Connecting MQL5 Trading Systems to PostgreSQL Through REST APIs
Summary
This article surveys ways for MQL5 programs to access PostgreSQL: a dedicated MQL5 driver, a C++ library through a DLL, the .NET Npgsql driver, or a REST API. It contrasts their setup and maintenance considerations, noting that custom drivers require development effort, DLL use may not suit all distribution settings, and .NET integration has platform constraints. A REST layer lets MQL5 send requests and handle JSON responses while keeping database-specific work outside the terminal.
The practical walkthrough sets up PostgreSQL in a Windows development environment using Linux through WSL, then demonstrates remote database access for inserting and retrieving trading data. It also discusses mirroring remote data into local SQLite to reduce latency and use MetaTrader's database tools. The material is an integration example, not evidence that database connectivity improves strategy performance. Provider setup, security, authentication, and operating requirements remain dependent on the chosen deployment.
Key ideas
- MQL5 can reach PostgreSQL through a custom driver, C++ DLL, .NET driver, or REST API.
- A REST API provides an abstraction layer and allows MQL5 code to exchange JSON with a database service.
- The article demonstrates a Windows and WSL development setup for remote PostgreSQL access.
- Remote data can be mirrored into SQLite for local access and reduced network latency.
- The tutorial addresses software integration and does not test whether database access improves trading results.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.