Dumps CopyTicksRange output to CSV in the COMMON files folder, where research/ already
reads its rate exports from. Chunked by hour range because a single unbounded request over
years is both slow and liable to ERR_HISTORY_SMALL_BUFFER; boundaries are half-open on
purpose since CopyTicksRange is inclusive at both ends and adjacent chunks would otherwise
duplicate any tick landing exactly on a split.
Keeps MqlTick.flags RAW rather than decoding to a direction. On FX/CFD only
TICK_FLAG_BID/ASK are ever set - TICK_FLAG_BUY/SELL and volume/volume_real are empty for
Forex - so signed trade direction does not exist in this feed and has to be synthesised
offline from quote dynamics. Exporting a decoded 'side' column would be inventing data.
Written as the reliable alternative to decoding StrategyQuant's .dat: that format's base
record parses cleanly (32 bytes, ms timestamp + bid + ask + one volume, prices x1e6,
verified against a known SP500 level) but the delta stream is a custom bit-aligned
dictionary scheme, and it carries only ONE volume field - so it offers nothing MT5 does not
already provide.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
