mt5cli/docs/index.md

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
• SQLite rate loading: Load mt5cli-managed rate tables/views for offline workflows

Installation

pip install mt5cli

Programmatic usage / SDK usage

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 export_dataframe or export_dataframe_to_sqlite when you need to persist results.

from datetime import UTC, datetime
from pathlib import Path

from mt5cli import (
    Mt5CliClient,
    collect_history,
    copy_rates_range,
    export_dataframe,
    export_dataframe_to_sqlite,
    load_rate_data,
    minimum_margins,
    recent_ticks,
)
from mt5cli.history import resolve_rate_view_name

# One-off fetch with module-level helpers
rates = copy_rates_range(
    "EURUSD",
    timeframe="H1",
    date_from="2024-01-01",
    date_to="2024-02-01",
)
export_dataframe(rates, Path("rates.csv"), "csv")

# Resolve SQLite rate compatibility views for downstream tools
view = resolve_rate_view_name(Path("history.db"), "EURUSD", "M1", require_existing=True)
offline_rates = load_rate_data(Path("history.db"), view, count=1000)

# Recent tick window and minimum margin summary
ticks = recent_ticks("EURUSD", seconds=300)
margins = minimum_margins("EURUSD")

# Reuse one MT5 connection for multiple calls
with Mt5CliClient(login=12345, password="secret", server="Broker-Demo") as client:
    account = client.account_info()
    positions = client.positions()
    latest = client.latest_rates("EURUSD", "M1", count=100)
    summary = client.mt5_summary()
    summary_table = client.mt5_summary_as_df()

# Bulk SQLite collection (same behavior as the collect-history CLI command)
collect_history(
    Path("history.db"),
    symbols=["EURUSD", "GBPUSD"],
    date_from=datetime(2024, 1, 1, tzinfo=UTC),
    date_to=datetime(2024, 2, 1, tzinfo=UTC),
    timeframe="M1",
    flags="ALL",
    with_views=True,
)

Timeframes, tick flags, and ISO 8601 date strings are accepted wherever noted in the SDK API.

Mt5CliClient.mt5_summary() returns the SDK structured form as plain nested Python values. Use Mt5CliClient.mt5_summary_as_df() when you need a one-row DataFrame for export. The mt5-summary CLI command uses this tabular form, so nested terminal/account fields are JSON-encoded strings that are safe for CSV, JSON, Parquet, and SQLite output.

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
latest-rates	Export latest rates
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
ticks-recent	Export ticks from a trailing window

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
minimum-margins	Export minimum-volume margin summary
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
recent-history-deals	Export historical deals from a trailing window
mt5-summary	Export terminal/account status summary
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.

See the History schema diagram for a sample ER layout of the resulting database.

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
• SDK Module - Programmatic read-only data collection API
• Utils Module - Constants, parameter types, parsers, and export utilities

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.