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< li class = "nav-item" data-bs-level = "1" >< a href = "#mt5cli" class = "nav-link" > mt5cli</ a >
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< li class = "nav-item" data-bs-level = "2" >< a href = "#overview" class = "nav-link" > Overview</ a >
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< li class = "nav-item" data-bs-level = "2" >< a href = "#commands" class = "nav-link" > Commands</ a >
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< h1 id = "mt5cli" > mt5cli< a class = "headerlink" href = "#mt5cli" title = "Permanent link" > ¶ </ a ></ h1 >
< p > Command-line tool for MetaTrader 5 data export.</ p >
< h2 id = "overview" > Overview< a class = "headerlink" href = "#overview" title = "Permanent link" > ¶ </ a ></ h2 >
< p > mt5cli is a CLI application that exports MetaTrader 5 trading data to multiple file formats. It is built on top of < a href = "https://github.com/dceoy/pdmt5" > pdmt5</ a > , a pandas-based data handler for MetaTrader 5.</ p >
< 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 >
</ 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 >
< h2 id = "quick-start" > Quick Start< a class = "headerlink" href = "#quick-start" title = "Permanent link" > ¶ </ a ></ h2 >
< div class = "highlight" >< pre >< span ></ span >< code >< a id = "__codelineno-1-1" name = "__codelineno-1-1" href = "#__codelineno-1-1" ></ a >< span class = "c1" > # Export account information to CSV</ span >
< a id = "__codelineno-1-2" name = "__codelineno-1-2" href = "#__codelineno-1-2" ></ a > mt5cli< span class = "w" > </ span > -o< span class = "w" > </ span > account.csv< span class = "w" > </ span > account-info
< a id = "__codelineno-1-3" name = "__codelineno-1-3" href = "#__codelineno-1-3" ></ a >
< a id = "__codelineno-1-4" name = "__codelineno-1-4" href = "#__codelineno-1-4" ></ a >< span class = "c1" > # Export EURUSD M1 rates to Parquet</ span >
< a id = "__codelineno-1-5" name = "__codelineno-1-5" href = "#__codelineno-1-5" ></ 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-1-6" name = "__codelineno-1-6" href = "#__codelineno-1-6" ></ 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-1-7" name = "__codelineno-1-7" href = "#__codelineno-1-7" ></ a >
< a id = "__codelineno-1-8" name = "__codelineno-1-8" href = "#__codelineno-1-8" ></ a >< span class = "c1" > # Export ticks to JSON</ span >
< a id = "__codelineno-1-9" name = "__codelineno-1-9" href = "#__codelineno-1-9" ></ 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-1-10" name = "__codelineno-1-10" href = "#__codelineno-1-10" ></ 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-1-11" name = "__codelineno-1-11" href = "#__codelineno-1-11" ></ a >
< a id = "__codelineno-1-12" name = "__codelineno-1-12" href = "#__codelineno-1-12" ></ a >< span class = "c1" > # Export symbols to SQLite3 with custom table name</ span >
< a id = "__codelineno-1-13" name = "__codelineno-1-13" href = "#__codelineno-1-13" ></ 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-1-14" name = "__codelineno-1-14" href = "#__codelineno-1-14" ></ a >
< a id = "__codelineno-1-15" name = "__codelineno-1-15" href = "#__codelineno-1-15" ></ a >< span class = "c1" > # Export with connection credentials</ span >
< a id = "__codelineno-1-16" name = "__codelineno-1-16" href = "#__codelineno-1-16" ></ a > mt5cli< span class = "w" > </ span > --login< span class = "w" > </ span >< span class = "m" > 12345</ span >< span class = "w" > </ span > --password< span class = "w" > </ span > mypass< span class = "w" > </ span > --server< span class = "w" > </ span > MyBroker-Demo< span class = "w" > </ span >< span class = "se" > \</ span >
< a id = "__codelineno-1-17" name = "__codelineno-1-17" href = "#__codelineno-1-17" ></ a >< span class = "w" > </ span > -o< span class = "w" > </ span > positions.csv< span class = "w" > </ span > positions
</ 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 >
< 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 >
</ 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 >
< td >< code > market-book</ code ></ td >
< td > Export market depth (order book)</ td >
</ tr >
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</ tbody >
</ table >
< h3 id = "trading" > Trading< a class = "headerlink" href = "#trading" title = "Permanent link" > ¶ </ a ></ h3 >
< 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 >
< td >< code > order-check</ code ></ td >
< td > Check funds sufficiency for a trade request</ td >
</ tr >
< tr >
< td >< code > order-send</ code ></ td >
< td > Send a trade request to the trade server (< code > --yes</ code > required)</ td >
</ tr >
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</ tbody >
</ table >
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< p > Use < code > order-check</ code > to validate a request payload before running < code > order-send --yes</ code > .</ 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 >
< td > Collect rates, ticks, history-orders, and history-deals for one or more symbols into a single SQLite database (optional cash-event/position views)</ td >
</ tr >
</ tbody >
</ table >
< div class = "highlight" >< pre >< span ></ span >< code >< a id = "__codelineno-2-1" name = "__codelineno-2-1" href = "#__codelineno-2-1" ></ 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-2-2" name = "__codelineno-2-2" href = "#__codelineno-2-2" ></ 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-2-3" name = "__codelineno-2-3" href = "#__codelineno-2-3" ></ 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-2-4" name = "__codelineno-2-4" href = "#__codelineno-2-4" ></ 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-2-5" name = "__codelineno-2-5" href = "#__codelineno-2-5" ></ 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
</ 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 >
< td > all four</ td >
< td > Repeatable: < code > rates</ code > , < code > ticks</ code > , < code > history-orders</ code > , < code > history-deals</ code > .</ td >
</ 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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< 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 >
< td > Trading account password</ td >
</ 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 >
< li >< a href = "api/cli/" > CLI Module</ a > - CLI application with export commands and utility functions</ li >
</ 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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