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<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="programmatic-usage-sdk-usage">Programmatic usage / SDK usage<a class="headerlink" href="#programmatic-usage-sdk-usage" title="Permanent link">&para;</a></h2>
<p>mt5cli can be used as a small Python SDK for read-only MetaTrader 5 data collection. SDK functions return pandas DataFrames without writing files. Use <code>export_dataframe</code> when you need to persist results.</p>
<p>mt5cli can be used as a small Python SDK for read-only MetaTrader 5 data collection. SDK functions return pandas DataFrames without writing files. Use <code>export_dataframe</code> or <code>export_dataframe_to_sqlite</code> when you need to persist results.</p>
<div class="highlight"><pre><span></span><code><a id="__codelineno-1-1" name="__codelineno-1-1" href="#__codelineno-1-1"></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-1-2" name="__codelineno-1-2" href="#__codelineno-1-2"></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-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="kn">from</span><span class="w"> </span><span class="nn">mt5cli</span><span class="w"> </span><span class="kn">import</span> <span class="n">Mt5CliClient</span><span class="p">,</span> <span class="n">collect_history</span><span class="p">,</span> <span class="n">copy_rates_range</span><span class="p">,</span> <span class="n">export_dataframe</span>
<a id="__codelineno-1-5" name="__codelineno-1-5" href="#__codelineno-1-5"></a>
<a id="__codelineno-1-6" name="__codelineno-1-6" href="#__codelineno-1-6"></a><span class="c1"># One-off fetch with module-level helpers</span>
<a id="__codelineno-1-7" name="__codelineno-1-7" href="#__codelineno-1-7"></a><span class="n">rates</span> <span class="o">=</span> <span class="n">copy_rates_range</span><span class="p">(</span>
<a id="__codelineno-1-8" name="__codelineno-1-8" href="#__codelineno-1-8"></a> <span class="s2">&quot;EURUSD&quot;</span><span class="p">,</span>
<a id="__codelineno-1-9" name="__codelineno-1-9" href="#__codelineno-1-9"></a> <span class="n">timeframe</span><span class="o">=</span><span class="s2">&quot;H1&quot;</span><span class="p">,</span>
<a id="__codelineno-1-10" name="__codelineno-1-10" href="#__codelineno-1-10"></a> <span class="n">date_from</span><span class="o">=</span><span class="s2">&quot;2024-01-01&quot;</span><span class="p">,</span>
<a id="__codelineno-1-11" name="__codelineno-1-11" href="#__codelineno-1-11"></a> <span class="n">date_to</span><span class="o">=</span><span class="s2">&quot;2024-02-01&quot;</span><span class="p">,</span>
<a id="__codelineno-1-4" name="__codelineno-1-4" href="#__codelineno-1-4"></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>
<a id="__codelineno-1-5" name="__codelineno-1-5" href="#__codelineno-1-5"></a> <span class="n">Mt5CliClient</span><span class="p">,</span>
<a id="__codelineno-1-6" name="__codelineno-1-6" href="#__codelineno-1-6"></a> <span class="n">collect_history</span><span class="p">,</span>
<a id="__codelineno-1-7" name="__codelineno-1-7" href="#__codelineno-1-7"></a> <span class="n">copy_rates_range</span><span class="p">,</span>
<a id="__codelineno-1-8" name="__codelineno-1-8" href="#__codelineno-1-8"></a> <span class="n">export_dataframe</span><span class="p">,</span>
<a id="__codelineno-1-9" name="__codelineno-1-9" href="#__codelineno-1-9"></a> <span class="n">export_dataframe_to_sqlite</span><span class="p">,</span>
<a id="__codelineno-1-10" name="__codelineno-1-10" href="#__codelineno-1-10"></a> <span class="n">minimum_margins</span><span class="p">,</span>
<a id="__codelineno-1-11" name="__codelineno-1-11" href="#__codelineno-1-11"></a> <span class="n">recent_ticks</span><span class="p">,</span>
<a id="__codelineno-1-12" name="__codelineno-1-12" href="#__codelineno-1-12"></a><span class="p">)</span>
<a id="__codelineno-1-13" name="__codelineno-1-13" href="#__codelineno-1-13"></a><span class="n">export_dataframe</span><span class="p">(</span><span class="n">rates</span><span class="p">,</span> <span class="n">Path</span><span class="p">(</span><span class="s2">&quot;rates.csv&quot;</span><span class="p">),</span> <span class="s2">&quot;csv&quot;</span><span class="p">)</span>
<a id="__codelineno-1-13" name="__codelineno-1-13" href="#__codelineno-1-13"></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">resolve_rate_view_name</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"># Reuse one MT5 connection for multiple calls</span>
<a id="__codelineno-1-16" name="__codelineno-1-16" href="#__codelineno-1-16"></a><span class="k">with</span> <span class="n">Mt5CliClient</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">password</span><span class="o">=</span><span class="s2">&quot;secret&quot;</span><span class="p">,</span> <span class="n">server</span><span class="o">=</span><span class="s2">&quot;Broker-Demo&quot;</span><span class="p">)</span> <span class="k">as</span> <span class="n">client</span><span class="p">:</span>
<a id="__codelineno-1-17" name="__codelineno-1-17" href="#__codelineno-1-17"></a> <span class="n">account</span> <span class="o">=</span> <span class="n">client</span><span class="o">.</span><span class="n">account_info</span><span class="p">()</span>
<a id="__codelineno-1-18" name="__codelineno-1-18" href="#__codelineno-1-18"></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-1-19" name="__codelineno-1-19" href="#__codelineno-1-19"></a>
<a id="__codelineno-1-20" name="__codelineno-1-20" href="#__codelineno-1-20"></a><span class="c1"># Bulk SQLite collection (same behavior as the collect-history CLI command)</span>
<a id="__codelineno-1-21" name="__codelineno-1-21" href="#__codelineno-1-21"></a><span class="n">collect_history</span><span class="p">(</span>
<a id="__codelineno-1-22" name="__codelineno-1-22" href="#__codelineno-1-22"></a> <span class="n">Path</span><span class="p">(</span><span class="s2">&quot;history.db&quot;</span><span class="p">),</span>
<a id="__codelineno-1-23" name="__codelineno-1-23" href="#__codelineno-1-23"></a> <span class="n">symbols</span><span class="o">=</span><span class="p">[</span><span class="s2">&quot;EURUSD&quot;</span><span class="p">,</span> <span class="s2">&quot;GBPUSD&quot;</span><span class="p">],</span>
<a id="__codelineno-1-24" name="__codelineno-1-24" href="#__codelineno-1-24"></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-1-25" name="__codelineno-1-25" href="#__codelineno-1-25"></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-1-26" name="__codelineno-1-26" href="#__codelineno-1-26"></a> <span class="n">timeframe</span><span class="o">=</span><span class="s2">&quot;M1&quot;</span><span class="p">,</span>
<a id="__codelineno-1-27" name="__codelineno-1-27" href="#__codelineno-1-27"></a> <span class="n">flags</span><span class="o">=</span><span class="s2">&quot;ALL&quot;</span><span class="p">,</span>
<a id="__codelineno-1-28" name="__codelineno-1-28" href="#__codelineno-1-28"></a> <span class="n">with_views</span><span class="o">=</span><span class="kc">True</span><span class="p">,</span>
<a id="__codelineno-1-29" name="__codelineno-1-29" href="#__codelineno-1-29"></a><span class="p">)</span>
<a id="__codelineno-1-15" name="__codelineno-1-15" href="#__codelineno-1-15"></a><span class="c1"># One-off fetch with module-level helpers</span>
<a id="__codelineno-1-16" name="__codelineno-1-16" href="#__codelineno-1-16"></a><span class="n">rates</span> <span class="o">=</span> <span class="n">copy_rates_range</span><span class="p">(</span>
<a id="__codelineno-1-17" name="__codelineno-1-17" href="#__codelineno-1-17"></a> <span class="s2">&quot;EURUSD&quot;</span><span class="p">,</span>
<a id="__codelineno-1-18" name="__codelineno-1-18" href="#__codelineno-1-18"></a> <span class="n">timeframe</span><span class="o">=</span><span class="s2">&quot;H1&quot;</span><span class="p">,</span>
<a id="__codelineno-1-19" name="__codelineno-1-19" href="#__codelineno-1-19"></a> <span class="n">date_from</span><span class="o">=</span><span class="s2">&quot;2024-01-01&quot;</span><span class="p">,</span>
<a id="__codelineno-1-20" name="__codelineno-1-20" href="#__codelineno-1-20"></a> <span class="n">date_to</span><span class="o">=</span><span class="s2">&quot;2024-02-01&quot;</span><span class="p">,</span>
<a id="__codelineno-1-21" name="__codelineno-1-21" href="#__codelineno-1-21"></a><span class="p">)</span>
<a id="__codelineno-1-22" name="__codelineno-1-22" href="#__codelineno-1-22"></a><span class="n">export_dataframe</span><span class="p">(</span><span class="n">rates</span><span class="p">,</span> <span class="n">Path</span><span class="p">(</span><span class="s2">&quot;rates.csv&quot;</span><span class="p">),</span> <span class="s2">&quot;csv&quot;</span><span class="p">)</span>
<a id="__codelineno-1-23" name="__codelineno-1-23" href="#__codelineno-1-23"></a>
<a id="__codelineno-1-24" name="__codelineno-1-24" href="#__codelineno-1-24"></a><span class="c1"># Resolve SQLite rate compatibility views for downstream tools</span>
<a id="__codelineno-1-25" name="__codelineno-1-25" href="#__codelineno-1-25"></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">&quot;history.db&quot;</span><span class="p">),</span> <span class="s2">&quot;EURUSD&quot;</span><span class="p">,</span> <span class="s2">&quot;M1&quot;</span><span class="p">)</span>
<a id="__codelineno-1-26" name="__codelineno-1-26" href="#__codelineno-1-26"></a>
<a id="__codelineno-1-27" name="__codelineno-1-27" href="#__codelineno-1-27"></a><span class="c1"># Recent tick window and minimum margin summary</span>
<a id="__codelineno-1-28" name="__codelineno-1-28" href="#__codelineno-1-28"></a><span class="n">ticks</span> <span class="o">=</span> <span class="n">recent_ticks</span><span class="p">(</span><span class="s2">&quot;EURUSD&quot;</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-1-29" name="__codelineno-1-29" href="#__codelineno-1-29"></a><span class="n">margins</span> <span class="o">=</span> <span class="n">minimum_margins</span><span class="p">(</span><span class="s2">&quot;EURUSD&quot;</span><span class="p">)</span>
<a id="__codelineno-1-30" name="__codelineno-1-30" href="#__codelineno-1-30"></a>
<a id="__codelineno-1-31" name="__codelineno-1-31" href="#__codelineno-1-31"></a><span class="c1"># Reuse one MT5 connection for multiple calls</span>
<a id="__codelineno-1-32" name="__codelineno-1-32" href="#__codelineno-1-32"></a><span class="k">with</span> <span class="n">Mt5CliClient</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">password</span><span class="o">=</span><span class="s2">&quot;secret&quot;</span><span class="p">,</span> <span class="n">server</span><span class="o">=</span><span class="s2">&quot;Broker-Demo&quot;</span><span class="p">)</span> <span class="k">as</span> <span class="n">client</span><span class="p">:</span>
<a id="__codelineno-1-33" name="__codelineno-1-33" href="#__codelineno-1-33"></a> <span class="n">account</span> <span class="o">=</span> <span class="n">client</span><span class="o">.</span><span class="n">account_info</span><span class="p">()</span>
<a id="__codelineno-1-34" name="__codelineno-1-34" href="#__codelineno-1-34"></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-1-35" name="__codelineno-1-35" href="#__codelineno-1-35"></a>
<a id="__codelineno-1-36" name="__codelineno-1-36" href="#__codelineno-1-36"></a><span class="c1"># Bulk SQLite collection (same behavior as the collect-history CLI command)</span>
<a id="__codelineno-1-37" name="__codelineno-1-37" href="#__codelineno-1-37"></a><span class="n">collect_history</span><span class="p">(</span>
<a id="__codelineno-1-38" name="__codelineno-1-38" href="#__codelineno-1-38"></a> <span class="n">Path</span><span class="p">(</span><span class="s2">&quot;history.db&quot;</span><span class="p">),</span>
<a id="__codelineno-1-39" name="__codelineno-1-39" href="#__codelineno-1-39"></a> <span class="n">symbols</span><span class="o">=</span><span class="p">[</span><span class="s2">&quot;EURUSD&quot;</span><span class="p">,</span> <span class="s2">&quot;GBPUSD&quot;</span><span class="p">],</span>
<a id="__codelineno-1-40" name="__codelineno-1-40" href="#__codelineno-1-40"></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-1-41" name="__codelineno-1-41" href="#__codelineno-1-41"></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-1-42" name="__codelineno-1-42" href="#__codelineno-1-42"></a> <span class="n">timeframe</span><span class="o">=</span><span class="s2">&quot;M1&quot;</span><span class="p">,</span>
<a id="__codelineno-1-43" name="__codelineno-1-43" href="#__codelineno-1-43"></a> <span class="n">flags</span><span class="o">=</span><span class="s2">&quot;ALL&quot;</span><span class="p">,</span>
<a id="__codelineno-1-44" name="__codelineno-1-44" href="#__codelineno-1-44"></a> <span class="n">with_views</span><span class="o">=</span><span class="kc">True</span><span class="p">,</span>
<a id="__codelineno-1-45" name="__codelineno-1-45" href="#__codelineno-1-45"></a><span class="p">)</span>
</code></pre></div>
<p>Timeframes, tick flags, and ISO 8601 date strings are accepted wherever noted in the SDK API.</p>
<h2 id="quick-start">Quick Start<a class="headerlink" href="#quick-start" title="Permanent link">&para;</a></h2>
@@ -264,6 +280,10 @@
<td><code>ticks-range</code></td>
<td>Export ticks for a date range</td>
</tr>
<tr>
<td><code>ticks-recent</code></td>
<td>Export ticks from a trailing window</td>
</tr>
</tbody>
</table>
<h3 id="information">Information<a class="headerlink" href="#information" title="Permanent link">&para;</a></h3>
@@ -304,6 +324,10 @@
<td>Export the last tick for a symbol</td>
</tr>
<tr>
<td><code>minimum-margins</code></td>
<td>Export minimum-volume margin summary</td>
</tr>
<tr>
<td><code>market-book</code></td>
<td>Export market depth (order book)</td>
</tr>
@@ -571,5 +595,5 @@
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