Tick Data Record MT5

The Tick Data Record is a multi-symbol multi-timeframe Expert Advisor that records tick data for later graphical representation and analysis. 

General Description 

The Tick Data Record offers a(n) alternative/complement to the online/offline price charts displayed through the MT4/MT5 platform. The Expert Advisor permits to write and save the current/history values of Time, Bid, Ask, Spread, Last and Volume to a text file (“.txt”). The idea is to copy/open the obtained register to/in a spreadsheet, respectively, represent these data graphically (“Bid/Ask/Spread/Last/Volume vs Time”) and analyse the result. The program enables the symbol's data recording in two modes, available through the Recording Mode input parameter: 

• Unlimited – starts immediately recording and continues during the program execution. 
• Limited – starts and stops recording at Start Time and Stop Time input parameters, respectively. 

In terms of the data file localization and identification, the program creates/opens (depending on if already exists or not) in the shared folder by all client terminals (“...\Terminal\Common\Files”) the following: 

• A folder with the broker's name (for current data records) or named “Tester” (for history data records). 
• A subfolder with the symbol's name. 
• A file with the EA's name and the current/history date (for example, “Tick Data Record 2017.01.03”). 

Note: The graphical representation of those data using a spreadsheet permits a higher time accuracy (at the second's level) than it's currently possible when using the MT4/MT5 platform (at the minute's level). 

Input Parameters 

• Recording Mode: Data recording mode – Unlimited/Limited (see the General Description section above). 
• Start Time: Time used to define the record's start. 
• Stop Time: Time used to define the record's stop. 
• Time Precision Level: Time accuracy level – Second/Millisecond.

Displayed Information 

The Expert Advisor possesses a vast number of messages to inform the user about errors and conditions changes that might occur during its operation. The messages are shown through the Alert function (by a pop-up window), its content includes: 

1. The warning that an input parameter has been incorrectly set. 
2. The Runtime Errors description. 
3. The standard function in the include file where the runtime error was detected (only relevant to the programmer). 
4. The Uninitialization Reason Codes description. 

Note: The list's elements 2 and 3 are displayed simultaneously (in the same text line). 

During the EA’s operation, the messages displayed are grouped by kind of occurrence (related to the list’s elements 2 and 4) and counted. Immediately before the EA’s unloading, a final message containing those groups with the respective counts (if these were > 0) is presented. 

Conclusion 

The Tick Data Record is a helpful and effective tool regarding tick data recording, enabling a simple and intuitive setting of the data to record.