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✅ Getting a Quote

Request: retrieve the latest bid/ask + OHLC snapshot for a single symbol as QuoteData. Use it for price displays, quick validation, and point/tick computations.

Source files (SDK):

  • MetaRpcMT4/mt4_account.py — method quote(symbol, ...)
  • MetaRpcMT4/mt4_term_api_market_info_pb2.py — Quote* messages (QuoteRequest, QuoteReply, QuoteData)

RPC

  • Service: mt4_term_api.MarketInfo
  • Method: Quote(QuoteRequest) → QuoteReply
  • Low‑level client: MarketInfoStub.Quote(request, metadata, timeout)
  • SDK wrapper: MT4Account.quote(symbol: str, deadline=None, cancellation_event=None) → QuoteData

Request message: QuoteRequest { symbol: string } Reply message: QuoteReply { data: QuoteData }

🔗 Code Example

# Fetch a fresh price snapshot for a symbol
q = await acct.quote("EURUSD")
print(
    f"{q.symbol} bid={q.bid:.5f} ask={q.ask:.5f} "
    f"high={q.high:.5f} low={q.low:.5f} spread={getattr(q,'spread',0)}"
)

Method Signature

async def quote(
    self,
    symbol: str,
    deadline: datetime | None = None,
    cancellation_event: asyncio.Event | None = None,
) -> market_info_pb2.QuoteData

💬 Just the essentials

  • What it is. A single‑symbol price snapshot (bid/ask + basic OHLC) with a server timestamp.
  • Why. UI price tiles, input validation (SL/TP distances), and point/tick conversions.
  • Consistency. Pair with symbol_params_many(...) to respect digits/point/SL‑TP rules.

🔽 Input

Parameter Type Description
symbol str Symbol to query (e.g., EURUSD).
deadline datetime | None Absolute per‑call deadline.
cancellation_event asyncio.Event | None Cooperative cancel for retry wrapper.

⬆️ Output

Payload: QuoteData

Field Proto Type Description
symbol string Symbol name.
bid double Best bid price.
ask double Best ask price.
high double Session high.
low double Session low.
date_time google.protobuf.Timestamp Server timestamp of the quote (UTC).

This RPC does not use method‑specific enums. For historical bars/timeframes see ENUM_QUOTE_HISTORY_TIMEFRAME used by QuoteHistory (separate method).

🎯 Purpose

Use this method to:

  • Render price tiles/cards and keep UX responsive.
  • Validate SL/TP/limit distances against current price.
  • Convert points ↔ price deltas when combined with symbol_params_many(...).

🧩 Notes & Tips

  • Wrapper uses execute_with_reconnect(...) for transient gRPC retries.
  • Respect Digits/Point from symbol_params_many(...) when formatting prices.
  • Combine with tick_value_with_size(...) to translate price moves into monetary values.

See also: symbol_params_many(...) — per‑symbol constraints and enums. tick_value_with_size(...) — tick value/size & contract size for PnL math. quote_history(...) — historical data (bars) with timeframe enum.

Usage Examples

1) Spread and mid price

q = await acct.quote("XAUUSD")
mid = (q.bid + q.ask) / 2
spread_pts = getattr(q, "spread", 0)
print(f"mid={mid:.2f} spread_pts={spread_pts}")

2) Enforce SL/TP distance vs StopsLevel

p = (await acct.symbol_params_many("GBPUSD")).params_info[0]
q = await acct.quote("GBPUSD")
min_pts = max(p.StopsLevel, p.FreezeLevel)
# Example check for a BUY SL
min_price_delta = min_pts * p.Point
sl_ok = (q.bid - 1.5 * min_price_delta) > 0

3) Price → money per tick

info = await acct.tick_value_with_size(["EURUSD"])  # one symbol
r = info.items[0]
# money per 1 tick per 1 lot
money_per_tick = r.TradeTickValue