Missing Bid-Ask levels - page 3
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Transaction data and quotes come from the exchange trading system in separate streams.
And on the MT server side they are combined into a single stream. We do not know how it is implemented.
Because of this there can be some subtleties, such as synchronization problems and missed data.
We should not rely on 100% authenticity of МТ5 market data.
Take the full order book for the day and compare it with the MT5. This will take you 15 minutes with a break.
Of course it is easier to refer to the unreliability of the data in MT5.)
... buy at the Bid level and sell at the Ask level.
Well, use it )
Take a full orderlog for the day and sort out the right moment in the orderlog compared to MT5. That's 15 minutes with a break.
Of course it is easier to refer to the unreliability of MT5 data :)
Where is the order book from?
Well, use it.)
Good one))
https://www.mql5.com/ru/welcome/ru-metatrader-5-high-frequency-trading
Let's make sure the MT5 platform really lives up to what it was prepared for.
Orderlog from where?
ftp://ftp.zerich.com/pub/Terminals/QScalp/History/
ftp://ftp.zerich.com/pub/Terminals/QScalp/History/
sleeve
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What's this about?
Since some time it has become impossible to contact the developers directly on technical issues.
I tried to make an appeal for one of the suggested financial difficulties. They replied in English,
that it was the wrong place and suggested that all such problems should be solved on the forum. Moreover, I couldn't wait for an answer on the forum.
Everything was left to chance, except finances. If somewhere here some problems (requests, nuances) are being solved by Autobots, it's not
enough. Half the world is sitting on this platform and many like it. Why is such a facility suddenly left without proper tech support?
The platform works with one datafeed, not allowing anyone from outside. Then make this datafeed without gaps. It is within your power to do so.
If I'm wrong and I'm wrong somewhere, explain why.
I'm not gaining reputation points, I really need this data, and I'm not the only one, I think.
Read, my postsfrom this post to the end of the thread,
Maybe that's what you're asking.