Working with sockets in MQL5
Info
The Working with sockets in MQL5 is a Library for MetaTrader 5 that this example will show you how to implement the realtime ticks transfer from metatrader 5 client terminal to external server application. The TCP protocol is used, it allows to transfer the data not only locally, but globally all 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 Working with sockets 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 will show you how to implement the realtime ticks transfer from MetaTrader 5 client terminal to 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: Functions to simplify work with orders - another powerful library for MetaTrader 5 traders.
This example will show you how to implement the realtime ticks transfer from MetaTrader 5 client terminal to external server application.
Also recommended: The CG V class for working with global variables - similar library with strong performance on MetaTrader 5.
The TCP protocol is used, it allows to transfer the data not only locally, but globally all over the Internet.
The
Winsock2
library (ws2_32.dll) is used for working with
sockets
. The direct calls of the library functions is impossible, because MQL5 doesnt allow to work with pointers and pass complex data structures as parameters of DLL functions. The library
socket_mql5.dll
, written in C++, is an intermediate wrapper, connecting the Expert Advisor and sockets library.
The interaction of MetaTrader 5 with external server application is presented at Fig. 1:
Figure 1. Interaction of MetaTrader 5 with external server application
The minimal set of the functions for one-way transfer (SocketOpen, SocketWrite, SocketClose) is implemented in
socket_mql5.dll
library.
An example of an Expert Advisor, connected to server and used to transfer the realtime tick data to external server application is presented at figure 2.
Figure 2. Export tick data from MetaTrader 5 client terminal to external server application
The archive contains:
An Expert Advisor
The socket_mql5.dll library (C++ source code is written in Visual Studio 2008)
The TCP server and TCP client (Delphi7 sources)
You may also like: CLatency Monitor - Inter-Tick Latency Tracker with AT R Volatility Gate and Global Variable IP C for MQ L5 EAs - 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.