TICK DATA EXPORTER TOOL

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Tick Data Exporter – User Instructions

The Tick Data Exporter allows you to export real market tick data (bid, ask, spread with milliseconds) from MetaTrader 5 into a CSV file for analysis, backtesting, machine learning, or custom strategy development. The tool works in both the Strategy Tester (historical data) and on live or demo charts (real-time data).

What You Need

  • MetaTrader 5 (MT5)
  • Strategy Tester enabled (for historical tick export)
  • A demo or live trading account (for real-time tick export)
  • Tick Exporter EA installed in MT5

Method 1 – Export Historical Tick Data (Strategy Tester)

  1. Open MetaTrader 5.
  2. Go to View → Strategy Tester.
  3. Select the Tick Exporter EA from the Expert Advisor list.
  4. Choose the Symbol you want to export (e.g. EURUSD, XAUUSD).
  5. Set the Model to Every tick based on real ticks.
  6. Enable Use Date and select your desired date range.
  7. (Optional) In Inputs, set a custom file name. If left empty, the file will be saved automatically as: SYMBOL-ticks.csv (example: XAUUSD-ticks.csv).
  8. Click Start to run the test.

Method 2 – Export Live Tick Data (Demo / Live Account)

  1. Open MetaTrader 5 and log into a demo or live trading account.
  2. Open a chart for the symbol you want to export (e.g. EURUSD, XAUUSD).
  3. Drag the Tick Exporter EA onto the chart.
  4. Enable Algo Trading in MT5.
  5. Let the EA run while the market is active.
  6. Ticks will be saved to the CSV file in real time as price updates occur.

Where Your Tick Data Is Saved

Your CSV file will be saved in:

MT5 → File → Open Data Folder → MQL5 → Files

CSV File Format

The exported file uses the following format:

		Time,Bid,Ask,Spread
		2020.01.02 01:00:04.735,1518.768,1519.592,0.824
		2020.01.02 01:00:04.836,1518.858,1519.742,0.884

Important Notes

  • For best historical accuracy, always use Every tick based on real ticks.
  • Gold (XAUUSD) and indices may produce large files due to high tick volume.
  • Long date ranges can generate very large CSV files (several hundred MB or more).
  • Disable visual mode in Strategy Tester for faster exports.
  • When using live export, the file grows in real time while the EA is running.

Common Use Cases

  • Backtesting custom strategies
  • Building machine learning models
  • Creating your own trading simulations
  • Spread and volatility analysis
  • Collecting your own live tick database

Need a MetaTrader 4 (MT4) version? Reach out and we’ll provide a compatible MT4 Tick Data Exporter.

Download Tick Data Exporter
File Size • 9 KB