Mt5cli

mt5cli

Export MetaTrader 5 data to CSV, JSON, Parquet, or SQLite3 via the mt5cli command. Output format is auto-detected from the file extension (.csv, .json, .parquet/.pq, .db/.sqlite/.sqlite3) or overridden with --format/-f.

Requirements

MT5 terminal).

• Install: pip install -U mt5cli MetaTrader5.
• In this repo, run via uv run mt5cli ... or uv run python -m mt5cli ....

Invocation shape

mt5cli [GLOBAL OPTIONS] -o OUTPUT COMMAND [COMMAND OPTIONS]

Global options MUST precede the subcommand.

Global options (apply to every subcommand)

Parameter value formats

• Datetimes (--date-from, --date-to): offset-free ISO 8601 values (2024-01-01 or 2024-01-01T12:00:00). MT5 bounds are timezone-naive trade-server wall-clock values; offset-bearing values are rejected and no UTC-to-server-time conversion is inferred.
• Timeframe (--timeframe): M1, M2, M3, M4, M5, M6, M10, M12, M15, M20, M30, H1, H2, H3, H4, H6, H8, H12, D1, W1, MN1, or the raw integer.
• Tick flags (--flags): ALL, INFO, TRADE, or the raw integer.

Commands

Examples

# Account snapshot as CSV.
mt5cli -o account.csv account-info

# EURUSD M1 bars (1000 rows) from a start date to Parquet.
mt5cli -o rates.parquet rates-from \
  --symbol EURUSD --timeframe M1 --date-from 2024-01-01 --count 1000

# EURUSD tick stream for a date range to JSON.
mt5cli -o ticks.json ticks-range \
  --symbol EURUSD --date-from 2024-01-01 --date-to 2024-01-02 --flags ALL

# USD symbols into a named table in SQLite3.
mt5cli -o data.db --table symbols symbols --group "*USD*"

# Historical deals filtered by symbol (using an already-logged-in MT5 terminal).
mt5cli -o deals.csv history-deals --symbol EURUSD --date-from 2024-01-01

# Bundle selected historical datasets into one SQLite db, appending to any
# existing tables, plus cash_events and positions_reconstructed views.
mt5cli -o history.db collect-history \
  --symbol EURUSD --symbol GBPUSD \
  --date-from 2024-01-01 --date-to 2024-02-01 \
  --dataset rates --dataset history-deals \
  --timeframe M1 --flags ALL --if-exists append --with-views

Guidelines

• Pick the output extension to avoid passing --format.
• Use --table only with SQLite3 outputs; it is otherwise ignored.
• --count is required for rates-from, rates-from-pos, and ticks-from. Prefer rates-range / ticks-range when a fixed window is known.
• Credentials (--login, --password, --server) are optional when the local MT5 terminal is already logged in.
• Avoid passing --password on the command line in shared or logged environments — it is visible in ps, shell history, and CI logs. Prefer MT5_PASSWORD/MT5_LOGIN/MT5_SERVER/MT5_PATH environment variables or a pre-authenticated local terminal session.
• Reach for --log-level DEBUG when a command fails silently — MT5 connection errors surface there.
• If the user asks to run from source in this repo, prefix with uv run (e.g., uv run mt5cli -o out.csv account-info).