MetaTrader is a multi-asset platform for trading in the Forex market and stock exchanges. In addition to the basic trading functionality which enables access to financial markets, the platform provides powerful tools for analyzing vast amounts of price data. These include charts, technical indicators, graphical objects and the built-in C-like MQL5 programming language.

The platform architecture enables the compact storage and efficient management of price data related to hundreds and thousands of financial instruments with a dozens of years of historical data. With the MetaTrader 5 for Python package, you can analyze this information in your preferred environment.

Install the package and request arrays of bars and ticks with ease. Type the desired financial security name and date in a command, and receive a complete data array. All the necessary related operations, such as the platform launch, data synchronization with the broker’s server and data transfer to the Python environment will be performed automatically.

For full documentation, see https://www.mql5.com/en/docs/integration/python_metatrader5