Collect several historical datasets per symbol into one SQLite database in a single MT5 session. Pick datasets with repeatable `--dataset` (default: all four), choose conflict behavior with `--if-exists append|replace|fail` (default: `fail`), and optionally derive `cash_events` / `positions_reconstructed` views from `history_deals` via `--with-views`.
```bash
mt5cli -o history.db collect-history \
--symbol EURUSD --symbol GBPUSD \
--date-from 2024-01-01 --date-to 2024-02-01 \
--dataset rates --dataset history-deals \
--timeframe M1 --flags ALL --if-exists append --with-views
History orders and deals are fetched per symbol and concatenated, so the symbol filter is applied consistently across all datasets. The `cash_events` view is derived from symbol-filtered `history_deals`, so account-level cash events with empty or non-matching symbols may be excluded. The `rates` table records the requested `timeframe` so appended runs at different timeframes remain distinguishable. The `positions_reconstructed` view aggregates trade deals by `position_id`, excludes positions without closing-side entries, and uses volume-weighted open/close prices; reversal deals (`DEAL_ENTRY_INOUT`) are reported via `volume_reversal` / `reversal_count` columns.
### Incremental history SDK
For automated pipelines, use the importable incremental API instead of re-fetching fixed date ranges:
timeframes=["M1","H1"],# default: all fixed MT5 timeframes
lookback_hours=24,
create_rate_views=True,
with_views=True,
include_account_events=True,
)
finally:
client.shutdown()
# Standalone wrapper that opens and closes MT5 for you
update_history_with_config(
output="history.db",
symbols=["EURUSD"],
config=Mt5Config(login=12345),
)
```
- **`collect-history`**: explicit date-range export into SQLite.
- **`update_history`**: incremental append based on existing SQLite `MAX(time)` per symbol (and timeframe for rates); account-level deals use a separate cursor when `include_account_events=True`.
- **`rates` table**: normalized storage with `symbol` and `timeframe` columns.
- **Rate compatibility views**: mt5cli manages all `rate_*` views. Naming is `rate_<symbol>__<timeframe>` when a symbol has one timeframe, otherwise `rate_<symbol>__<granularity>_<timeframe>` (for example `rate_EURUSD__M1_1`). Stale `rate_*` views are dropped and recreated when rates change for offline tools such as mteor optimize.
- **Rate view resolution**: use `mt5cli.history.resolve_rate_view_name()` / `resolve_rate_view_names()` to map symbols and granularities to existing SQLite compatibility views without creating databases.
- **SQLite export helpers**: use `export_dataframe_to_sqlite()` for append mode, optional index export, and post-write deduplication by key columns.
- **Recent ticks and margins**: `recent_ticks()` and `minimum_margins()` SDK helpers (and matching CLI commands) cover common downstream read-only queries.
