mt5cli 0.3.0

Command-line tool for MetaTrader 5

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

License

MIT