A whole information to amassing uncooked bid/ask ticks with millisecond precision – excellent for backtesting, latency checks, and machine studying.
📥 Obtain Trial Model
📂 The demo model (EX5,EX4) for stay chart testing is hooked up under this weblog put up.
It really works solely on demo accounts and can’t be used on stay buying and selling accounts.
🔹 What Is Uncooked Tick Recorder?
Uncooked Tick Recorder is a utility device (not a buying and selling EA) designed for MetaTrader 5 and MetaTrader 4. It information each tick (bid/ask) your dealer sends and writes it to native information in numerous codecs, together with:
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.csv – human-readable format (Excel, Python)
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.bin – high-performance binary for programmatic use
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.bi5 – compressed format utilized by Dukascopy / Tickstory
This device is right if you wish to:
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Construct tick-level backtests
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Examine brokers’ feed high quality or latency
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Prepare machine studying fashions with clear historic knowledge
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Archive quotes for compliance or analysis
🔧 Methods to Set up and Run
1. Obtain the EA
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In case you bought the EA, set up from Market > Bought in MetaTrader 5 (MetaTrader 4).
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In case you are testing: obtain the free demo from the Market web page or from the hyperlink hooked up to this weblog put up.
2. Connect to a Chart
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Open MetaTrader 5 (MetaTrader 4)
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Select the image (e.g., EURUSD, XAUUSD…) you wish to document
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Drag Uncooked Tick Recorder to the chart
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Alter parameters if wanted (see under)
📌 One EA per chart = One image recorded.
Wish to document a number of symbols? Open extra charts.
⚙️ Enter Parameters Defined
| Parameter | Description | Default |
|---|---|---|
| SaveToCSV | Export .csv file | true |
| SaveToBinary | Export .bin or .bi5 | true |
| BinaryFormat | Select .bin , .bi5 , or BOTH | BOTH |
| ConvertToGMT | Save timestamps in GMT | false |
| BufferSize | Variety of ticks to buffer earlier than writing | 1000 |
| FlushIntervalSeconds | Backup flush (in seconds) | 30 |
| OutputFolder | Customized folder to save lots of knowledge | TickData |
🛈 You possibly can hover over every enter in MT5 to learn detailed tooltips.
🗂 Output Folder Construction
By default, information are saved to:
Terminal/Frequent/Recordsdata/TickData/
Relying on format:
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.csv and .bin : One file per session (appends on restart)
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.bi5 : Routinely cut up hourly, saved underneath:
TickData/<Image>/YYYY/MM/DD/<Hour>h_ticks.bi5
A every day metadata .json file can be generated containing:
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Image information
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Dealer
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Digits
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Configuration used
📈 Instance Use Instances
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Quants & ML engineers: gather clear uncooked enter for fashions
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Handbook merchants: confirm dealer spreads and spikes
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Backtesters: use .bi5 with Tickstory/JForex
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Prop companies: validate feed high quality and quote delays
🐍 Bonus: Python Parser
Included along with your obtain is an easy script:
This helps convert .bin and .bi5 information into clear .csv for additional processing. You possibly can edit it to fit your workflow (Pandas, NumPy, and so on.).
❗ Necessary Notes
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This EA doesn’t commerce or open orders
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It’s 100% MQL5 native – no DLLs, no WebRequest, no community entry
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It’s secure to restart – appends to earlier knowledge
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Useful resource utilization is minimal: underneath 1% CPU, <20MB RAM
🛠 Troubleshooting
| Downside | Resolution |
|---|---|
| No information created | Verify if AutoTrading is enabled, and chart is energetic |
| Time zone mismatch | Set ConvertToGMT = true |
| Recordsdata not saving | Guarantee folder MQL5/Recordsdata/TickData exists and is writable |
| Too many information | Use .bin solely (smaller), or decrease flush frequency |
🧠 Ultimate Notes
Uncooked Tick Recorder provides you full management over your tick knowledge pipeline — from clear acquisition to customized output.
You now not must depend on questionable dealer historical past or third-party feeds.
