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Python + MT5: tick latency logger without buying fancy software

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LondonScalper
Posts: 25
Joined: Sat Sep 05, 2026 7:54 am

Python + MT5: tick latency logger without buying fancy software

Post by LondonScalper »

Wanted a simple answer to: "Is my feed/terminal slow *today*, or am I coping?" Didn't want another SaaS dashboard.

Stack (boring on purpose):
- Windows VPS
- MetaTrader5 Python package
- `copy_ticks_from` / tick subscribe depending on need
- Append CSV: local_ts, server_ts (if available), bid, ask, spread
- Small script computes inter-arrival gaps + rolling spread stats per symbol

What it's good for:
- Spotting sick VPS days (clock drift, CPU spikes, terminal freeze)
- Comparing London open tick density vs midday
- Catching "why do my fills feel sticky" before I blame strategy

What it's not:
- A full HFT timestamp bible
- Proof your broker is evil (correlation ≠ courtroom evidence)
- A substitute for proper order-roundtrip logging (I do that separately)

If people want, I can paste a minimal logger skeleton (no strategy, just metrics). Keeping it short in the OP so we don't turn this into a 400-line flex.

Are you logging ticks continuously or only around session open?
Python package vs MQL5 tick logger — which do you trust more for timestamps?
Anyone correlating tick gaps with Windows ETW / CPU steal on VPS and actually finding smoking guns?
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