.hst file format . . . Old and New (Jan 2014) - page 3

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RaptorUK:

For clarity for myself, at least, and anyone else that has an interest . . .

[...] 

then the bars array (single-byte justification) . . . total 60 bytes

datetimectm;// bar start time8 bytes
doubleopen;// open price8 bytes
doublehigh;// highest price8 bytes
doublelow;// lowest price8 bytes
doubleclose;// close price8 bytes
longvolume;// tick count8 bytes
intspread;// spread4 bytes
longreal_volume;// real volume8 bytes

I read version 400 with success thanks to your post. The problem is the above spec somehow doesn't work for version 401.

I read 7 * 8 + 4 bytes for each candle data, then I unpack them as Long, 4 * Double, Long, Integer, Long (LD4LIL)  and the ohlc data is garbled for some reason. I tried different endianness (because I'm on mac) but it still reads garbage into the doubles. 

 With version 400 I read 4 + 5 * 8 and unpacked them as Integer, 5 * Double and the numbers were correct.

 edit: it worked, here's the working code: https://gist.github.com/nurettin/e8c77336b91f2c00e302 

 

From the PeriodConverter Script that comes with MetaTrader 4.0 Build 840, the header says it is version 401 and it looks like this:

 

//--- write history file header

   FileWriteInteger(ExtHandle,file_version,LONG_VALUE);

   FileWriteString(ExtHandle,c_copyright,64);

   FileWriteString(ExtHandle,c_symbol,12);

   FileWriteInteger(ExtHandle,i_period,LONG_VALUE);

   FileWriteInteger(ExtHandle,i_digits,LONG_VALUE);

   FileWriteInteger(ExtHandle,0,LONG_VALUE);

   FileWriteInteger(ExtHandle,0,LONG_VALUE);

   FileWriteArray(ExtHandle,i_unused,0,13); 

 

 

Which would come out to 8+64+12+(4*8)+(4*13) = 168 bytes

 
nurettin:

I read version 400 with success thanks to your post. The problem is the above spec somehow doesn't work for version 401.

I read 7 * 8 + 4 bytes for each candle data, then I unpack them as Long, 4 * Double, Long, Integer, Long (LD4LIL)  and the ohlc data is garbled for some reason. I tried different endianness (because I'm on mac) but it still reads garbage into the doubles. 

 With version 400 I read 4 + 5 * 8 and unpacked them as Integer, 5 * Double and the numbers were correct.

 edit: it worked, here's the working code: https://gist.github.com/nurettin/e8c77336b91f2c00e302 

version 401 uses the MqlRates structure, which looks like this:

 

struct MqlRates
  {
   datetime time;         // Period start time
   double   open;         // Open price
   double   high;         // The highest price of the period
   double   low;          // The lowest price of the period
   double   close;        // Close price
   long     tick_volume;  // Tick volume
   int      spread;       // Spread
   long     real_volume;  // Trade volume

  };

 

(6*8) + 4 + 8 = 60 bytes

 
maj1es2tic:

version 401 uses the MqlRates structure, which looks like this:

 

struct MqlRates
  {
   datetime time;         // Period start time
   double   open;         // Open price
   double   high;         // The highest price of the period
   double   low;          // The lowest price of the period
   double   close;        // Close price
   long     tick_volume;  // Tick volume
   int      spread;       // Spread
   long     real_volume;  // Trade volume

  };

 

(6*8) + 4 + 8 = 60 bytes

 

 

I created a ruby library called hst for both reading and writing 400 and 401 versions: 

https://rubygems.org/gems/hst 

 
I made import of HST v401 using this thread and HC v500 (MT5), latest version tested on Android data (MT5 made by reverse engineering).

And then import in JavaScript used for import in HTML page and showing custom chart in mobile (works in Firefox only)...

https://github.com/eltomjan/ETEhomeTools/tree/master/MetaTrader

Anyone interested in that app (would like to sell it).
In case can publish also JS import, but principles are same as in C# version...
Strange is Droid has different format, but same version and extension ?? Probably authors do not care about external processing or compatibility...

 

Hello fellow traders ... And maybe programmers...


I have just finished to code some macro vba for Excel so that I can analyze my hst files. Obviously, this is only the whole file processing. If one wants to add moving averages, or any other indicator, it will be up to him/her to create a new macro. By the way, if so, I recommend to make the calculations starting from the most recent bars (down in the file excel) and going further back (high in the file excel) until the period is greater than the number of bars left.

First of all, it is a file Excel and you have full access to the code so if you are not sure of what the macro does, have a look at the code.

2nd, this line is the line of your file and its directory :

     Open "Path\*.hst" For Binary Access Read As intFileNum
so if your file is in C:\test directory and is EURUSD1.hst your line will have to be

     Open " C:\test\EURUSD1.hst" For Binary Access Read As intFileNum

3rd, please don't modify or delete any of the Functions, it will prevent the macro from working.


4th, I have left the first 2 lines and the last 3 columns (tick#, spread, real volume). These can be either delete manually after the macro has run or be not executed by putting in comment (' at the beginning of the line) the lines:

                Cells(3, 7) = "Tick count"
                Cells(3, 8) = "Spread"
                Cells(3, 9) = "Real volume"
                Cells(3 + sample_pos, 7) = volume_val
                Cells(3 + sample_pos, 8) = spread_val
                Cells(3 + sample_pos, 9) = realvol_val


Thank you Simon Gniadkowski for sharing.

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