Code Monkey home page Code Monkey logo

metatrader-python-tick-acquisition's Introduction

MetaTrader-Python-Tick-Acquisition

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

To Do:

  • Complete transition to MT5
  • Create pipeline to store live ticks into database storage

Completed:

  • 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.

metatrader-python-tick-acquisition's People

Contributors

umaiszahid avatar

Stargazers

avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar

Watchers

avatar avatar avatar avatar avatar avatar avatar

Forkers

iguy0 akatuy dk-khoado iffranciscome hiddenvs wedersonrsouza aizwellenstan araujocaio emidiomeneses oomold zobad16 raffieeey algoke enacting psytopy alihaskar ac-ch 8funtik8 billythekidz bledubd hiroshifukui

Recommend Projects

  • React photo React

    A declarative, efficient, and flexible JavaScript library for building user interfaces.

  • Vue.js photo Vue.js

    🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.

  • Typescript photo Typescript

    TypeScript is a superset of JavaScript that compiles to clean JavaScript output.

  • TensorFlow photo TensorFlow

    An Open Source Machine Learning Framework for Everyone

  • Django photo Django

    The Web framework for perfectionists with deadlines.

  • D3 photo D3

    Bring data to life with SVG, Canvas and HTML. 📊📈🎉

Recommend Topics

  • javascript

    JavaScript (JS) is a lightweight interpreted programming language with first-class functions.

  • web

    Some thing interesting about web. New door for the world.

  • server

    A server is a program made to process requests and deliver data to clients.

  • Machine learning

    Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.

  • Game

    Some thing interesting about game, make everyone happy.

Recommend Org

  • Facebook photo Facebook

    We are working to build community through open source technology. NB: members must have two-factor auth.

  • Microsoft photo Microsoft

    Open source projects and samples from Microsoft.

  • Google photo Google

    Google ❤️ Open Source for everyone.

  • D3 photo D3

    Data-Driven Documents codes.