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< li class = "nav-item" data-bs-level = "1" >< a href = "#mt5cli" class = "nav-link" > mt5cli</ a >
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< h1 id = "mt5cli" > mt5cli< a class = "headerlink" href = "#mt5cli" title = "Permanent link" > ¶ </ a ></ h1 >
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< p > Generic MT5 data and execution infrastructure for Python applications.</ p >
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< h2 id = "overview" > Overview< a class = "headerlink" href = "#overview" title = "Permanent link" > ¶ </ a ></ h2 >
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< p > mt5cli provides a stable < code > MT5Client</ code > Python API, standardized dataset schemas, storage helpers, and a CLI for exporting MetaTrader 5 data. It is built on top of < a href = "https://github.com/dceoy/pdmt5" > pdmt5</ a > , a pandas-based data handler for MetaTrader 5.</ p >
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< h2 id = "architecture" > Architecture< a class = "headerlink" href = "#architecture" title = "Permanent link" > ¶ </ a ></ h2 >
< ul >
< li >< strong > pdmt5</ strong > — canonical MT5 client, DataFrame/trading primitives, and MT5 constant parsing (< code > TIMEFRAME_*</ code > , < code > COPY_TICKS_*</ code > , order types).</ li >
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< li >< strong > mt5cli</ strong > — public < code > MT5Client</ code > API, schema contracts, storage helpers, CLI commands, and SQLite history collection built on pdmt5.</ li >
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< li >< strong > mt5api</ strong > — sibling HTTP adapter for remote MT5 access; not a dependency of mt5cli.</ li >
</ ul >
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< h2 id = "features" > Features< a class = "headerlink" href = "#features" title = "Permanent link" > ¶ </ a ></ h2 >
< ul >
< li >< strong > Multi-format export</ strong > : CSV, JSON, Parquet, and SQLite3 output formats</ li >
< li >< strong > Auto-detection</ strong > : Format detection from file extensions</ li >
< li >< strong > Comprehensive data access</ strong > : Rates, ticks, account info, symbols, orders, positions, and trading history</ li >
< li >< strong > Flexible timeframes</ strong > : Named timeframes (M1, H1, D1, etc.) and numeric values</ li >
< li >< strong > Connection management</ strong > : Optional credentials, server, and timeout configuration</ li >
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< li >< strong > SQLite rate loading</ strong > : Load mt5cli-managed rate tables/views for offline workflows</ li >
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</ ul >
< h2 id = "installation" > Installation< a class = "headerlink" href = "#installation" title = "Permanent link" > ¶ </ a ></ h2 >
< div class = "highlight" >< pre >< span ></ span >< code >< a id = "__codelineno-0-1" name = "__codelineno-0-1" href = "#__codelineno-0-1" ></ a > pip< span class = "w" > </ span > install< span class = "w" > </ span > mt5cli
</ code ></ pre ></ div >
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< p > Parquet export is not included by default. To enable it, install the < code > parquet</ code > extra:</ p >
< div class = "highlight" >< pre >< span ></ span >< code >< a id = "__codelineno-1-1" name = "__codelineno-1-1" href = "#__codelineno-1-1" ></ a > pip< span class = "w" > </ span > install< span class = "w" > </ span >< span class = "s2" > " mt5cli[parquet]" </ span >
</ code ></ pre ></ div >
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< h2 id = "python-api-for-downstream-packages" > Python API for downstream packages< a class = "headerlink" href = "#python-api-for-downstream-packages" title = "Permanent link" > ¶ </ a ></ h2 >
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< p > Import < code > MT5Client</ code > for generic MT5 data access, schema normalization, and optional order primitives.</ p >
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< div class = "highlight" >< pre >< span ></ span >< code >< a id = "__codelineno-2-1" name = "__codelineno-2-1" href = "#__codelineno-2-1" ></ a >< span class = "kn" > from</ span >< span class = "w" > </ span >< span class = "nn" > datetime</ span >< span class = "w" > </ span >< span class = "kn" > import</ span > < span class = "n" > UTC</ span >< span class = "p" > ,</ span > < span class = "n" > datetime</ span >
< a id = "__codelineno-2-2" name = "__codelineno-2-2" href = "#__codelineno-2-2" ></ a >< span class = "kn" > from</ span >< span class = "w" > </ span >< span class = "nn" > pathlib</ span >< span class = "w" > </ span >< span class = "kn" > import</ span > < span class = "n" > Path</ span >
< a id = "__codelineno-2-3" name = "__codelineno-2-3" href = "#__codelineno-2-3" ></ a >
< a id = "__codelineno-2-4" name = "__codelineno-2-4" href = "#__codelineno-2-4" ></ a >< span class = "kn" > from</ span >< span class = "w" > </ span >< span class = "nn" > mt5cli</ span >< span class = "w" > </ span >< span class = "kn" > import</ span > < span class = "p" > (</ span >
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< a id = "__codelineno-2-5" name = "__codelineno-2-5" href = "#__codelineno-2-5" ></ a > < span class = "n" > MT5Client</ span >< span class = "p" > ,</ span >
< a id = "__codelineno-2-6" name = "__codelineno-2-6" href = "#__codelineno-2-6" ></ a > < span class = "n" > build_config</ span >< span class = "p" > ,</ span >
< a id = "__codelineno-2-7" name = "__codelineno-2-7" href = "#__codelineno-2-7" ></ a > < span class = "n" > collect_history</ span >< span class = "p" > ,</ span >
< a id = "__codelineno-2-8" name = "__codelineno-2-8" href = "#__codelineno-2-8" ></ a > < span class = "n" > mt5_session</ span >< span class = "p" > ,</ span >
< a id = "__codelineno-2-9" name = "__codelineno-2-9" href = "#__codelineno-2-9" ></ a >< span class = "p" > )</ span >
< a id = "__codelineno-2-10" name = "__codelineno-2-10" href = "#__codelineno-2-10" ></ a >< span class = "kn" > from</ span >< span class = "w" > </ span >< span class = "nn" > mt5cli.history</ span >< span class = "w" > </ span >< span class = "kn" > import</ span > < span class = "n" > load_rate_data</ span >< span class = "p" > ,</ span > < span class = "n" > resolve_rate_view_name</ span >
< a id = "__codelineno-2-11" name = "__codelineno-2-11" href = "#__codelineno-2-11" ></ a >< span class = "kn" > from</ span >< span class = "w" > </ span >< span class = "nn" > mt5cli.schemas</ span >< span class = "w" > </ span >< span class = "kn" > import</ span > < span class = "n" > DataKind</ span >< span class = "p" > ,</ span > < span class = "n" > normalize_dataframe</ span >
< a id = "__codelineno-2-12" name = "__codelineno-2-12" href = "#__codelineno-2-12" ></ a >< span class = "kn" > from</ span >< span class = "w" > </ span >< span class = "nn" > mt5cli.sdk</ span >< span class = "w" > </ span >< span class = "kn" > import</ span > < span class = "n" > minimum_margins</ span >< span class = "p" > ,</ span > < span class = "n" > recent_ticks</ span >
< a id = "__codelineno-2-13" name = "__codelineno-2-13" href = "#__codelineno-2-13" ></ a >< span class = "kn" > from</ span >< span class = "w" > </ span >< span class = "nn" > mt5cli.utils</ span >< span class = "w" > </ span >< span class = "kn" > import</ span > < span class = "n" > Dataset</ span >< span class = "p" > ,</ span > < span class = "n" > export_dataframe</ span >
< a id = "__codelineno-2-14" name = "__codelineno-2-14" href = "#__codelineno-2-14" ></ a >
< a id = "__codelineno-2-15" name = "__codelineno-2-15" href = "#__codelineno-2-15" ></ a >< span class = "c1" > # Persistent session for multiple calls</ span >
< a id = "__codelineno-2-16" name = "__codelineno-2-16" href = "#__codelineno-2-16" ></ a >< span class = "k" > with</ span > < span class = "n" > mt5_session</ span >< span class = "p" > (</ span >< span class = "n" > build_config</ span >< span class = "p" > (</ span >< span class = "n" > login</ span >< span class = "o" > =</ span >< span class = "mi" > 12345</ span >< span class = "p" > ,</ span > < span class = "n" > server</ span >< span class = "o" > =</ span >< span class = "s2" > " Broker-Demo" </ span >< span class = "p" > ))</ span > < span class = "k" > as</ span > < span class = "n" > client</ span >< span class = "p" > :</ span >
< a id = "__codelineno-2-17" name = "__codelineno-2-17" href = "#__codelineno-2-17" ></ a > < span class = "n" > rates</ span > < span class = "o" > =</ span > < span class = "n" > client</ span >< span class = "o" > .</ span >< span class = "n" > copy_rates_range</ span >< span class = "p" > (</ span >
< a id = "__codelineno-2-18" name = "__codelineno-2-18" href = "#__codelineno-2-18" ></ a > < span class = "s2" > " EURUSD" </ span >< span class = "p" > ,</ span >
< a id = "__codelineno-2-19" name = "__codelineno-2-19" href = "#__codelineno-2-19" ></ a > < span class = "n" > timeframe</ span >< span class = "o" > =</ span >< span class = "s2" > " H1" </ span >< span class = "p" > ,</ span >
< a id = "__codelineno-2-20" name = "__codelineno-2-20" href = "#__codelineno-2-20" ></ a > < span class = "n" > date_from</ span >< span class = "o" > =</ span >< span class = "s2" > " 2024-01-01" </ span >< span class = "p" > ,</ span >
< a id = "__codelineno-2-21" name = "__codelineno-2-21" href = "#__codelineno-2-21" ></ a > < span class = "n" > date_to</ span >< span class = "o" > =</ span >< span class = "s2" > " 2024-02-01" </ span >< span class = "p" > ,</ span >
< a id = "__codelineno-2-22" name = "__codelineno-2-22" href = "#__codelineno-2-22" ></ a > < span class = "p" > )</ span >
< a id = "__codelineno-2-23" name = "__codelineno-2-23" href = "#__codelineno-2-23" ></ a > < span class = "n" > positions</ span > < span class = "o" > =</ span > < span class = "n" > client</ span >< span class = "o" > .</ span >< span class = "n" > positions</ span >< span class = "p" > ()</ span >
< a id = "__codelineno-2-24" name = "__codelineno-2-24" href = "#__codelineno-2-24" ></ a > < span class = "n" > check</ span > < span class = "o" > =</ span > < span class = "n" > client</ span >< span class = "o" > .</ span >< span class = "n" > order_check</ span >< span class = "p" > ({</ span >< span class = "s2" > " action" </ span >< span class = "p" > :</ span > < span class = "mi" > 1</ span >< span class = "p" > ,</ span > < span class = "s2" > " symbol" </ span >< span class = "p" > :</ span > < span class = "s2" > " EURUSD" </ span >< span class = "p" > ,</ span > < span class = "s2" > " volume" </ span >< span class = "p" > :</ span > < span class = "mf" > 0.1</ span >< span class = "p" > })</ span >
< a id = "__codelineno-2-25" name = "__codelineno-2-25" href = "#__codelineno-2-25" ></ a >
< a id = "__codelineno-2-26" name = "__codelineno-2-26" href = "#__codelineno-2-26" ></ a >< span class = "c1" > # Normalize MT5 frames to the public schema contract before storage</ span >
< a id = "__codelineno-2-27" name = "__codelineno-2-27" href = "#__codelineno-2-27" ></ a >< span class = "n" > closed_rates</ span > < span class = "o" > =</ span > < span class = "n" > normalize_dataframe</ span >< span class = "p" > (</ span >
< a id = "__codelineno-2-28" name = "__codelineno-2-28" href = "#__codelineno-2-28" ></ a > < span class = "n" > rates</ span >< span class = "p" > ,</ span > < span class = "n" > DataKind</ span >< span class = "o" > .</ span >< span class = "n" > rates</ span >< span class = "p" > ,</ span > < span class = "n" > symbol</ span >< span class = "o" > =</ span >< span class = "s2" > " EURUSD" </ span >< span class = "p" > ,</ span > < span class = "n" > timeframe</ span >< span class = "o" > =</ span >< span class = "s2" > " H1" </ span >
< a id = "__codelineno-2-29" name = "__codelineno-2-29" href = "#__codelineno-2-29" ></ a >< span class = "p" > )</ span >
< a id = "__codelineno-2-30" name = "__codelineno-2-30" href = "#__codelineno-2-30" ></ a >< span class = "n" > export_dataframe</ span >< span class = "p" > (</ span >< span class = "n" > closed_rates</ span >< span class = "p" > ,</ span > < span class = "n" > Path</ span >< span class = "p" > (</ span >< span class = "s2" > " rates.csv" </ span >< span class = "p" > ),</ span > < span class = "s2" > " csv" </ span >< span class = "p" > )</ span >
< a id = "__codelineno-2-31" name = "__codelineno-2-31" href = "#__codelineno-2-31" ></ a >
< a id = "__codelineno-2-32" name = "__codelineno-2-32" href = "#__codelineno-2-32" ></ a >< span class = "c1" > # Offline rate loading from mt5cli-managed SQLite history</ span >
< a id = "__codelineno-2-33" name = "__codelineno-2-33" href = "#__codelineno-2-33" ></ a >< span class = "n" > view</ span > < span class = "o" > =</ span > < span class = "n" > resolve_rate_view_name</ span >< span class = "p" > (</ span >< span class = "n" > Path</ span >< span class = "p" > (</ span >< span class = "s2" > " history.db" </ span >< span class = "p" > ),</ span > < span class = "s2" > " EURUSD" </ span >< span class = "p" > ,</ span > < span class = "s2" > " M1" </ span >< span class = "p" > ,</ span > < span class = "n" > require_existing</ span >< span class = "o" > =</ span >< span class = "kc" > True</ span >< span class = "p" > )</ span >
< a id = "__codelineno-2-34" name = "__codelineno-2-34" href = "#__codelineno-2-34" ></ a >< span class = "n" > offline_rates</ span > < span class = "o" > =</ span > < span class = "n" > load_rate_data</ span >< span class = "p" > (</ span >< span class = "n" > Path</ span >< span class = "p" > (</ span >< span class = "s2" > " history.db" </ span >< span class = "p" > ),</ span > < span class = "n" > view</ span >< span class = "p" > ,</ span > < span class = "n" > count</ span >< span class = "o" > =</ span >< span class = "mi" > 1000</ span >< span class = "p" > )</ span >
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< a id = "__codelineno-2-35" name = "__codelineno-2-35" href = "#__codelineno-2-35" ></ a >
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< a id = "__codelineno-2-36" name = "__codelineno-2-36" href = "#__codelineno-2-36" ></ a >< span class = "c1" > # One-off helpers still work without instantiating a client</ span >
< a id = "__codelineno-2-37" name = "__codelineno-2-37" href = "#__codelineno-2-37" ></ a >< span class = "n" > ticks</ span > < span class = "o" > =</ span > < span class = "n" > recent_ticks</ span >< span class = "p" > (</ span >< span class = "s2" > " EURUSD" </ span >< span class = "p" > ,</ span > < span class = "n" > seconds</ span >< span class = "o" > =</ span >< span class = "mi" > 300</ span >< span class = "p" > )</ span >
< a id = "__codelineno-2-38" name = "__codelineno-2-38" href = "#__codelineno-2-38" ></ a >< span class = "n" > margins</ span > < span class = "o" > =</ span > < span class = "n" > minimum_margins</ span >< span class = "p" > (</ span >< span class = "s2" > " EURUSD" </ span >< span class = "p" > )</ span >
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< a id = "__codelineno-2-39" name = "__codelineno-2-39" href = "#__codelineno-2-39" ></ a >
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< a id = "__codelineno-2-40" name = "__codelineno-2-40" href = "#__codelineno-2-40" ></ a >< span class = "n" > collect_history</ span >< span class = "p" > (</ span >
< a id = "__codelineno-2-41" name = "__codelineno-2-41" href = "#__codelineno-2-41" ></ a > < span class = "n" > Path</ span >< span class = "p" > (</ span >< span class = "s2" > " history.db" </ span >< span class = "p" > ),</ span >
< a id = "__codelineno-2-42" name = "__codelineno-2-42" href = "#__codelineno-2-42" ></ a > < span class = "n" > symbols</ span >< span class = "o" > =</ span >< span class = "p" > [</ span >< span class = "s2" > " EURUSD" </ span >< span class = "p" > ,</ span > < span class = "s2" > " GBPUSD" </ span >< span class = "p" > ],</ span >
< a id = "__codelineno-2-43" name = "__codelineno-2-43" href = "#__codelineno-2-43" ></ a > < span class = "n" > date_from</ span >< span class = "o" > =</ span >< span class = "n" > datetime</ span >< span class = "p" > (</ span >< span class = "mi" > 2024</ span >< span class = "p" > ,</ span > < span class = "mi" > 1</ span >< span class = "p" > ,</ span > < span class = "mi" > 1</ span >< span class = "p" > ,</ span > < span class = "n" > tzinfo</ span >< span class = "o" > =</ span >< span class = "n" > UTC</ span >< span class = "p" > ),</ span >
< a id = "__codelineno-2-44" name = "__codelineno-2-44" href = "#__codelineno-2-44" ></ a > < span class = "n" > date_to</ span >< span class = "o" > =</ span >< span class = "n" > datetime</ span >< span class = "p" > (</ span >< span class = "mi" > 2024</ span >< span class = "p" > ,</ span > < span class = "mi" > 2</ span >< span class = "p" > ,</ span > < span class = "mi" > 1</ span >< span class = "p" > ,</ span > < span class = "n" > tzinfo</ span >< span class = "o" > =</ span >< span class = "n" > UTC</ span >< span class = "p" > ),</ span >
< a id = "__codelineno-2-45" name = "__codelineno-2-45" href = "#__codelineno-2-45" ></ a > < span class = "n" > datasets</ span >< span class = "o" > =</ span >< span class = "p" > {</ span >< span class = "n" > Dataset</ span >< span class = "o" > .</ span >< span class = "n" > rates</ span >< span class = "p" > ,</ span > < span class = "n" > Dataset</ span >< span class = "o" > .</ span >< span class = "n" > history_deals</ span >< span class = "p" > },</ span >
< a id = "__codelineno-2-46" name = "__codelineno-2-46" href = "#__codelineno-2-46" ></ a >< span class = "p" > )</ span >
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</ code ></ pre ></ div >
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< p > Schema contracts live in < code > mt5cli.schemas</ code > (< code > DataKind</ code > , < code > validate_schema</ code > , < code > normalize_dataframe</ code > ). Export and storage helpers are in < code > mt5cli.utils</ code > (< code > Dataset</ code > , < code > export_dataframe</ code > ) and < code > mt5cli.history</ code > .</ p >
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< p >< code > MT5Client.order_send()</ code > is a live execution primitive: it can place real trades on the connected account. mt5cli does not implement strategy logic, signal generation, backtesting, or optimization — downstream applications must gate live execution explicitly (the CLI requires < code > --yes</ code > for < code > order-send</ code > ).</ p >
< p >< code > MT5Client.mt5_summary()</ code > returns structured nested Python values. Use < code > MT5Client.mt5_summary_as_df()</ code > when you need a one-row DataFrame for export.</ p >
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< h2 id = "quick-start" > Quick Start< a class = "headerlink" href = "#quick-start" title = "Permanent link" > ¶ </ a ></ h2 >
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< div class = "highlight" >< pre >< span ></ span >< code >< a id = "__codelineno-3-1" name = "__codelineno-3-1" href = "#__codelineno-3-1" ></ a >< span class = "c1" > # Export account information to CSV</ span >
< a id = "__codelineno-3-2" name = "__codelineno-3-2" href = "#__codelineno-3-2" ></ a > mt5cli< span class = "w" > </ span > -o< span class = "w" > </ span > account.csv< span class = "w" > </ span > account-info
< a id = "__codelineno-3-3" name = "__codelineno-3-3" href = "#__codelineno-3-3" ></ a >
< a id = "__codelineno-3-4" name = "__codelineno-3-4" href = "#__codelineno-3-4" ></ a >< span class = "c1" > # Export EURUSD M1 rates to Parquet</ span >
< a id = "__codelineno-3-5" name = "__codelineno-3-5" href = "#__codelineno-3-5" ></ a > mt5cli< span class = "w" > </ span > -o< span class = "w" > </ span > rates.parquet< span class = "w" > </ span > rates-from< span class = "w" > </ span > --symbol< span class = "w" > </ span > EURUSD< span class = "w" > </ span > --timeframe< span class = "w" > </ span > M1< span class = "w" > </ span >< span class = "se" > \</ span >
< a id = "__codelineno-3-6" name = "__codelineno-3-6" href = "#__codelineno-3-6" ></ a >< span class = "w" > </ span > --date-from< span class = "w" > </ span >< span class = "m" > 2024</ span > -01-01< span class = "w" > </ span > --count< span class = "w" > </ span >< span class = "m" > 1000</ span >
< a id = "__codelineno-3-7" name = "__codelineno-3-7" href = "#__codelineno-3-7" ></ a >
< a id = "__codelineno-3-8" name = "__codelineno-3-8" href = "#__codelineno-3-8" ></ a >< span class = "c1" > # Export ticks to JSON</ span >
< a id = "__codelineno-3-9" name = "__codelineno-3-9" href = "#__codelineno-3-9" ></ a > mt5cli< span class = "w" > </ span > -o< span class = "w" > </ span > ticks.json< span class = "w" > </ span > ticks-from< span class = "w" > </ span > --symbol< span class = "w" > </ span > EURUSD< span class = "w" > </ span >< span class = "se" > \</ span >
< a id = "__codelineno-3-10" name = "__codelineno-3-10" href = "#__codelineno-3-10" ></ a >< span class = "w" > </ span > --date-from< span class = "w" > </ span >< span class = "m" > 2024</ span > -01-01< span class = "w" > </ span > --count< span class = "w" > </ span >< span class = "m" > 500</ span >< span class = "w" > </ span > --flags< span class = "w" > </ span > ALL
< a id = "__codelineno-3-11" name = "__codelineno-3-11" href = "#__codelineno-3-11" ></ a >
< a id = "__codelineno-3-12" name = "__codelineno-3-12" href = "#__codelineno-3-12" ></ a >< span class = "c1" > # Export symbols to SQLite3 with custom table name</ span >
< a id = "__codelineno-3-13" name = "__codelineno-3-13" href = "#__codelineno-3-13" ></ a > mt5cli< span class = "w" > </ span > -o< span class = "w" > </ span > data.db< span class = "w" > </ span > --table< span class = "w" > </ span > symbols< span class = "w" > </ span > symbols< span class = "w" > </ span > --group< span class = "w" > </ span >< span class = "s2" > " *USD*" </ span >
< a id = "__codelineno-3-14" name = "__codelineno-3-14" href = "#__codelineno-3-14" ></ a >
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< a id = "__codelineno-3-15" name = "__codelineno-3-15" href = "#__codelineno-3-15" ></ a >< span class = "c1" > # Export with connection credentials from env or placeholders</ span >
< a id = "__codelineno-3-16" name = "__codelineno-3-16" href = "#__codelineno-3-16" ></ a >< span class = "nv" > MT5_LOGIN</ span >< span class = "o" > =</ span >< span class = "m" > 12345</ span >< span class = "w" > </ span >< span class = "nv" > MT5_PASSWORD</ span >< span class = "o" > =</ span > secret< span class = "w" > </ span >< span class = "nv" > MT5_SERVER</ span >< span class = "o" > =</ span > MyBroker-Demo< span class = "w" > </ span >< span class = "se" > \</ span >
< a id = "__codelineno-3-17" name = "__codelineno-3-17" href = "#__codelineno-3-17" ></ a >< span class = "w" > </ span > mt5cli< span class = "w" > </ span > -o< span class = "w" > </ span > positions.csv< span class = "w" > </ span > positions
< a id = "__codelineno-3-18" name = "__codelineno-3-18" href = "#__codelineno-3-18" ></ a > mt5cli< span class = "w" > </ span > --login< span class = "w" > </ span >< span class = "s1" > ' ${MT5_LOGIN}' </ span >< span class = "w" > </ span > --password< span class = "w" > </ span >< span class = "s1" > ' ${MT5_PASSWORD}' </ span >< span class = "w" > </ span > --server< span class = "w" > </ span >< span class = "s1" > ' ${MT5_SERVER}' </ span >< span class = "w" > </ span >< span class = "se" > \</ span >
< a id = "__codelineno-3-19" name = "__codelineno-3-19" href = "#__codelineno-3-19" ></ a >< span class = "w" > </ span > -o< span class = "w" > </ span > positions.csv< span class = "w" > </ span > positions
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</ code ></ pre ></ div >
< h2 id = "commands" > Commands< a class = "headerlink" href = "#commands" title = "Permanent link" > ¶ </ a ></ h2 >
< h3 id = "rates" > Rates< a class = "headerlink" href = "#rates" title = "Permanent link" > ¶ </ a ></ h3 >
< table >
< thead >
< tr >
< th > Command</ th >
< th > Description</ th >
</ tr >
</ thead >
< tbody >
< tr >
< td >< code > rates-from</ code ></ td >
< td > Export rates from a start date</ td >
</ tr >
< tr >
< td >< code > rates-from-pos</ code ></ td >
< td > Export rates from a start position</ td >
</ tr >
< tr >
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< td >< code > latest-rates</ code ></ td >
< td > Export latest rates</ td >
</ tr >
< tr >
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< td >< code > rates-range</ code ></ td >
< td > Export rates for a date range</ td >
</ tr >
</ tbody >
</ table >
< h3 id = "ticks" > Ticks< a class = "headerlink" href = "#ticks" title = "Permanent link" > ¶ </ a ></ h3 >
< table >
< thead >
< tr >
< th > Command</ th >
< th > Description</ th >
</ tr >
</ thead >
< tbody >
< tr >
< td >< code > ticks-from</ code ></ td >
< td > Export ticks from a start date</ td >
</ tr >
< tr >
< td >< code > ticks-range</ code ></ td >
< td > Export ticks for a date range</ td >
</ tr >
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< tr >
< td >< code > ticks-recent</ code ></ td >
< td > Export ticks from a trailing window</ td >
</ tr >
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</ tbody >
</ table >
< h3 id = "information" > Information< a class = "headerlink" href = "#information" title = "Permanent link" > ¶ </ a ></ h3 >
< table >
< thead >
< tr >
< th > Command</ th >
< th > Description</ th >
</ tr >
</ thead >
< tbody >
< tr >
< td >< code > account-info</ code ></ td >
< td > Export account information</ td >
</ tr >
< tr >
< td >< code > terminal-info</ code ></ td >
< td > Export terminal information</ td >
</ tr >
< tr >
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< td >< code > version</ code ></ td >
< td > Export MetaTrader 5 version information</ td >
</ tr >
< tr >
< td >< code > last-error</ code ></ td >
< td > Export the last error information</ td >
</ tr >
< tr >
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< td >< code > symbols</ code ></ td >
< td > Export symbol list</ td >
</ tr >
< tr >
< td >< code > symbol-info</ code ></ td >
< td > Export symbol details</ td >
</ tr >
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< tr >
< td >< code > symbol-info-tick</ code ></ td >
< td > Export the last tick for a symbol</ td >
</ tr >
< tr >
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< td >< code > minimum-margins</ code ></ td >
< td > Export minimum-volume margin summary</ td >
</ tr >
< tr >
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< td >< code > market-book</ code ></ td >
< td > Export market depth (order book)</ td >
</ tr >
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</ tbody >
</ table >
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< h3 id = "trading-state" > Trading State< a class = "headerlink" href = "#trading-state" title = "Permanent link" > ¶ </ a ></ h3 >
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< table >
< thead >
< tr >
< th > Command</ th >
< th > Description</ th >
</ tr >
</ thead >
< tbody >
< tr >
< td >< code > orders</ code ></ td >
< td > Export active orders</ td >
</ tr >
< tr >
< td >< code > positions</ code ></ td >
< td > Export open positions</ td >
</ tr >
< tr >
< td >< code > history-orders</ code ></ td >
< td > Export historical orders</ td >
</ tr >
< tr >
< td >< code > history-deals</ code ></ td >
< td > Export historical deals</ td >
</ tr >
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< tr >
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< td >< code > recent-history-deals</ code ></ td >
< td > Export historical deals from a trailing window</ td >
</ tr >
< tr >
< td >< code > mt5-summary</ code ></ td >
< td > Export terminal/account status summary</ td >
</ tr >
< tr >
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< td >< code > order-check</ code ></ td >
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< td > Check funds sufficiency for a trade request (read-only, no < code > --yes</ code > )</ td >
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</ tr >
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</ tbody >
</ table >
< h3 id = "execution-live-mutating" > Execution (live / mutating)< a class = "headerlink" href = "#execution-live-mutating" title = "Permanent link" > ¶ </ a ></ h3 >
< p > These commands send requests to the live trade server and can place or close
real trades. Both require < code > --yes</ code > for live execution.</ p >
< table >
< thead >
< tr >
< th > Command</ th >
< th > Description</ th >
</ tr >
</ thead >
< tbody >
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< tr >
< td >< code > order-send</ code ></ td >
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< td > Send a < strong > raw</ strong > trade request directly to MT5 (< code > --yes</ code > required; expert path — no extra validation)</ td >
</ tr >
< tr >
< td >< code > close-positions</ code ></ td >
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< td > Close open positions by < code > --symbol</ code > or < code > --ticket</ code > (< code > --yes</ code > required for live; < code > --dry-run</ code > to preview; optional < code > --deviation</ code > / < code > --comment</ code > / < code > --magic</ code > )</ td >
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</ tr >
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</ tbody >
</ table >
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< p > Use < code > order-check</ code > (Trading State) to validate funds before running < code > order-send --yes</ code > .
< code > close-positions</ code > is the safer high-level alternative that builds correct close
requests automatically. < code > order-send</ code > is the expert raw path — downstream
applications should prefer dedicated closing helpers or their own risk controls.</ p >
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< h3 id = "bulk-collection" > Bulk Collection< a class = "headerlink" href = "#bulk-collection" title = "Permanent link" > ¶ </ a ></ h3 >
< table >
< thead >
< tr >
< th > Command</ th >
< th > Description</ th >
</ tr >
</ thead >
< tbody >
< tr >
< td >< code > collect-history</ code ></ td >
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< td > Collect rates, history-orders, and history-deals (ticks opt-in via < code > --dataset ticks</ code > ) for one or more symbols into a single SQLite database (optional cash-event/position views)</ td >
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</ tr >
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< tr >
< td >< code > history-gaps</ code ></ td >
< td > Export a SQLite-only one-row-per-gap report from managed rate compatibility views without connecting to MT5</ td >
</ tr >
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</ tbody >
</ table >
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< div class = "highlight" >< pre >< span ></ span >< code >< a id = "__codelineno-4-1" name = "__codelineno-4-1" href = "#__codelineno-4-1" ></ a > mt5cli< span class = "w" > </ span > -o< span class = "w" > </ span > history.db< span class = "w" > </ span > collect-history< span class = "w" > </ span >< span class = "se" > \</ span >
< a id = "__codelineno-4-2" name = "__codelineno-4-2" href = "#__codelineno-4-2" ></ a >< span class = "w" > </ span > --symbol< span class = "w" > </ span > EURUSD< span class = "w" > </ span > --symbol< span class = "w" > </ span > GBPUSD< span class = "w" > </ span >< span class = "se" > \</ span >
< a id = "__codelineno-4-3" name = "__codelineno-4-3" href = "#__codelineno-4-3" ></ a >< span class = "w" > </ span > --date-from< span class = "w" > </ span >< span class = "m" > 2024</ span > -01-01< span class = "w" > </ span > --date-to< span class = "w" > </ span >< span class = "m" > 2024</ span > -02-01< span class = "w" > </ span >< span class = "se" > \</ span >
< a id = "__codelineno-4-4" name = "__codelineno-4-4" href = "#__codelineno-4-4" ></ a >< span class = "w" > </ span > --dataset< span class = "w" > </ span > rates< span class = "w" > </ span > --dataset< span class = "w" > </ span > history-deals< span class = "w" > </ span >< span class = "se" > \</ span >
< a id = "__codelineno-4-5" name = "__codelineno-4-5" href = "#__codelineno-4-5" ></ a >< span class = "w" > </ span > --timeframe< span class = "w" > </ span > M1< span class = "w" > </ span > --flags< span class = "w" > </ span > ALL< span class = "w" > </ span > --if-exists< span class = "w" > </ span > append< span class = "w" > </ span > --with-views
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</ code ></ pre ></ div >
< p >< code > collect-history</ code > options:</ p >
< table >
< thead >
< tr >
< th > Option</ th >
< th > Default</ th >
< th > Description</ th >
</ tr >
</ thead >
< tbody >
< tr >
< td >< code > --symbol/-s</ code ></ td >
< td >< em > required</ em ></ td >
< td > Symbol to collect (repeat for multiple).</ td >
</ tr >
< tr >
< td >< code > --date-from</ code ></ td >
< td >< em > required</ em ></ td >
< td > Start date in ISO 8601.</ td >
</ tr >
< tr >
< td >< code > --date-to</ code ></ td >
< td >< em > required</ em ></ td >
< td > End date in ISO 8601.</ td >
</ tr >
< tr >
< td >< code > --dataset</ code ></ td >
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< td > rates, history-orders, history-deals</ td >
< td > Repeatable: < code > rates</ code > , < code > ticks</ code > , < code > history-orders</ code > , < code > history-deals</ code > . Ticks are opt-in: pass < code > --dataset ticks</ code > to include them.</ td >
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</ tr >
< tr >
< td >< code > --timeframe</ code ></ td >
< td >< code > M1</ code ></ td >
< td > Rates timeframe; recorded in a < code > timeframe</ code > column on the < code > rates</ code > table.</ td >
</ tr >
< tr >
< td >< code > --flags</ code ></ td >
< td >< code > ALL</ code ></ td >
< td > Tick copy flags forwarded to < code > copy_ticks_range</ code > .</ td >
</ tr >
< tr >
< td >< code > --if-exists</ code ></ td >
< td >< code > fail</ code ></ td >
< td >< code > append</ code > , < code > replace</ code > , or < code > fail</ code > when a target table already exists.</ td >
</ tr >
< tr >
< td >< code > --with-views</ code ></ td >
< td > off</ td >
< td > Add < code > cash_events</ code > and < code > positions_reconstructed</ code > views (requires the < code > history-deals</ code > dataset).</ td >
</ tr >
</ tbody >
</ table >
< p > History orders and deals are fetched per symbol and concatenated, so the symbol filter is applied consistently across all datasets. The < code > cash_events</ code > view is derived from symbol-filtered < code > history_deals</ code > , so account-level cash events with empty or non-matching symbols may be excluded. The < code > positions_reconstructed</ code > view excludes positions with no closing deal, uses volume-weighted open/close prices, and reports reversal deals (< code > DEAL_ENTRY_INOUT</ code > ) via < code > volume_reversal</ code > / < code > reversal_count</ code > .</ p >
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< p > See the < a href = "api/history/#entity-relationship-diagram" > History schema diagram</ a > for a sample ER layout of the resulting database.</ p >
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< h2 id = "global-options" > Global Options< a class = "headerlink" href = "#global-options" title = "Permanent link" > ¶ </ a ></ h2 >
< table >
< thead >
< tr >
< th > Option</ th >
< th > Description</ th >
</ tr >
</ thead >
< tbody >
< tr >
< td >< code > -o, --output</ code ></ td >
< td > Output file path (required)</ td >
</ tr >
< tr >
< td >< code > -f, --format</ code ></ td >
< td > Output format (auto-detected from extension if omitted)</ td >
</ tr >
< tr >
< td >< code > --table</ code ></ td >
< td > Table name for SQLite3 output (default: "data")</ td >
</ tr >
< tr >
< td >< code > --login</ code ></ td >
< td > Trading account login</ td >
</ tr >
< tr >
< td >< code > --password</ code ></ td >
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< td > Trading account password (< code > MT5_PASSWORD</ code > )</ td >
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</ tr >
< tr >
< td >< code > --server</ code ></ td >
< td > Trading server name</ td >
</ tr >
< tr >
< td >< code > --path</ code ></ td >
< td > Path to MetaTrader5 terminal EXE file</ td >
</ tr >
< tr >
< td >< code > --timeout</ code ></ td >
< td > Connection timeout in milliseconds</ td >
</ tr >
< tr >
< td >< code > --log-level</ code ></ td >
< td > Logging level (DEBUG, INFO, WARNING, ERROR)</ td >
</ tr >
</ tbody >
</ table >
< h2 id = "requirements" > Requirements< a class = "headerlink" href = "#requirements" title = "Permanent link" > ¶ </ a ></ h2 >
< ul >
< li > Python 3.11+</ li >
< li > Windows OS (MetaTrader 5 requirement)</ li >
< li > MetaTrader 5 platform</ li >
</ ul >
< h2 id = "api-reference" > API Reference< a class = "headerlink" href = "#api-reference" title = "Permanent link" > ¶ </ a ></ h2 >
< p > Browse the API documentation for detailed module information:</ p >
< ul >
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< li >< a href = "api/cli/" > CLI Module</ a > - CLI application with data export and execution commands</ li >
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< li >< a href = "api/sdk/" > SDK Module</ a > - Programmatic read-only data collection API</ li >
< li >< a href = "api/utils/" > Utils Module</ a > - Constants, parameter types, parsers, and export utilities</ li >
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</ ul >
< h2 id = "development" > Development< a class = "headerlink" href = "#development" title = "Permanent link" > ¶ </ a ></ h2 >
< p > This project follows strict code quality standards:</ p >
< ul >
< li > Type hints required (strict mode)</ li >
< li > Comprehensive linting with Ruff</ li >
< li > Test coverage tracking</ li >
< li > Google-style docstrings</ li >
</ ul >
< h2 id = "license" > License< a class = "headerlink" href = "#license" title = "Permanent link" > ¶ </ a ></ h2 >
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< p > MIT License - see < a href = "https://github.com/dceoy/mt5cli/blob/main/LICENSE" > LICENSE</ a > file for details.</ p ></ div >
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