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//+------------------------------------------------------------------+
//| MQL5 Tick Recorder                                               |
//+------------------------------------------------------------------+
#property strict

int fileHandle;
string fileName;

int OnInit() {
    // Construct unique filename per symbol and account
    fileName = "TickData_" + _Symbol + "_" + IntegerToString(AccountInfoInteger(ACCOUNT_LOGIN)) + ".csv";
    
    // FILE_COMMON ensures data is written to the shared terminal folder
    fileHandle = FileOpen(fileName, FILE_WRITE|FILE_CSV|FILE_ANSI|FILE_COMMON, ",");
    
    if(fileHandle != INVALID_HANDLE) {
        FileWrite(fileHandle, "TimeMsc,Bid,Ask");
    } else {
        Print("Failed to open file: ", GetLastError());
        return(INIT_FAILED);
    }
    return(INIT_SUCCEEDED);
}

void OnTick() {
    MqlTick lastTick;
    if(SymbolInfoTick(_Symbol, lastTick)) {
        // Record exact millisecond timestamp to track micro-spikes
        string timeStr = TimeToString(lastTick.time_msc / 1000, TIME_DATE|TIME_SECONDS) + "." + IntegerToString(lastTick.time_msc % 1000);
        FileWrite(fileHandle, timeStr, DoubleToString(lastTick.bid, _Digits), DoubleToString(lastTick.ask, _Digits));
    }
}

void OnDeinit(const int reason) {
    if(fileHandle != INVALID_HANDLE) {
        FileClose(fileHandle);
    }
}

Code: Select all

using System;
using System.IO;
using cAlgo.API;

[Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.FileSystem)]
public class TickRecorder : Robot
{
    private StreamWriter _writer;
    private string _filePath;

    protected override void OnStart()
    {
        // Route directly to a shared VPS directory to match MQL5 common files
        string sharedDir = @"C:\Users\Administrator\AppData\Roaming\MetaQuotes\Terminal\Common\Files";
        _filePath = Path.Combine(sharedDir, $"TickData_{SymbolName}_{Account.Number}.csv");
        
        _writer = new StreamWriter(_filePath, true) { AutoFlush = false };
        _writer.WriteLine("TimeMsc,Bid,Ask");
    }

    protected override void OnTick()
    {
        // cTrader provides UTC time natively
        var time = Server.TimeInUtc.ToString("yyyy-MM-dd HH:mm:ss.fff");
        _writer.WriteLine($"{time},{Symbol.Bid},{Symbol.Ask}");
    }

    protected override void OnStop()
    {
        if (_writer != null)
        {
            _writer.Flush();
            _writer.Close();
        }
    }
}