✅ Getting Historical Quotes

Request: retrieve OHLCV bars for a symbol and timeframe within a time range as QuoteHistoryData. Use this for charts, backtests, and indicators.

Source files (SDK):

• MetaRpcMT4/mt4_account.py — method quote_history(symbol, timeframe, from_time, to_time, ...)
• MetaRpcMT4/mt4_term_api_market_info_pb2.py — QuoteHistory* + ENUM_QUOTE_HISTORY_TIMEFRAME

RPC

• Service: mt4_term_api.MarketInfo
• Method: QuoteHistory(QuoteHistoryRequest) → QuoteHistoryReply
• Low‑level client: MarketInfoStub.QuoteHistory(request, metadata, timeout)
• SDK wrapper: MT4Account.quote_history(symbol: str, timeframe: ENUM_QUOTE_HISTORY_TIMEFRAME, from_time: datetime, to_time: datetime, deadline=None, cancellation_event=None) → QuoteHistoryData

Request message: QuoteHistoryRequest { symbol: string, timeframe: ENUM_QUOTE_HISTORY_TIMEFRAME, from_time: Timestamp, to_time: Timestamp } Reply message: QuoteHistoryReply { data: QuoteHistoryData }

---

🔗 Code Example

from datetime import datetime, timedelta, timezone
from MetaRpcMT4 import mt4_term_api_market_info_pb2 as market_pb2

symbol = "EURUSD"
end = datetime.now(timezone.utc)
start = end - timedelta(days=7)

bars = await acct.quote_history(
    symbol=symbol,
    timeframe=market_pb2.QH_PERIOD_H1,
    from_time=start,
    to_time=end,
)

# Print a compact ledger of bars
for b in bars.items:  # list[QuoteBar]
    ts = b.date_time.ToDatetime().replace(tzinfo=timezone.utc)
    print(f"{ts.isoformat()} O={b.open:.5f} H={b.high:.5f} L={b.low:.5f} C={b.close:.5f} TV={b.tick_volume}")

---

Method Signature

async def quote_history(
    self,
    symbol: str,
    timeframe: market_info_pb2.ENUM_QUOTE_HISTORY_TIMEFRAME,
    from_time: datetime,
    to_time: datetime,
    deadline: datetime | None = None,
    cancellation_event: asyncio.Event | None = None,
) -> market_info_pb2.QuoteHistoryData

---

💬 Just the essentials

• What it is. Server‑side historical bars (OHLC + volumes) for a symbol/timeframe.
• Why. Drive charts, compute indicators (MA/RSI), and feed backtests.
• Windowing. Bars are returned for [from_time, to_time] in UTC.

---

🔽 Input

Parameter	Type	Description
symbol	str	Symbol (e.g., EURUSD).
timeframe	ENUM_QUOTE_HISTORY_TIMEFRAME	Bar timeframe (see enum below).
from_time	datetime (UTC)	Start of the requested interval.
to_time	datetime (UTC)	End of the requested interval.
deadline	datetime | None	Absolute per‑call deadline.
cancellation_event	asyncio.Event | None	Cooperative cancel for the retry wrapper.

---

⬆️ Output

Payload: QuoteHistoryData

Field	Type	Description
historical_quotes	HistoryQuote[]	Array of historical bars for the requested period.

Each HistoryQuote element contains:

Field	Proto Type	Description
symbol	string	Symbol name.
index	int32	Bar index in the sequence.
time	google.protobuf.Timestamp	Bar timestamp (UTC, aligned to timeframe).
open	double	Open price.
high	double	High price.
low	double	Low price.
close	double	Close price.
tick_volume	int64	Tick volume for the bar.
real_volume	int64	Real volume (if broker provides).
spread	int32	Spread value for the bar.

---

🧱 Related enums (from pb)

ENUM_QUOTE_HISTORY_TIMEFRAME

Timeframe values:

• QH_PERIOD_M1 = 0 — 1 minute bars
• QH_PERIOD_M5 = 1 — 5 minute bars
• QH_PERIOD_M15 = 2 — 15 minute bars
• QH_PERIOD_M30 = 3 — 30 minute bars
• QH_PERIOD_H1 = 4 — 1 hour bars
• QH_PERIOD_H4 = 5 — 4 hour bars
• QH_PERIOD_D1 = 6 — Daily bars
• QH_PERIOD_W1 = 7 — Weekly bars
• QH_PERIOD_MN1 = 8 — Monthly bars

Use market_info_pb2.ENUM_QUOTE_HISTORY_TIMEFRAME.Name(value) to map numbers → labels.

---

🎯 Purpose

Use this method to:

• Build charts and compute indicators.
• Backtest strategies on a bounded window.
• Export OHLCV for analytics.

🧩 Notes & Tips

• Wrapper uses execute_with_reconnect(...) for transient gRPC retries.
• Ensure from_time < to_time and keep windows reasonably sized to avoid timeouts.
• Respect symbol Digits/Point for formatting and rounding.
• Some brokers omit real_volume; rely on tick_volume if so.

See also: quote(...), quote_many(...) — live snapshots. symbol_params_many(...) — symbol constraints (digits/point). tick_value_with_size(...) — monetary value per tick.

---

Usage Examples

1) Build a pandas‑friendly structure

from datetime import datetime, timedelta, timezone
from MetaRpcMT4 import mt4_term_api_market_info_pb2 as market_pb2

bars = await acct.quote_history(
    symbol="XAUUSD",
    timeframe=market_pb2.QH_PERIOD_M15,
    from_time=datetime.now(timezone.utc) - timedelta(days=2),
    to_time=datetime.now(timezone.utc),
)

rows = [
    {
        "ts": b.date_time.ToDatetime().replace(tzinfo=timezone.utc),
        "open": b.open,
        "high": b.high,
        "low": b.low,
        "close": b.close,
        "tv": getattr(b, "tick_volume", None),
        "rv": getattr(b, "real_volume", None),
    }
    for b in bars.items
]

2) Rolling SMA example

# Compute a simple moving average over the closes
N = 20
closes = [b.close for b in bars.items]
sma = [sum(closes[i-N:i])/N for i in range(N, len(closes)+1)]

3) Guardrails for big windows

from datetime import timedelta

MAX_DAYS = 120  # example policy
if (to_time - from_time) > timedelta(days=MAX_DAYS):
    raise ValueError("Window too large; request in chunks or lower timeframe.")