Ticks¶

Raw tick data retrieval services.

Models¶

Tick¶

Tick ¶

Bases: BaseModel

A single price tick from the MT5 market data feed.

Wraps the raw tick struct returned by mt5.copy_ticks_from() and mt5.copy_ticks_range(). Each tick represents one price update event; not all fields are updated on every tick — the flags bitmask indicates which prices changed.

ATTRIBUTE	DESCRIPTION
`time`	Tick time as a Unix timestamp (seconds). TYPE: `int`
`bid`	Current bid price. TYPE: `float`
`ask`	Current ask price. TYPE: `float`
`last`	Last trade price (exchange instruments only; 0.0 for Forex). TYPE: `float`
`volume`	Last trade volume (exchange instruments only; 0 for Forex). TYPE: `int`
`time_msc`	Tick time in milliseconds. TYPE: `int`
`flags`	Bitmask of `TICK_FLAG_` constants indicating which fields were updated in this tick. TYPE:* `int`
`volume_real`	Last trade volume as a fractional value. TYPE: `float`

spread `property` ¶

spread: float

Current bid-ask spread in price units.

mid_price `property` ¶

mid_price: float

Mid-point between bid and ask.

has_bid `property` ¶

has_bid: bool

Whether this tick carries a bid price update (TICK_FLAG_BID).

has_ask `property` ¶

has_ask: bool

Whether this tick carries an ask price update (TICK_FLAG_ASK).

has_last `property` ¶

has_last: bool

Whether this tick carries a last trade price update (TICK_FLAG_LAST).

Service¶

TickService¶

TickService ¶

Retrieves tick data from the MT5 terminal.

Wraps mt5.copy_ticks_from() and mt5.copy_ticks_range() via call_mt5, parses the raw tick structs (which may arrive as either attribute-bearing objects or plain dicts depending on the MT5 build) into Tick models, and returns Result[list[Tick]].

Usage¶

from datetime import datetime, timezone
from syntiq_mt5 import constants

date_from = datetime(2024, 1, 1, 9, 0, tzinfo=timezone.utc)

# Get ticks from a date
res = mt5.copy_ticks_from(
    "EURUSD",
    date_from,
    count=1000,
    flags=constants.COPY_TICKS_ALL,
)

# Get ticks in a range
date_to = datetime(2024, 1, 1, 10, 0, tzinfo=timezone.utc)
res = mt5.copy_ticks_range(
    "EURUSD",
    date_from,
    date_to,
    flags=constants.COPY_TICKS_INFO,
)