Synchronise Windows local time with the MT5 server - page 11
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Request Officially from your broker, but as this data is chargeable,
Ask for an extract of the last 2-3 minutes on Si-3.17 on 20.01.2017.
Then compare it with what they gave me.
Sorry, no time for that at the moment. I'm sure you've thoroughly checked and rechecked in the SD itself.
OK
Added
But then again, I think the ticks in history function is "glitchy".
https://www.mql5.com/ru/forum/94399/page6#comment_2763826
I have "exported" the table of zero trades (2000) to Exel from Quik and did the same in MT5 - no difference.
did the same in MT5 - no difference.
Apparently I'm right, that the ticks are not correctly recorded in the history.
(By the end of the evening session) :)
And in the topic I indicated above, time 21-25 let's see what happens in the evening....
I did the same in MT5 - no difference.
Apparently I am right that the ticks are not correctly recorded in the history.
Something doesn't make sense. There is no difference and yet there is.
What's not to understand?
The bug accumulates over time.
I was not lazy and edited the Exchange file and it turned out that per minute on Si-3.17
460 deals were made, and the CopyTicks() withCOPY_TICKS_TRDAE test showed that there were 294 deals
The logs are in the basement
Recalculated again - made a mistake (everything fell out)COPY_TICKS_TRDAE - works fine,
but the rest is a mess...
Let's look into it...
Re-checked the trades in the history - everything matches (in the last 2 days) about 500,000 trades!
And with INFO (orders) - just a mess!
In contrast to fxsaber, I fully trust the exchange, and this can clearly be seen in the comparison file
The comparison file is in the basement.
The lines from MT5 coincide with the stock exchange ONLY the first 300 lines (got upset and did not do further)
Added
The difference between exchanger and server time 0-2ms
Added
Code for getting history
#property link "https://www.mql5.com"
#property version "1.00"
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
MqlTick post_ticks[];
string symbol = "Si-3.17";
ulong from = ulong(D'2017.01.20 23:49:00') * 1000;
int result=CopyTicks(symbol, post_ticks, COPY_TICKS_ALL, from, 2000);
if(result > 0)
{
string str="";
int f_handle=FileOpen("Si-3.17_ticks.txt",FILE_WRITE|FILE_ANSI|FILE_TXT);
if (f_handle != INVALID_HANDLE)
{
FileWrite(f_handle, "Symbol\tTime\tLast\tFlags");
for(int i = 0; i< result;i++)
{
if(post_ticks[i].flags == 88)
{
str=symbol + "\t" + string(post_ticks[i].time) + "." +
string(post_ticks[i].time_msc%1000) + "\t" + string(post_ticks[i].last) +
"\tПродажа";
}
else
if(post_ticks[i].flags == 56)
{
str=symbol + "\t" + string(post_ticks[i].time) + "." +
string(post_ticks[i].time_msc%1000) + "\t" + string(post_ticks[i].last) +
"\tПокупка";
}
else
{
str=symbol + "\t" + string(post_ticks[i].time) + "." +
string(post_ticks[i].time_msc%1000) + "\t" + string(post_ticks[i].last) +
"\t" + string(post_ticks[i].flags);
}
FileWrite(f_handle, str);
}
FileClose(f_handle);
}
}
//---
return(INIT_SUCCEEDED);
}
The BOD is silent?
It's unlikely to be resolved that quickly :(
Added
I think I have an idea why this is happening!
The thing is that deals and quotes (orders) from the exchange are coming in different streams,
and on the server they are processed by different functions. The one that is responsible for deals
works correctly and saves the information in the history
(as evidenced by the fact that we have not a single skip in 496,357 trades), and the one responsible for
responsible for the orders is "lame"...