New article: How to Access the MySQL Database from MQL5 (MQL4)

The problem of interaction of MQL with databases is not new, however it's still relevant. Use of databases can greatly enhance the possibilities of MetaTrader: storage and analysis of the price history, copying trades from one trading platform to another, providing quotes/trades in real time, heavy analytical computations on the server side and/or using a schedule, monitoring and remote control of accounts using web technologies.

Anyway, there were many attempts to benefit from the combination of MQL and MySQL, some solutions are available in the CodeBase.

For example "MySQL wrapper - library for MetaTrader 4" is the project, from which many programmers start their own developments with further additions. In my opinion, one of the disadvantages of this solution is allocation of special arrays for reading data from the database.

Another project "MySQL logger 1 - EA for MetaTrader 4" is highly specialized, it uses no wrapper to access the standard library libmysql.dll. Therefore it doesn't work in MetaTrader4 Build 600+, since the char character types have been replaced by wchar_t, and the use of the int type instead of the TMYSQL structure pointer causes memory leaks in the project (the allocated memory cannot be controlled/freed).

Another interesting project is "EAX_Mysql - MySQL library - library for MetaTrader 5". It's quite a good implementation. The list of disadvantages stated by the author imposes some restrictions on its use.

Anyone who ever needs to uses databases in their MQL projects has two options: either to develop their own solution and know every single part of it, or use/adapt any third-party solution, learn how to use it and detect all its defects that may hinder their project.

I faced such a necessity and the two options while developing a rather complex trading robot. Having searched through existing projects and studied a very large number of solutions, I realized that non of the found implementations could help bring my trading robot to the "professional level".

Moreover, there were also absurd solutions, for example: DML/DDL operations (insert/update/delete data, create/drop objects in database) were performed using the standard libmysql.dll, and data selection (SELECT) was actually implemented as a HTTP request (using inet.dll) to a PHP script located on the web server on the MySQL server side. The SQL queries were written in the PHP script.

In other words, to run the project, one needed to keep the following components available, configured and running: MySQL server, Apache/IIS web server, PHP/ASP scripts on the server side... A combination of quite a large number of technologies. Of course, in some circumstances this may be acceptable, but when the only task is to select data from the database - this is nonsense. In addition, supporting such a cumbersome solution is time-consuming.

Most of the solutions had no problems inserting data, creating objects and the like. The problem was data selection, as the data should be returned to the calling environment.

I thought using arrays for this purpose was impractical and inconvenient, simply because in the course of development/debugging/support of the main project, select queries to the database can be changed, while you should also control correct memory allocation for the arrays... Well, this can and must be avoided.

The hereinafter discussed MQL <-> MySql interfaced is based on a typical approach used in Oracle PL/SQL, MS SQL T-SQL, AdoDB - use of cursors. This interface was developed targeting the ease of programming and maintenance, plus a minimum of components. It is implemented as a DLL wrapper to the standard library libmysql.dll and a set of interface functions as an .mqh file.

1. MQL <-> MySQL Interface

The interaction between the MetaTrader terminal (through MQL programs) can be implemented with the help of the below components: