MetaTrader-Python-Tick-Acquisition

MetaTrader5 to Python Bridge, with millisecond level tick precision. Based off Darwinex ZeroMQ MT4 bridge.

To Do:

Added millisecond level tick precision.
Converting message format to JSON
Convert tick data to OHLC (candlestick) on pandas and compare with original broker historical data. Note: MT4/5 seems to be dropping a non-insignificant portion of the ticks. Unfortunately, this seems to be a limitation of MetaTrader itself.

Name		Name	Last commit message	Last commit date
Latest commit History 32 Commits
.idea		.idea
Jupyter Notebooks		Jupyter Notebooks
MQL4 Server Connector		MQL4 Server Connector
MQL5 Server Connector		MQL5 Server Connector
Prototype Python Connector		Prototype Python Connector
Python Client Connector		Python Client Connector
README.md		README.md
TODO.txt		TODO.txt