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✅ On Symbol Tick

Request: subscribe to live ticks for one symbol (SDK wrapper) via a server‑streaming RPC that emits events with Bid/Ask/Last, volumes, flags, and time.

Source files (SDK):

  • MetaRpcMT5/mt5_account.py — method on_symbol_tick(...)
  • MetaRpcMT5/mt5_term_api_subscriptions_pb2.py — OnSymbolTick* messages (request/reply/data/event)
  • MetaRpcMT5/mt5_term_api_subscriptions_pb2_grpc.py — service stub SubscriptionServiceStub

RPC

  • Service: mt5_term_api.SubscriptionService
  • Method: OnSymbolTick(OnSymbolTickRequest) → stream OnSymbolTickReply
  • Low‑level client: SubscriptionServiceStub.OnSymbolTick(request, metadata, timeout) (server‑streaming iterator)
  • SDK wrapper: MT5Account.on_symbol_tick(symbol, deadline=None, cancellation_event=None) → async stream of SymbolTickEvent

🔗 Code Example

# Minimal canonical example: stream ticks for one symbol (SDK wrapper takes a single symbol)
async for ev in acct.on_symbol_tick("EURUSD"):
    # ev: SymbolTickEvent
    print(ev.name, ev.bid, ev.ask)

# With cooperative cancellation (stop after first 10 events)
import asyncio

cancel = asyncio.Event()
count = 0
async for ev in acct.on_symbol_tick("EURUSD", cancellation_event=cancel):
    spread = (ev.ask - ev.bid) if (ev.ask is not None and ev.bid is not None) else None
    print(ev.name, ev.bid, ev.ask, spread)
    count += 1
    if count >= 10:
        cancel.set()

Method Signature

async def on_symbol_tick(
    self,
    symbol: str,
    deadline: datetime | None = None,
    cancellation_event: asyncio.Event | None = None,
) -> subscription_client.OnSymbolTick  # async iterable of SymbolTickEvent

💬 Just about the main thing

  • What it is. A live stream of tick updates for specified symbols.
  • Why. Drive real‑time widgets, alerts, and execution logic without polling.

  • Be careful.

  • Symbols must exist and be synchronized; otherwise events may be sparse/empty.

  • This is a long‑lived call — remember to cancel via cancellation_event when your UI page closes.
  • Timestamps are UTC; time_msc is milliseconds since epoch if provided.

🔽 Input

Parameter Type Description
symbol str (required) Symbol name to subscribe to.
deadline `datetime None` Absolute deadline; converted to client‑side timeout
cancellation_event `asyncio.Event None` Cooperative stop for the streaming RPC.

Request message: OnSymbolTickRequest { symbol_name: string }

⬆️ Output

Stream payload: SymbolTickEvent

Emitted repeatedly for the subscribed symbol.

Field Proto Type Description
name string Symbol name.
bid double Current bid.
ask double Current ask.
last double Last trade price (if applicable).
volume uint64 Tick volume.
volume_real double Real volume (if provided by broker).
flags uint32 Tick flags (bitmask).
time google.protobuf.Timestamp Tick time (UTC seconds).
time_msc int64 Tick time in milliseconds since epoch (UTC).

Wire stream: OnSymbolTickReply { data: SymbolTickEvent, error?: Error } SDK wrapper yields SymbolTickEvent objects one by one.

🎯 Purpose

  • Feed real‑time quotes to dashboards, chart overlays, and algos.
  • Compute derived metrics (spread, mid, microstructure) on the fly.
  • Power alerts (e.g., price thresholds, stale‑tick detection).

🧩 Notes & Tips

  • Ensure the symbol is selected/synchronized (e.g., via symbol_select / symbol_is_synchronized) before subscribing.
  • For depth/DOM, use the market book APIs: market_book_add / market_book_get / market_book_release.

See also: symbol_info_tick.md, on_positions_and_pending_orders_tickets.md, on_trade.md

Usage Examples

1) Compute mid only for EURUSD

async for ev in acct.on_symbol_tick("EURUSD"):
    mid = (ev.bid + ev.ask) / 2 if (ev.bid is not None and ev.ask is not None) else None
    print("mid:", mid)

2) Timeout guard via external task

import asyncio

cancel = asyncio.Event()
async def watchdog():
    await asyncio.sleep(5)
    cancel.set()

asyncio.create_task(watchdog())
async for ev in acct.on_symbol_tick("XAUUSD", cancellation_event=cancel):
    print(ev.name, ev.bid)

3) Queue back‑pressure for UI

from asyncio import Queue
q = Queue(maxsize=100)

async for ev in acct.on_symbol_tick("BTCUSD"):
    if q.full():
        _ = q.get_nowait()
    await q.put(ev)