MetaTrader 5 Build 2815: Task Manager, data access via Python API and other updates

One of the key updates enables access to Depth of Market data via the Python API, to provide enhanced computation and machine learning possibilities

3 March 2021

MetaTrader 5 build 2815

One of the key updates enables access to Depth of Market data via the Python API, to provide enhanced computation and machine learning possibilities.

We have added the following functions:

  • market_book_add — subscribes the MetaTrader 5 terminal to receive events related to changes in the Depth of Market for the specified symbol.
  • market_book_get — returns a tuple from BookInfo containing the Depth of Market records for the specified symbol.
  • market_book_release — cancels MetaTrader 5 terminal subscription to events related to changes in the Depth of Market for the specified symbol.

We have also increased the maximum length of Push messages, from 256 to 1024 characters. Now, you can send extra information from your MQL5 programs on mobile devices.

This update provides a preliminary version of the Task Manager, which can be called by pressing the F2 key. The system enables monitoring of resources consumed by the platform: the amount of memory consumed by charts, CPU resources used by Expert Advisors and other performance metrics. If your platform performance deteriorates, you can easily detect and correct the problem.

The Task Manager enables monitoring of resources consumed by the platform

In the Subscriptions service, a special indication has been added for symbols having delayed quotes: symbols in Market Watch are marked with a clock icon and data delay notification is displayed on charts.

Please see the Release Notes for further details.

The update is available through Live Update. You may click the below button to download the latest version manually:

Download the latest MetaTrader 5 version