Formatting MQL5 Date, Tick, Rate, and Market Depth Structures
Summary
This programming guide explains how to inspect four MQL5 structures that carry time and market data: MqlDateTime, MqlTick, MqlRates, and MqlBookInfo. It covers ways to populate these structures from terminal functions and retrieve information such as timestamps, bid and ask, OHLC prices, volume, spread, and order book entries. The practical focus is logging and debugging rather than generating trade signals.
The article demonstrates the standard ArrayPrint method for tabular output and describes custom functions that format individual fields as labeled text or convert arrays of timestamps into date structures. Examples show how the formats can be used for single values and collections, including market depth data. These techniques can help developers verify data and diagnose program behavior, but the material provides no trading hypothesis, backtest, or evidence that the displayed fields predict returns. Market depth and tick information also depend on the data available from the terminal and broker.
Key ideas
- MQL5 predefined structures store time, quote, historical bar, and market depth data.
- ArrayPrint can display arrays of simple structures in a tabular format.
- Custom formatters can present selected fields as labeled text for logs or other functions.
- The examples focus on data inspection and debugging, not on predictive trading analysis.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.