Implementing Real-time Ticks Transfer in MQL5
Info
The Implementing Real-time Ticks Transfer in MQL5 is a Library for MetaTrader 5 that this example demonstrates the process of implementing real-time ticks transfer from the metatrader 5 client terminal to an external server application. The TCP protocol enables data transfer both locally and globally over the Internet.
Usage
This tool is typically used for enhancing chart analysis and decision making.
Platform
This Library works exclusively on MetaTrader 5 (both build 600+ and newer versions).
Setup
Place the downloaded file in MQL5/Libraries folder via File ? Open Data Folder in MetaTrader 5.
How to Install and Use Implementing Real-time Ticks Transfer in MQL5
1. Storage: Place library files in the MQL/Libraries directory to ensure they are accessible to your projects.
2. Implementation: Include the library in your code using the #import directive, ensuring you match the exact function names and parameters.
3. Compilation: Ensure the library is present in the directory before you compile your main EA or script, as the compiler links them during this phase.
4. Management: Keep libraries organized in sub-folders if you manage many custom functions to maintain a clean project structure.
Frequently Asked Questions
Q: What is a library file used for? A: Libraries store reusable code modules, allowing you to centralize common logic used by multiple EAs or indicators.
Q: Is a library executable? A: No, libraries are non-executable files containing functions; they must be imported into an EA, indicator, or script to function.
Q: Can I update a library while the platform is running? A: You should compile your EA or script after updating a library to ensure the latest code changes are integrated.
What this tool does
This example demonstrates the process of implementing real-time ticks transfer from the MetaTrader 5 client terminal to an external server application.
Typical Use Case
This Library excels in automated trading and technical analysis on MetaTrader 5.
Compatible Platform & Setup
This Library works on MetaTrader 5. Place the file in the MQL5/Libraries folder and restart the terminal.
Description & Settings
Related: AS Q Telegram Notifier: Real-Time Trade Alerts and Performance Insights - another powerful library for MetaTrader 5 traders.
This example demonstrates the process of implementing real-time ticks transfer from the MetaTrader 5 client terminal to an external server application.Also recommended: CIniFile Class for Windows *.ini Files - similar library with strong performance on MetaTrader 5.
The TCP protocol enables data transfer both locally and globally over the Internet.
The Winsock2 library (ws2_32.dll) is utilized for socket operations. However, direct calls to library functions are not possible due to MQL5's limitations regarding pointers and complex data structures as DLL function parameters. To address this, the socket_mql5.dll library, written in C++, serves as an intermediary wrapper, facilitating communication between the Expert Advisor and the sockets library.
Figure 1 illustrates the interaction between MetaTrader 5 and the external server application:
Figure 1. Interaction of MetaTrader 5 with External Server Application
The socket_mql5.dll library implements a minimal set of functions for one-way transfer, including SocketOpen, SocketWrite, and SocketClose.
Figure 2 showcases an example of an Expert Advisor connected to a server, transferring real-time tick data to an external server application:
Figure 2. Export Tick Data from MetaTrader 5 to External Server Application
The provided archive includes:
- An Expert Advisor
- The socket_mql5.dll library (C++ source code in Visual Studio 2026)
- TCP server and TCP client (Delphi7 sources)
You may also like: Simplified Order Management Class for MT4/MT5 - excellent alternative for library users on MetaTrader 5.
⚠ Limitations & Risk Warning
- This tool is provided for educational and testing purposes only.
- Past performance does not guarantee future results.
- Trading involves substantial risk of loss. Use on a demo account first.
- Results may vary depending on market conditions, broker, and settings.
- We recommend thorough backtesting and forward testing before using with real funds.