https://jonnie.github.io/tags/ohlcv/Recent content in Ohlcv on Jonathan FranklinHugoenFri, 04 Sep 2026 00:00:00 +0000https://jonnie.github.io/work/mt5-ohlcv-pipeline/Fri, 04 Sep 2026 00:00:00 +0000https://jonnie.github.io/work/mt5-ohlcv-pipeline/<h2 id="problem">Problem</h2> <p>Trading research needed reusable histories of one-minute open, high, low, close and volume bars. MetaTrader 5 held the source data, but its Windows terminal loaded symbol history on demand. Repeated manual exports made it awkward to retrieve consistent date ranges across symbols.</p> <h2 id="architecture">Architecture</h2> <p>An hourly Monday-to-Friday job on a Windows EC2 instance retrieves M1 bars through the MT5 Python API. Bars are stored as compressed daily symbol/date partitions on S3, with monthly aggregates. A CLI reads selected partitions into a local cache and imports historical CSV exports into the same layout. Lambda scheduling, CloudWatch monitoring, Pulumi and PowerShell manage the runtime around the terminal.</p>