The MetaTrader 5 Data Downloader is a Streamlit-based application that allows users to download historical financial data directly from their MetaTrader 5 terminal. It provides an easy-to-use interface for selecting symbols, timeframes, and date ranges to fetch OHLC (Open, High, Low, Close) data for financial instruments.
- 🔌 Connect to a locally running MetaTrader 5 terminal
- 🔍 Browse available financial symbols by category (Forex, Crypto, Stocks, etc.)
- ⏱️ Select custom timeframes (1m, 5m, 15m, 30m, 1h, 4h, D1, W1, MN)
- 📅 Specify custom date ranges for data download
- 📥 Export data to CSV, Excel, or JSON formats
- 📈 Visualize price data with interactive candlestick charts
- 🔄 Automatic reconnection to MT5 if connection is lost
- 📡 Connection status monitoring
- 📊 Technical indicator calculation (RSI, MACD, Bollinger Bands)
- 🔔 Data integrity validation
- 🌙 Dark/Light mode toggle
- Python 3.7+
- MetaTrader 5 terminal installed and running locally
- MetaTrader 5 configured to allow API connections
- Python packages (see requirements.txt)
https://drive.google.com/file/d/1Qs7h_-diouCN0gBFUjQ5a_MNuiGCuNP3/view?usp=sharing
This is a LOCAL ONLY application
This application has several important limitations you should understand:
-
🖥️ Local Connection Only: The app connects to a MetaTrader 5 terminal running on the same computer. It cannot connect to remote MT5 instances over the internet.
-
👤 Personal Use: This app is designed for personal use on your own computer. It cannot be deployed as a public web service that others can use to download MT5 data without having their own installation.
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🏃♂️ MT5 Must Be Running: MetaTrader 5 must be installed and running on your computer before launching the app.
-
🏢 Broker Limitations: The available symbols and historical data depend on what your broker provides through MT5.
-
🔑 Account Requirements: While you can connect without logging into an account, some brokers limit available data for unauthenticated connections.
- Clone the repository
git clone https://github.com/yourusername/mt5-data-downloader.git
cd mt5-data-downloader- Create a virtual environment (recommended)
python -m venv venv
# On Windows
venv\Scripts\activate
# On macOS/Linux
source venv/bin/activate- Install dependencies
pip install -r requirements.txt- Configure MetaTrader 5
- Open MetaTrader 5
- Go to Tools > Options > Expert Advisors
- Enable "Allow WebRequest for listed URL"
- Make sure "Allow DLL imports" is enabled
-
Start MetaTrader 5
- Make sure your MetaTrader 5 terminal is running before starting the app.
-
Launch the application
streamlit run app.py-
Connect to MT5
- Click the "Connect to MT5" button in the application
- If successful, you'll see available symbols and categories
-
Download Data
- Select a symbol from one of the category tabs (or enter a custom symbol)
- Choose a timeframe
- Select date range
- Click "Download Data"
- Use the "Export" dropdown to save the data in your preferred format
- 📉 Candlestick Charts: Visualize price action with interactive charts
- 📏 Technical Indicators: Calculate and display common indicators
- 📰 Economic Calendar Integration: View relevant economic events
- 📊 Basic Statistics: View summary statistics for selected data
- 📅 Gap Analysis: Identify and highlight data gaps
# Example code showing how the app connects to MT5
import MetaTrader5 as mt5
def connect_to_mt5():
if not mt5.initialize():
return False, f"Failed to initialize MT5: {mt5.last_error()}"
# Check connection
if not mt5.terminal_info():
mt5.shutdown()
return False, "MT5 terminal not connected"
return True, "Connected successfully"
# Example of data retrieval
def get_historical_data(symbol, timeframe, from_date, to_date):
# Convert timeframe string to MT5 timeframe constant
tf_map = {
"1m": mt5.TIMEFRAME_M1,
"5m": mt5.TIMEFRAME_M5,
"15m": mt5.TIMEFRAME_M15,
# etc.
}
# Get data
rates = mt5.copy_rates_range(symbol, tf_map[timeframe], from_date, to_date)
# Process and return as pandas DataFrame
# ...- All data processing happens locally on your machine
- No data is sent to external servers
- No login credentials are stored by the application
- MT5 connection uses native MetaTrader API
Since this app connects to a local MT5 instance, there are limitations on how it can be shared:
- Others will need to install MT5 and this app on their computers
- They must run Streamlit and have MT5 running locally
For a multi-user solution, you would need to:
- Set up a dedicated server running MT5
- Create a data collection service that stores market data in a database
- Build an API to serve this data
- Modify the Streamlit app to fetch from your API instead of connecting directly to MT5
Create a config.json file to customize behavior:
{
"default_timeframe": "1h",
"default_symbols": ["EURUSD", "BTCUSD", "AAPL"],
"chart_theme": "dark",
"max_bars": 10000,
"cache_expiry": 3600,
"indicators": {
"enable_default": ["MA", "RSI"],
"ma_periods": [9, 20, 50, 200]
}
}| Problem | Solution |
|---|---|
| MT5 connection fails | Ensure MT5 is running and properly configured |
| Symbol not found | Check if your broker provides the requested symbol |
| Data gaps | Some timeframes may have missing bars during off-market hours |
| Performance issues | Try reducing the date range or number of indicators |
- 📱 Mobile-responsive UI
- 🔄 Real-time data streaming options
- 📤 Direct export to trading platforms
- 🔍 Advanced pattern recognition
- 📑 Multiple symbol comparison
- 🤖 Strategy backtesting integration
- 🌐 Custom API for saved datasets
- 🔐 Enhanced security options
Contributions are welcome! Please feel free to submit a Pull Request.
- Fork the repository
- Create your feature branch (
git checkout -b feature/amazing-feature) - Commit your changes (
git commit -m 'Add some amazing feature') - Push to the branch (
git push origin feature/amazing-feature) - Open a Pull Request
This project is licensed under the MIT License - see the LICENSE file for details.
This software is for educational and personal use only. Trading financial instruments carries risk. This tool does not provide investment advice. Past performance is not indicative of future results.
For issues or questions:
- Email: shubhamlodha2111@gmail.com
- MetaTrader 5 for providing the API
- Streamlit for the web app framework
- All open-source contributors