Python + MT5: tick latency logger without buying fancy software
Posted: Sat Sep 05, 2026 10:05 am
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?
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?