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Ask Bid Ticks is a real-time tick data solution for microstructural analysis - a high-accuracy tick data collector. It exports tick prices to a CSV file, providing filename, delimiter and timestamp options. It works with local computer time to capture the arrival time of each quote with high accuracy.

The program uses the Windows system file "kernel32.dll" to provide millisecond timestamps, so the DLL needs to be allowed to import. You can set this property in the Dependencies tab of the Properties window (see image below).

You can choose delimiter for the data columns (which are date time, symbol name, ask bid prices). You can also choose timestamp:

If you want to specify a name for the output file, just remove the string " use default " in the first parameter and enter a name of your choice.

Output files can be found in the terminal data directory . To easily access the data directory, you can use the File menu in the MetaTrader 5 client terminal. On program startup, the full file path is also displayed in the Toolbox > Expert tab:

Here is an example of a tab-delimited output CSV with millisecond timestamps:

You should note that some tick marks may be missing. The probability of this happening is small and depends on a variety of facts:

Attachment download

📎 askbidticks.mq5 (4.57 KB)

Source: MQL5 #820