How to Retrieve 50,000 Historic Candlesticks from MetaTrader 5 with Python

Python Trading Bot

MetaTrader 5 is an amazing platform for retrieving and analyzing historic candlestick data.

With very little effort, you can retrieve up to 50,000 candles, and from an incredible range of timeframes. It leaves other exchanges like Binance and Coinbase in the dust.

Here’s how you do it:

1. Make sure that you’ve connected to MetaTrader 5
2. Make sure that you’ve initalized the symbol you want to query
3. Add the following 2 functions (the timeframe converter is to make it easier)

# Function to convert a timeframe string in MetaTrader 5 friendly format
def set_query_timeframe(timeframe):
    # Implement a Pseudo Switch statement. Note that Python 3.10 implements match / case but have kept it this way for
    # backwards integration
    if timeframe == "M1":
        return MetaTrader5.TIMEFRAME_M1
    elif timeframe == "M2":
        return MetaTrader5.TIMEFRAME_M2
    elif timeframe == "M3":
        return MetaTrader5.TIMEFRAME_M3
    elif timeframe == "M4":
        return MetaTrader5.TIMEFRAME_M4
    elif timeframe == "M5":
        return MetaTrader5.TIMEFRAME_M5
    elif timeframe == "M6":
        return MetaTrader5.TIMEFRAME_M6
    elif timeframe == "M10":
        return MetaTrader5.TIMEFRAME_M10
    elif timeframe == "M12":
        return MetaTrader5.TIMEFRAME_M12
    elif timeframe == "M15":
        return MetaTrader5.TIMEFRAME_M15
    elif timeframe == "M20":
        return MetaTrader5.TIMEFRAME_M20
    elif timeframe == "M30":
        return MetaTrader5.TIMEFRAME_M30
    elif timeframe == "H1":
        return MetaTrader5.TIMEFRAME_H1
    elif timeframe == "H2":
        return MetaTrader5.TIMEFRAME_H2
    elif timeframe == "H3":
        return MetaTrader5.TIMEFRAME_H3
    elif timeframe == "H4":
        return MetaTrader5.TIMEFRAME_H4
    elif timeframe == "H6":
        return MetaTrader5.TIMEFRAME_H6
    elif timeframe == "H8":
        return MetaTrader5.TIMEFRAME_H8
    elif timeframe == "H12":
        return MetaTrader5.TIMEFRAME_H12
    elif timeframe == "D1":
        return MetaTrader5.TIMEFRAME_D1
    elif timeframe == "W1":
        return MetaTrader5.TIMEFRAME_W1
    elif timeframe == "MN1":
        return MetaTrader5.TIMEFRAME_MN1


# Function to query previous candlestick data from MT5
def query_historic_data(symbol, timeframe, number_of_candles):
    # Convert the timeframe into an MT5 friendly format
    mt5_timeframe = set_query_timeframe(timeframe)
    # Retrieve data from MT5
    rates = MetaTrader5.copy_rates_from_pos(symbol, mt5_timeframe, 1, number_of_candles)
    return rates

From here, you can determine the number of candles to retrieve (up to 50,000) and for which timeframe.

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