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tick-data-storage

Capture and persist real-time MT5 tick data to Parquet or HDF5.

10|2|Updated Mar 8, 2026
Search Tags:#real-time#parquet#ohlcv#mt5#tick-data#data-storage#hdf5
One-click install
npx skills add https://github.com/mahmoud20138/Tradecraft --skill tick-data-storage
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: tick-data-storage
Source: https://github.com/mahmoud20138/Tradecraft/tree/main/plugins/tradecraft/skills/tick-data-storage
Command: npx skills add https://github.com/mahmoud20138/Tradecraft --skill tick-data-storage

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Tick data collection and storage for real-time MT5 feeds, enabling efficient archival and analytics.

Core Features & Use Cases

  • Real-time MT5 tick capture and persistence
  • Efficient storage formats (Parquet, HDF5) and optional aggregation to OHLCV
  • Bid/ask spread tracking and time-series archival for backtesting and research
  • Data pipelines for tick data to ML/analysis workflows

Quick Start

Start MT5 real-time tick capture for a symbol and duration, then store the data in Parquet or HDF5.

Frequently Asked Questions about tick-data-storage

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I capture real-time MT5 tick data for backtesting?▼

You can capture real-time MT5 tick data by persisting live tick payloads into Parquet or HDF5 archives, enabling efficient time-series storage for backtesting workflows and live analytics across multiple symbols.

What is the best way to store tick data for quantitative analysis pipelines?▼

Storing tick data in Parquet or HDF5 formats provides efficient archival for quantitative analysis pipelines, supporting bid/ask spread tracking and seamless integration into ML workflows.

Can I aggregate MT5 tick data into OHLCV bars automatically?▼

Yes, MT5 tick data capture supports optional aggregation to OHLCV format during storage, compressing tick-level data into standard candles for historical research and analysis.

Does this tick data storage approach support multiple symbols simultaneously?▼

Yes, this tick data storage approach supports tick-level collection across multiple symbols simultaneously with configurable duration, allowing parallel capture and structured archival of live feeds.

How does Parquet compare to HDF5 for storing real-time financial tick data?▼

Parquet provides efficient columnar storage ideal for analytical tick data queries, while HDF5 offers hierarchical structured storage for complex numerical datasets, allowing optimized time-series archival based on specific analytics needs.

Do I need an active MT5 integration to use tick data storage?▼

Yes, an active MT5 integration is required because the tick data storage process relies on connecting to MT5 feeds to parse structured tick payloads and persist real-time data for trading workflows.

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