Daichi Narushima
da74c11087
* Add collect-history command for bulk SQLite export Bundles rates, ticks, history-orders, and history-deals for one or more symbols into a single SQLite database. Tick collection uses copy_ticks_range_as_df with a --flags option defaulting to ALL. With --with-views, optional cash_events and positions_reconstructed views are derived from history_deals when the required columns are present. * Extend collect-history with datasets, if-exists, timeframe, view fixes - Fetch history-orders and history-deals per symbol so --symbol applies consistently across all four datasets. - Add repeatable --dataset (rates, ticks, history-orders, history-deals) so ticks are no longer required and any subset can be collected. - Add --if-exists append|replace|fail to control SQLite table conflict behavior instead of hard-coding replace. - Record the requested timeframe in a timeframe column on the rates table so appended runs at different timeframes stay distinguishable. - Fix positions_reconstructed to exclude positions with no closing deals, use volume-weighted open/close prices, and report reversal deals (DEAL_ENTRY_INOUT) via volume_reversal / reversal_count without contributing to weighted prices. - Update tests, README, docs, and skill to match. * Address collect-history review feedback * Stream collect-history writes per symbol * Address PR cleanup for collect-history --------- Co-authored-by: Claude <noreply@anthropic.com>
mt5cli
Command-line tool for exporting MetaTrader 5 data to CSV, JSON, Parquet, and SQLite3.
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
pip install -U mt5cli MetaTrader5
Usage
# 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
Run as a Python module:
python -m mt5cli -o account.csv account-info
Commands
| 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-from |
Export ticks from a start date |
ticks-range |
Export ticks for a date range |
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) |
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) |
collect-history |
Bundle rates, ticks, history-orders, and history-deals for one or more symbols into a single SQLite database |
Use order-check to validate a request payload before running order-send --yes.
collect-history
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.
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 deals, and uses volume-weighted open/close prices; reversal deals (DEAL_ENTRY_INOUT) are reported via volume_reversal / reversal_count columns and do not contribute to the weighted prices.
Requirements
- Python 3.11+
- Windows OS (MetaTrader 5 requirement)
- MetaTrader 5 platform installed
Development
git clone https://github.com/dceoy/mt5cli.git
cd mt5cli
uv sync