//+------------------------------------------------------------------+
//|                                DLabs_TickData_ToCSV_MT5_v2.0.mq5 |
//|                                   Copyright 2018, Darwinex Labs. |
//|                         https://blog.darwinex.com/category/labs/ |
//+------------------------------------------------------------------+
#property copyright "Copyright 2018, Darwinex Labs."
#property link      "https://blog.darwinex.com/category/labs/"
#property version   "2.00"
#property indicator_chart_window

// Variables
int csv_io_hnd;
MqlTick tick_struct;
string fileName;
MqlDateTime date_time;
string monthStr, dayStr, yearStr;

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
  {
//--- indicator buffers mapping
  
//---
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
                const int prev_calculated,
                const datetime &time[],
                const double &open[],
                const double &high[],
                const double &low[],
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[])
  {
//---

   /////////////////////////////////////////////
   
   // 11-04-2018: Construct fileName with symbol, and date.
   TimeToStruct(TimeCurrent(), date_time);
   
   if( date_time.mon < 10 ) 
      monthStr = "0" + DoubleToString(date_time.mon,0);      
   else 
      monthStr = DoubleToString(date_time.mon,0);
      
   if ( date_time.day < 10 ) 
      dayStr = "0" + DoubleToString(date_time.day,0);
   else 
      dayStr = DoubleToString(date_time.day,0);
      
   yearStr = DoubleToString(date_time.year,0);
   
   fileName = Symbol() + "_TickData_" + yearStr + "-" + monthStr + "-" + dayStr + ".csv";  
   
   /////////////////////////////////////////////
   
    // Create CSV file handle in WRITE mode.
   csv_io_hnd = FileOpen(fileName, FILE_CSV|FILE_READ|FILE_WRITE|FILE_REWRITE, '\t');
   
   // If creation successful, write CSV header, else throw error.
   if (csv_io_hnd > 0)
   {
      if(FileSize(csv_io_hnd) <= 5)
         FileWrite(csv_io_hnd, "time_milliseconds", "bid", "ask", "spread");
      
      // Move to end of file (if it's being written to again)
      FileSeek(csv_io_hnd, 0, SEEK_END);
   }
   else
      Alert("ERROR Opening/Creating CSV file!");
      
   /////////////////////////////////////////////
   
   // If CSV file handle is open, write timestamp + Bid/Ask + spread + tick_flags data to it.
   if (csv_io_hnd > 0) 
   {
      if(SymbolInfoTick(Symbol(), tick_struct))
      {
         Comment("\n[Darwinex Labs] Tick Data | Bid: " + DoubleToString(tick_struct.bid, 5) 
         + " | Ask: " + DoubleToString(tick_struct.ask, 5) 
         + " | Spread: " + StringFormat("%.05f", NormalizeDouble(MathAbs(tick_struct.bid - tick_struct.ask), 5))
         + "\n\n* Writing tick data to \\MQL5\\Files\\" + fileName
         + "\n(please remove the indicator from this chart to access CSV under \\MQL5\\Files.)"
         );
         FileWrite(csv_io_hnd, tick_struct.time_msc, tick_struct.bid,
                       tick_struct.ask, StringFormat("%.05f", NormalizeDouble(MathAbs(tick_struct.bid - tick_struct.ask), 5)));
                       
         FileClose(csv_io_hnd);
      }
      else
         Print("ERROR: SymbolInfoTick() failed to validate tick.");
      
   }
//--- return value of prev_calculated for next call
   return(rates_total);
  }
//+------------------------------------------------------------------+

void OnDeinit(const int reason)
{  
   // Close CSV file handle if currently open, before exiting.
   if(csv_io_hnd > 0)
      FileClose(csv_io_hnd);
      
   // Clear chart comments
   Comment("");
}