Live data connection to external program

 
Hi, I was just wondering where the data feeds get stored? Is the history folder the only place that the data gets stored i.e. in the .hst files? Also, what is the latency of the updates of this data? As soon as it's downloaded it's in the file?
 
  1. OHLCV is stored there. Spread and other parameters elsewhere
  2. The files appear to be updated only when the terminal is being shutdown. Possibly also after N bars, hours, or KB.
  3. Why do you care, you get the current data from chart's Open[], Close[], etc.?
 
It's possible to get MQL4 to use external .dll?
Reason: