what to check with.
To avoid reinventing the wheel, please post the CopyTicks overload, which fills the MqlTick array from the downloaded Finam txt database.
Do the holes match the MT5?
No comparison can be made because there is no time in milliseconds.
In the last 5 years there hasn't been a single instance of the Exchange giving non-vkr data!
Added
Request Officially from your broker, but as this data is paid,
Ask for an extract for the last 2-3 minutes on Si-3.17 20.01.2017.
Then compare with what they gave me.
You can't compare because there is no time in milliseconds.
You can compare by sequence.