mt5cli¶
Command-line tool for MetaTrader 5 data export.
Overview¶
mt5cli is a CLI application that exports MetaTrader 5 trading data to multiple file formats. It is built on top of pdmt5, a pandas-based data handler for MetaTrader 5.
Features¶
- Multi-format export: CSV, JSON, Parquet, and SQLite3 output formats
- Auto-detection: Format detection from file extensions
- Comprehensive data access: Rates, ticks, account info, symbols, orders, positions, and trading history
- Flexible timeframes: Named timeframes (M1, H1, D1, etc.) and numeric values
- Connection management: Optional credentials, server, and timeout configuration
Installation¶
Quick Start¶
# Export account information to CSV
mt5cli -o account.csv account-info
# Export EURUSD M1 rates to Parquet
mt5cli -o rates.parquet rates-from --symbol EURUSD --timeframe M1 \
--date-from 2024-01-01 --count 1000
# Export ticks to JSON
mt5cli -o ticks.json ticks-from --symbol EURUSD \
--date-from 2024-01-01 --count 500 --flags ALL
# Export symbols to SQLite3 with custom table name
mt5cli -o data.db --table symbols symbols --group "*USD*"
# Export with connection credentials
mt5cli --login 12345 --password mypass --server MyBroker-Demo \
-o positions.csv positions
Commands¶
Rates¶
| Command | Description |
|---|---|
rates-from |
Export rates from a start date |
rates-from-pos |
Export rates from a start position |
rates-range |
Export rates for a date range |
Ticks¶
| Command | Description |
|---|---|
ticks-from |
Export ticks from a start date |
ticks-range |
Export ticks for a date range |
Information¶
| Command | Description |
|---|---|
account-info |
Export account information |
terminal-info |
Export terminal information |
version |
Export MetaTrader 5 version information |
last-error |
Export the last error information |
symbols |
Export symbol list |
symbol-info |
Export symbol details |
symbol-info-tick |
Export the last tick for a symbol |
market-book |
Export market depth (order book) |
Trading¶
| Command | Description |
|---|---|
orders |
Export active orders |
positions |
Export open positions |
history-orders |
Export historical orders |
history-deals |
Export historical deals |
order-check |
Check funds sufficiency for a trade request |
order-send |
Send a trade request to the trade server (--yes required) |
Use order-check to validate a request payload before running order-send --yes.
Bulk Collection¶
| Command | Description |
|---|---|
collect-history |
Collect rates, ticks, history-orders, and history-deals for one or more symbols into a single SQLite database (optional cash-event/position views) |
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
collect-history options:
| Option | Default | Description |
|---|---|---|
--symbol/-s |
required | Symbol to collect (repeat for multiple). |
--date-from |
required | Start date in ISO 8601. |
--date-to |
required | End date in ISO 8601. |
--dataset |
all four | Repeatable: rates, ticks, history-orders, history-deals. |
--timeframe |
M1 |
Rates timeframe; recorded in a timeframe column on the rates table. |
--flags |
ALL |
Tick copy flags forwarded to copy_ticks_range. |
--if-exists |
fail |
append, replace, or fail when a target table already exists. |
--with-views |
off | Add cash_events and positions_reconstructed views (requires the history-deals dataset). |
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 positions_reconstructed view excludes positions with no closing deal, uses volume-weighted open/close prices, and reports reversal deals (DEAL_ENTRY_INOUT) via volume_reversal / reversal_count.
Global Options¶
| Option | Description |
|---|---|
-o, --output |
Output file path (required) |
-f, --format |
Output format (auto-detected from extension if omitted) |
--table |
Table name for SQLite3 output (default: "data") |
--login |
Trading account login |
--password |
Trading account password |
--server |
Trading server name |
--path |
Path to MetaTrader5 terminal EXE file |
--timeout |
Connection timeout in milliseconds |
--log-level |
Logging level (DEBUG, INFO, WARNING, ERROR) |
Requirements¶
- Python 3.11+
- Windows OS (MetaTrader 5 requirement)
- MetaTrader 5 platform
API Reference¶
Browse the API documentation for detailed module information:
- CLI Module - CLI application with export commands and utility functions
Development¶
This project follows strict code quality standards:
- Type hints required (strict mode)
- Comprehensive linting with Ruff
- Test coverage tracking
- Google-style docstrings
License¶
MIT License - see LICENSE file for details.