Get Ticks¶

Retrieve raw tick data for analysis and backtesting.

Ticks from a start date¶

from datetime import datetime, timezone
from syntiq_mt5 import constants

date_from = datetime(2024, 6, 1, 9, 0, tzinfo=timezone.utc)

res = mt5.copy_ticks_from(
    "EURUSD",
    date_from,
    count=500,
    flags=constants.COPY_TICKS_ALL,
)

if res.success:
    print(f"Ticks: {len(res.data)}")
    t = res.data[0]
    print(f"  time={t.time}  bid={t.bid}  ask={t.ask}  spread={t.spread:.5f}")
else:
    print(f"Error {res.error_code}: {res.error_message}")

Ticks: 500
  time=1717232400  bid=1.08450  ask=1.08465  spread=0.00015

Ticks in a date range¶

from datetime import datetime, timezone
from syntiq_mt5 import constants

date_from = datetime(2024, 6, 1, tzinfo=timezone.utc)
date_to   = datetime(2024, 6, 1, 1, 0, tzinfo=timezone.utc)  # 1 hour

res = mt5.copy_ticks_range(
    "EURUSD",
    date_from,
    date_to,
    flags=constants.COPY_TICKS_ALL,
)

if res.success:
    print(f"Ticks in range: {len(res.data)}")

Tick flags¶

Choose which ticks to retrieve:

Constant	Description
`COPY_TICKS_ALL`	All ticks (bid/ask changes + trade ticks)
`COPY_TICKS_INFO`	Only bid/ask price changes
`COPY_TICKS_TRADE`	Only last price and volume changes (exchange instruments)

For Forex, use COPY_TICKS_INFO or COPY_TICKS_ALL. COPY_TICKS_TRADE is for exchange instruments with real volume.

Tick fields¶

Field	Description
`time`	Tick time (Unix seconds)
`time_msc`	Tick time (milliseconds)
`bid`	Bid price
`ask`	Ask price
`last`	Last trade price (exchange only; 0.0 for Forex)
`volume`	Last trade volume (exchange only)
`flags`	Bitmask of `TICK_FLAG_*` constants
`spread`	`ask - bid` (computed)
`mid_price`	`(bid + ask) / 2` (computed)
`has_bid`	`True` if bid changed in this tick
`has_ask`	`True` if ask changed in this tick

Inspect what changed in a tick¶

from syntiq_mt5 import constants

for tick in res.data[:10]:
    changed = []
    if tick.has_bid:
        changed.append(f"bid={tick.bid}")
    if tick.has_ask:
        changed.append(f"ask={tick.ask}")
    print(f"  t={tick.time_msc}ms  {', '.join(changed)}")

Failure examples¶

Example 1: No ticks available¶

from datetime import datetime, timezone

# Weekend or holiday
date_from = datetime(2024, 12, 25, tzinfo=timezone.utc)

res = mt5.copy_ticks_from("EURUSD", date_from, count=100, flags=constants.COPY_TICKS_ALL)

if res.success:
    if not res.data:
        print("No ticks available for this period (market was closed)")
    else:
        print(f"Found {len(res.data)} ticks")

Output:

No ticks available for this period (market was closed)

Note: success=True with empty data means the operation worked, but no ticks exist for that time range.

Example 2: Symbol not found¶

res = mt5.copy_ticks_from("INVALID", date_from, count=100, flags=constants.COPY_TICKS_ALL)

if not res.success:
    print(f"Error: {res.error_message}")
    print(f"Code: {res.error_code}")

Output:

Error: Symbol not found or not available
Code: 4301

Fix: Ensure the symbol exists and is enabled in Market Watch.

Example 3: Date too far in the past¶

# Trying to fetch ticks from 10 years ago
date_from = datetime(2014, 1, 1, tzinfo=timezone.utc)

res = mt5.copy_ticks_from("EURUSD", date_from, count=1000, flags=constants.COPY_TICKS_ALL)

if res.success:
    if not res.data:
        print("No tick data available for this date (beyond broker's history)")

Why: Brokers typically store tick data for a limited period (e.g., 1-2 years). Older data is not available.

Practical notes¶

Use timezone-aware datetimes

Always use timezone.utc for datetime objects:

from datetime import datetime, timezone

# ✅ Correct
date_from = datetime(2024, 6, 1, 9, 0, tzinfo=timezone.utc)

# ❌ Wrong (naive datetime)
date_from = datetime(2024, 6, 1, 9, 0)

Large tick requests

Requesting millions of ticks can be slow and memory-intensive. Fetch ticks in chunks:

from datetime import timedelta

start = datetime(2024, 6, 1, tzinfo=timezone.utc)
end = datetime(2024, 6, 2, tzinfo=timezone.utc)

current = start
all_ticks = []

while current < end:
    res = mt5.copy_ticks_from("EURUSD", current, count=10000, flags=constants.COPY_TICKS_ALL)
    if res.success and res.data:
        all_ticks.extend(res.data)
        current = datetime.fromtimestamp(res.data[-1].time, tz=timezone.utc)
    else:
        break

Tick flags for Forex

For Forex symbols, use: - COPY_TICKS_INFO — Only bid/ask changes (most common) - COPY_TICKS_ALL — All ticks including time updates

COPY_TICKS_TRADE is for exchange instruments with real volume (stocks, futures).

Millisecond precision

Use time_msc for millisecond-level timestamps. time is in Unix seconds and loses sub-second precision.

```