TicksShort - MetaTrader 5 Library | MT5 EA Download - MetaTrader 5 Resources

This library implements work with a tick storage format that has a good performance (read/write) to size ratio.

Only the following fields of original MqlTick are stored :

 Structure MQTick { Date time time; // The last price update time doubles the bid; // The current bid doubles the ask; // The current selling price doubles the last; // The current price (Last) of the last transaction Oolong volume; // The trading volume of the current price
long time_msc; // Last price update time in milliseconds flags ; // Tick Flags doubled volume_real; // Volume at current price last increased accuracy };

You can view library methods in MetaEditor via the hotkey ALT+M. Here are some examples of their use.

 #Property script_show_inputs

Input datetime from = D'2024.12.01' ; #include // Short tick storage format.

blank start ()
{ 
MQTick tick[]; // For source ticks. if ( CopyTicksRange ( _token ,ticks, COPY_TICKS_ALL ,( Oolong )inFrom * 1000 ) > 0 )
  {
FileSave ( "ticks.bin" , ticks); // We saved the normal ticks so we can compare file sizes. 
TICKS_SHORT::save( "TicksShort.bin" , ticks); // Save quotes in compressed format. MQTick scale 2[]; // Used to squash ticks. TICKS_SHORT::load( "TicksShort.bin" , tick2); // Download quotes in compressed format. 
print ( "scale=" + double to string (( double ) FileGetInteger ( "ticks.bin" , file size )/
File GetInteger ( "TicksShort.bin" , file size ), 3 ));
 
print ( "correct=" + ( string )TICKS_SHORT::IsEqual(Ticks, Ticks2)); // Comparative.  }
}

The above script saves quotes to a new format file and loads them from the file.

 TicksShort_SaveLoad (EURUSD,M1) ratio = 10.000 TicksShort_SaveLoad (EURUSD,M1) true = true

Output to the log shows a compression ratio of 10x. When uncompressed, the scale matches the original scale.

#Property script_show_inputs

Input datetime from = D'2024.12.01' ; #include // Short tick storage format.

// Return the size of the array in bytes.
Template < type name > Oolong GetSize( constant T&Array[] ) { return (( Oolong ) size (T) * array size (batch)); } // Compression format performance standards.
Template < type name T1, type name T2> double standard ( constant T1&decompression[], constant T2&compression[], constant own interval)
{
Constant double performance = ( double ) array size (decompression) / interval;
 
Return (Performance * (( double )GetSize(decompressed) / GetSize(compressed)));
} Blank start ()
{ 
MQTick tick[]; // For source ticks. if ( copy_ticks ( _token , ticks, COPY_TICKS_ALL , ( Oolong ) in from * 1000 ) > 0 )
  {
    TICK_SHORT Ticks2[]; // For compressed ticks. 
Oolong interval = get microsecond count ();
TICKS_SHORT::Compression(Ticks, Ticks2); // Extrusion.    interval = get microsecond count () - interval;
Constant double performance = ( double ) array size (ticks) / interval;
 
print ( "Compression Performance:" + Double to String (Performance, 1 ) + "Number of ticks (millions)/second." );
print ( "Compression Performance Standard: " + double to string ( standard (scale, scale2, interval), 1 ));
 
MQTick scale 3[]; // Used to squash ticks. 
Oolong interval 2 = get microsecond count ();
TICKS_SHORT::Unzip(Ticks2, Ticks3); // Not gripped.    Interval 2 = Get Microsecond Count () - Interval 2;
Constant double performance 2 = ( double ) array size (scale 3) / interval 2;
 
print ( "Decompression performance: " + double to string (( double ) array size (scale 3) / interval 2, 1 ) + "ticks (millions)/second." );
print ( "Decompression performance standard:" + double to string (standard(Ticks3, Ticks2, interval 2), 1 ));
 
print ( "correct=" + ( string )TICKS_SHORT::IsEqual(Ticks, Ticks3)); // Comparative.  }
}

This script converts the tick source array to a packed array and back. Output performance/efficiency data.

 TicksShort_Performance (EURUSD,M1) Compression performance: 67.7 ticks (millions)/second.
TicksShort_Performance (EURUSD,M1) Compression performance standard: 677.1 TicksShort_Performance (EURUSD,M1) Decompression performance: 42.1 ticks (millions)/second.
TicksShort_Performance (EURUSD,M1) Decompression performance standard: 420.9 TicksShort_Performance (EURUSD,M1) correct = true

Writes and reads are performed at over 40 million ticks per second while preserving original information.

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Attachment download

📎ticksshort_saveload.mq5 (1.77 KB)

📎 ticksshort_performance.mq5 (4.58 KB)

📎 tickshort.mqh (6.38 KB)

📎 ticksshort.mqh (20.8 KB)

📎 table.mqh (100 KB)

Source: MQL5 #61126