Originally Posted By: Zheka
2) MQL4 update introduced new data structs: MqlTick and MqlRates.
https://docs.mql4.com/constants/structures/mqlrates

Besides efficiency, MqlRates also provides historical Spreads.
This should allow Zorro to save all MT4 price data as Ask, be consistent and actually make historical MT4 data usable.
Historical spread values are only used in MT5 and not MT4. (Just tested it... they read zero.) The Mqlrates struct was implemented for MQL5/MQL4 forwards(!) compatibility only.

I believe MqlTick structs are not available on a historical basis but only on a live-stream basis.

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