MetaTrader static data provider is available for installation from our web site.

This provider allows to read HST files created by MetaTrader 4 - a popular source of free historical data for currencies, CFDs and indices ranging from 1-minute to monthly.

MetaTrader Static provider - installation link
MetaTrader Static provider - home page (online documentation)

MetaTrader static data provider updated to version 2011.09.

Change summary:

* Added: Market Manager support
* Change: possible to install in Wealth-Lab 6.2+ only

MetaTrader static data provider updated to version 2014.04:

NOTE! This is a breaking change, so old data is no longer supported! Do NOT update if still using an older MT4 terminal client build (509 or earlier).

* Fix: HST data format has changed in MT4 Build 574 and later
* Change: possible to install in Wealth-Lab 6.6+

MetaTrader static data provider has been upgraded to version 2015.05:

NOTE! This is a breaking change (compared to version 2011.09), so old data is no longer supported! Do NOT update if still using an older MT4 terminal client build (509 or earlier).

* Fix: adjusted time 1 bar forward because MT4 timestamps dates as start-of-bar
* Change: upgraded to .NET Framework 4.5, Wealth-Lab 6.8+ recommended

Background: Data set created in WL using 5 minutes data from MT4 (most current Build).

When viewing intraday data in WL when 2015-05 is installed (irrespective of it was imported with 2014-04 or 2015-05), I see an extraneous bar at yyyy.mm.dd 16.05. The bar at 16:05 appears at all intraday day time frames. This bar, however, disappears if one reverts to 2014-04.
Of course, such data points don't exist in the original data source.

I don't think it's extraneous. MT4 timestamps data as start-of-bar while WL uses end-of-bar. Starting from v2015.05, the provider shifts each bar's time one interval forward for intraday data (only). Consequently, the 5-min bar timestamped 16.00 in MT4 becomes 16.05 in WL from now on.

On a related note, here's how to filter out any intraday data falling out of some range. This is possible when provider supports Market Manager (it's the case with MT4). To hide the 16.05 bar, add the symbol(s) to the default "US Equity" group (for example) which stops at 16:00.

P.S. The MT4 provider...
1. ...is not able to "create" any data itself.
2. ...the provider does not "import" any data, it just reads it.

QUOTE:
Starting from v2015.05, the provider shifts each bar's time one interval forward for intraday data (only).

Why?

Like I said, MT4 timestamps data as start-of-bar while WL has always been using end-of-bar. As a result, you see the wrong bar time in WL i.e. 1 period earlier. To fix this discrepancy, the provider now shifts each bar's time one interval forward for intraday data.

Similar story with Fidelity ATP which uses start-of-bar time (FAQ). If these data could be imported into WL, they would be displayed with the incorrect time )one interval earlier).

Thanks. I will remain with 2014-04 till it stops to work.

As long as your strategies do not rely on actual timestamps, e.g. "buy if XYZ breaks out between 10:30 am and 11:30 am", it's safe to use the penultimate build then. Otherwise the results obtained with an earlier version of the MT4 provider may be inaccurate and peak into the future.

As I am importing five minute bar, when I move to higher time frame number of additional bars negatively effect any "period based" analysis. e.g in hourly, I have one extra bar each trading day.
You mentioned, Fidelity having same issue, but actually fidelity reported 5 minute bar at the EOD is16:00 and not 16:05. Actually, my data source is mostly Fidelity. I am using MT4 to format the hourly bar (that I am mostly interested in) on the hour (where as Fidelity hourly bar ends at xx:30, except 16:00. Now, you can see the issue I have to deal with.

QUOTE:
Now, you can see the issue I have to deal with.

I know. To handle that extra bar in one data provider's Forex data, I had to go as far as detecting its FX symbols and merging their Saturday data with the Friday bar.

QUOTE:
You mentioned, Fidelity having same issue, but actually fidelity reported 5 minute bar at the EOD is16:00 and not 16:05.

The Fidelity static provider in WLP does not have this issue. I was talking about the timestamps in ATP. As U.S. regular trading hours stop at 4:00:00pm, this falls into the 4pm bar completely, and after-/pre-market data aren't supported by the Fidelity static data in WLP.

QUOTE:
"I will remain with 2014-04 till it stops to work"

I mange to overwrite with the newst version. Could I have a copy of 2014-04 installer? Please recognize I have my reasons for asking and I take full responsibility for the outcome(s) of using the 2014-04. TIA.

We do not plan for extension downgrades. There is no way to install an outdated extension from our website's Extensions section. If I were in your position I'd restore the file from one of my backups.

Nevertheless, I decided to make this adjustment an option which could be disabled by motivated users like you. I'm reluctant to introduce a new Data Manager tab for the MT provider just to configure an arcane looking option. Since this is a single-user solution let's make it via provider's new configuration file.

1. Install v2018.02 from Extensions section
2. Restart WLP (first-time creation of the config file)
3. Close WLP (because edits to the config will NOT be applied while WLP is running)
4. Making sure hidden files are visible, locate the new file MetaTraderProviderConfig.xml in c:\Users\Windows username\AppData\Roaming\Fidelity Investments\WealthLabPro\1.0.0.0\Data\
5. Open it with a plain text editor like Notepad. Do NOT try Word or Wordpad
6. Find the line DisableEndOfBarAdjustment with parameter = false and change it (and nothing else) to true:

CODE:
Please log in to see this code.

7. Save the file
8. Start WLP again

Thanks Eugene.
Solution applied and it works.

Glad to help.

What's new in v2018.02:

* Change: added hidden option for power users to disable the bar timestamp adjustment introduced in v2015.05. Refer to post #14 for instructions

Is proposed solution #14 compatible with WL6.9.24.4?
Here is my config file that had been working till the upgrade.

QUOTE:
<?xml version="1.0" encoding="utf-8"?>
<MetaTraderProviderConfig xmlns:xsd="http://www.w3.org/2001/XMLSchema" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
<DisableEndOfBarAdjustment>false</DisableEndOfBarAdjustment>
</MetaTraderProviderConfig>

(Do you mean the workaround for Export to ASCII with hour ending on 10:30, not 10:00? So many code commits - I've forgotten about it.)

Again, don't get confused. There's nothing in .24 build to affect the timestamps or the MetaTrader provider. As you can see in extension's Change Log, this was the ultimate change so far:

2018.02 (01/31/2018 03:48 PM)
Change: added hidden option to disable end-of-bar timestamp adjustment (requested by Harapa)

It keeps on working.

Yes to first line.

My source file is 5 min data series in Meta Trader starting with 09:35 as first and 16:00 as last bar of the day. I have exported reformatted data everyday till Friday without an issue ( doing this since 2016). Only hiccup was as mentioned in #5 which was taken care by solution in #14

This worked till last Friday. Now it is producing files with xx:30 instead of xx:00 bars.
I am clueless as to why?

Not sure why you're asking in this topic since the provider hasn't changed for 2 1/2 years.

I am asking this here because I got an answer when same thing happen few years ago. I thought it would be easier to understand the issue.

Since it's been fixed and nothing has changed in either WLP 6.9.24 or MT provider, review your data, script and MM settings (just not in this topic please).