Market data and time across languages

Prices, volume, orderflow, the instrument, the timeframe, sessions and time. Each row maps one concept from Lipi to the other languages; the word in a cell is the relation, explained in the language map overview.

Concept	Lipi	MQL4	MQL5	NinjaScript	Pine Script	thinkScript
Price and volume of the bar	`open`, `high`, `low`, `close`, `volume`	Caveat	Caveat	Caveat	Exact	Caveat
Average prices of the bar	`hl2`, `hlc3`, `ohlc4`, `hlcc4`	Caveat	Caveat	Caveat	Exact	Caveat
Open interest	`oi`	Absent	Differs	Caveat	Caveat	Caveat
Orderflow of the bar	`orderflow.buyvolume`, `orderflow.sellvolume`, `orderflow.delta`, `orderflow.trades`, `orderflow.cvd`	Absent	Composite	Caveat	Composite	Caveat
Instrument details	`syminfo.ticker`, `syminfo.exchange`, `syminfo.currency`, `syminfo.mintick`, `syminfo.asset_type`	Composite	Composite	Composite	Differs	Caveat
Chart timeframe	`interval.interval`, `interval.isintraday`, `interval.isdaily`, `interval.multiplier`, `interval.in_seconds`	Caveat	Caveat	Composite	Caveat	Caveat
Data from another symbol or timeframe	None	Not in Lipi	Not in Lipi	Not in Lipi	Not in Lipi	Not in Lipi
Chart type	`chart.is_standard`, `chart.is_heikinashi`, `chart.is_renko`	Caveat	Caveat	Caveat	Exact	Absent
Time of the bar	`time`, `time_close`	Caveat	Differs	Differs	Caveat	Caveat
Current time	`timenow`	Differs	Differs	Caveat	Exact	Absent
Parts of a date	`year`, `month`, `dayofmonth`, `dayofweek`, `hour`, `minute`, `second`	Differs	Differs	Caveat	Caveat	Differs
Build a time value	`timestamp`	Caveat	Caveat	Caveat	Caveat	Absent
Format a time as text	`str.format_time`	Caveat	Caveat	Caveat	Differs	Absent
Trading session	`session.isfirst`, `session.date`, `time_sessionday`	Composite	Composite	Composite	Caveat	Composite

Each section below gives the Lipi construct first, then the construct in each language, with a note wherever behaviour differs. The language name links to the documentation the row was checked against.

Price and volume of the bar

The open, high, low, close and volume of the current bar. In Lipi: open, high, low, close, volume.

Language	Construct	Relation	Note
MQL4	`Open[], High[], Low[], Close[], Volume[]`	Equivalent, with a caveat	Series arrays with shift 0 as current bar; Volume is tick volume, a count of price changes, not traded contracts.
MQL5	open[], high[], low[], close[], tick_volume[], volume[] (OnCalculate); iOpen, iHigh, iLow, iClose, iVolume	Equivalent, with a caveat	Prices arrive as arrays whose direction you set; volume is split into tick_volume[] and real volume[], so choose which one Lipi’s volume maps to. History indexing: Array direction follows ArraySetAsSeries; iClose(shift) always counts 0 as the current bar.
NinjaScript	`Open[0], High[0], Low[0], Close[0], Volume[0]`	Equivalent, with a caveat	Series objects read with [barsAgo]; bare Close is the series. With Calculate.OnBarClose, [0] is the bar that just closed. Bar timing: In OnBarClose mode the script never sees a forming bar; Lipi runs on every live update by default.
Pine Script	`open, high, low, close, volume`	Exact
thinkScript	`open, high, low, close, volume`	Equivalent, with a caveat	close(), high() and the rest also take a symbol, aggregation period and price type; Lipi’s variables read the chart’s own symbol and timeframe only.

Average prices of the bar

Common averages of a bar’s prices, such as the mid-point of high and low. In Lipi: hl2, hlc3, ohlc4, hlcc4. hlcc4 is (high + low + 2 x close) / 4.

Language	Construct	Relation	Note
MQL4	`PRICE_MEDIAN, PRICE_TYPICAL, PRICE_WEIGHTED`	Equivalent, with a caveat	Constants that select hl2, hlc3 and (H+L+C+C)/4 for indicator functions, not variables; no ohlc4 constant, so compute values yourself.
MQL5	PRICE_MEDIAN; PRICE_TYPICAL; PRICE_WEIGHTED (ENUM_APPLIED_PRICE)	Equivalent, with a caveat	Median is hl2, typical is hlc3, weighted is hlcc4; there is no OHLC/4 constant, so compute it from the arrays.
NinjaScript	`Median[0], Typical[0], Weighted[0]`	Equivalent, with a caveat	Median = hl2, Typical = hlc3, Weighted = (H+L+C+C)/4 = hlcc4. There is no built-in ohlc4 series.
Pine Script	`hl2, hlc3, ohlc4, hlcc4`	Exact
thinkScript	`hl2, hlc3, ohlc4`	Equivalent, with a caveat	hlcc4 is not documented; compute (high + low + 2 * close) / 4 yourself.

Open interest

The number of open contracts, for instruments that report it. In Lipi: oi. oi is 0, not na, on a bar that carries no open interest.

Language	Construct	Relation	Note
MQL4		Not in MQL4	No open-interest value; symbol properties and series expose only tick volume.
MQL5	`SYMBOL_SESSION_INTEREST`	Looks alike, behaves differently	A symbol property for the trading session, not a value stored per bar; MqlTick has no open-interest field. History indexing: No per-bar history of it: only the current value is read.
NinjaScript	`MarketDataType.OpenInterest in OnMarketData()`	Equivalent, with a caveat	Arrives as a live market-data event (supported by some providers), not a per-bar series; Lipi oi is a bar series that reads 0 when missing. History indexing: No bar history of open interest is exposed; store your own values per bar.
Pine Script	open-interest ticker “<id>_OI”, requested as another symbol (for example with request.security)	Equivalent, with a caveat	Pine has no built-in open-interest variable; OI comes from a ticker with _OI appended. Lipi’s oi is 0, not na, when absent.
thinkScript	`open_interest()`	Equivalent, with a caveat	A function with optional symbol, period and price-type arguments; the value reported where no open interest exists is not stated.

Orderflow of the bar

Buy and sell volume, delta and trade counts of the bar. In Lipi: orderflow.buyvolume, orderflow.sellvolume, orderflow.delta, orderflow.trades, orderflow.cvd. Ten integer series exist only where the chart has footprint data, else na. orderflow.cvd restarts at session.isfirst.

Language	Construct	Relation	Note
MQL4		Not in MQL4	Only tick volume per bar (Volume, iVolume); no buy/sell split, delta or trade count.
MQL5	CopyTicks; MqlTick flags TICK_FLAG_BUY and TICK_FLAG_SELL; volume_real	Built from several Lipi constructs	No per-bar buy/sell volume or delta: copy ticks, split them by TICK_FLAG_BUY and TICK_FLAG_SELL, and sum per bar yourself.
NinjaScript	`VolumetricBarsType.Volumes[CurrentBar] (BarDelta, TotalBuyingVolume, TotalSellingVolume, Trades, CumulativeDelta)`	Equivalent, with a caveat	Needs a Volumetric bars series. Index with the absolute CurrentBar, not barsAgo. CumulativeDelta resets at the session break. History indexing: Volumes[i] takes an absolute bar index, the reverse of Close[barsAgo].
Pine Script	`request.footprint(), footprint.buy_volume(), footprint.sell_volume(), footprint.delta(), footprint.total_volume()`	Built from several Lipi constructs	Call request.footprint(ticks_per_row), then footprint.buy_volume(), sell_volume(), delta(), total_volume(). No trade-count series or cvd function exists; accumulate delta with ta.cum.
thinkScript	`tick_count`	Equivalent, with a caveat	Only the trade count of an intraday bar exists; buy/sell volume, delta and cumulative delta have no documented function.

Instrument details

The symbol, exchange, currency, tick size and type of the instrument on the chart. In Lipi: syminfo.ticker, syminfo.exchange, syminfo.currency, syminfo.mintick, syminfo.asset_type. syminfo has 14 names; no tickerid, pointvalue or type. ticker is exchange:segment:symbol; mintick = tick size / maximum tick precision.

Language	Construct	Relation	Note
MQL4	Symbol(), MarketInfo(symbol, MODE_TICKSIZE / MODE_DIGITS / MODE_POINT), SymbolInfoString, AccountCurrency()	Built from several Lipi constructs	Name from Symbol, tick size and digits from MarketInfo, base and profit currency from SymbolInfoString; no exchange or asset-type property is listed.
MQL5	SymbolInfoString(SYMBOL_EXCHANGE, SYMBOL_CURRENCY_PROFIT); SymbolInfoDouble(SYMBOL_TRADE_TICK_SIZE); SYMBOL_TRADE_CALC_MODE	Built from several Lipi constructs	Each field is a property read by identifier: exchange and currencies as strings, tick size as double, instrument kind via the calc-mode enum.
NinjaScript	`Instrument.MasterInstrument.Name, Instrument.Exchange, MasterInstrument.Currency, MasterInstrument.TickSize, MasterInstrument.InstrumentType`	Built from several Lipi constructs	Fields sit on Instrument and MasterInstrument and are readable only from State.DataLoaded; InstrumentType is NinjaTrader’s own enum.
Pine Script	`syminfo.ticker, syminfo.prefix, syminfo.currency, syminfo.mintick, syminfo.type`	Looks alike, behaves differently	Pine mintick is the price tick, Lipi’s is minmove/pricescale. Pine ticker omits the exchange. Exchange maps to syminfo.prefix, asset_type to syminfo.type. Numbers and types: Pine syminfo.mintick equals the smallest price step; in Lipi the step is syminfo.minmove and mintick is minmove divided by pricescale.
thinkScript	`GetSymbol(), TickSize(), TickValue(), GetSymbolPart()`	Equivalent, with a caveat	Symbol, tick size and dollar tick value only; futures symbols come back with an exchange namespace such as /ES:XCME; no currency, exchange or type accessors.

Chart timeframe

The timeframe of the chart and tests for its kind, such as intraday or daily. In Lipi: interval.interval, interval.isintraday, interval.isdaily, interval.multiplier, interval.in_seconds. There is no timeframe namespace; use interval.*. in_seconds counts a month as 2628003 seconds and is na for tick and range intervals.

Language	Construct	Relation	Note
MQL4	`Period(), PeriodSeconds(), PERIOD_* constants`	Equivalent, with a caveat	Period() returns minutes as an int (PERIOD_H1 is 60); there are no isintraday or isdaily flags, so compare against the constants.
MQL5	Period(); _Period; ENUM_TIMEFRAMES	Equivalent, with a caveat	Returns an ENUM_TIMEFRAMES constant such as PERIOD_M5, not text; tests like intraday or daily are your own comparisons.
NinjaScript	`BarsPeriod.BarsPeriodType, BarsPeriod.Value`	Built from several Lipi constructs	Period type (Tick, Minute, Day, Renko and others) plus Value; no isintraday or isdaily flags, so derive them. Read only from State.DataLoaded.
Pine Script	`timeframe.period, timeframe.isintraday, timeframe.isdaily, timeframe.multiplier, timeframe.in_seconds()`	Equivalent, with a caveat	The namespace is timeframe, not interval. timeframe.period is a Pine-format string (bare minutes, S, D, W, M suffixes), unlike Lipi’s unit-suffixed strings.
thinkScript	`GetAggregationPeriod()`	Equivalent, with a caveat	One number whose unit depends on chart type; compare it with AggregationPeriod constants instead of isintraday-style flags. Numbers and types: Unit is milliseconds, ticks or price range by chart type, and 1 Day compares equal to 24 hours.

Data from another symbol or timeframe

Reading a series of a different instrument or a different timeframe from the one on the chart. Lipi has no construct for this. Lipi reads only the chart’s own symbol and timeframe.

Language	Construct	Relation	Note
MQL4	iClose(symbol, timeframe, shift), iOpen, iHigh, iLow, iVolume, iTime, iCustom, CopyRates	No Lipi equivalent	Series functions take a symbol and timeframe plus a shift counted in that series’ own bars; Lipi reads only the chart’s symbol and timeframe. Other timeframes: Shift counts bars of the requested timeframe; shift 0 is that series’ current, still-forming bar.
MQL5	iClose(symbol, timeframe, shift); CopyRates; CopyBuffer	No Lipi equivalent	Any symbol and timeframe can be read directly; Lipi sees only the chart’s own series. Other timeframes: shift counts bars of the requested timeframe, not chart bars; align them yourself with iTime or iBarShift.
NinjaScript	`AddDataSeries() with Closes[i][0]`	No Lipi equivalent	Add extra Bars in State.Configure with hard-coded arguments, read Closes[i][0], and filter OnBarUpdate by BarsInProgress. Lipi reads only the chart series.
Pine Script	`request.security(), request.security_lower_tf()`	No Lipi equivalent	Lipi reads only the chart’s own symbol and timeframe; nothing replaces request.security. Other timeframes: request.security takes gaps and lookahead (both off by default) and shows developing higher-timeframe values on realtime bars.
thinkScript	`close("IBM", period = AggregationPeriod.WEEK)`	No Lipi equivalent	Every price function takes symbol and period arguments; Lipi reads only the chart’s own symbol and timeframe, so such scripts cannot be converted. Other timeframes: A secondary period cannot be shorter than the chart’s, and one variable cannot mix two different secondary periods.

Chart type

Whether the chart shows standard candles or another bar type. In Lipi: chart.is_standard, chart.is_heikinashi, chart.is_renko. chart.* has nine names: bg_color, fg_color, is_standard, is_heikinashi, is_kagi, is_linebreak, is_pnf, is_range, is_renko.

Language	Construct	Relation	Note
MQL4	`ChartGetInteger(0, CHART_MODE)`	Equivalent, with a caveat	Reports candlesticks, bars or line display mode only; Heikin Ashi and Renko are not values of this property.
MQL5	`ChartGetInteger with CHART_MODE`	Equivalent, with a caveat	CHART_MODE reports bars, candles or line only; the docs list no Heikin Ashi or Renko mode.
NinjaScript	`BarsPeriod.BarsPeriodType == BarsPeriodType.HeikenAshi / Renko`	Equivalent, with a caveat	No is_standard flag; compare BarsPeriodType (for example HeikenAshi 9, Renko 11) yourself.
Pine Script	`chart.is_standard, chart.is_heikinashi, chart.is_renko`	Exact
thinkScript		Not in thinkScript	SetChartType only sets the chart type; no function tests which type the chart currently shows.

Time of the bar

The opening and closing time of the current bar. In Lipi: time, time_close. time and time_close are int milliseconds; time_close is the open time plus one interval.

Language	Construct	Relation	Note
MQL4	`Time[shift], iTime(symbol, timeframe, shift)`	Equivalent, with a caveat	Gives bar open time in seconds since 1970 (Lipi uses milliseconds); close time is open plus PeriodSeconds(). Numbers and types: Seconds, not milliseconds.
MQL5	time[] (OnCalculate); iTime(symbol, timeframe, shift)	Looks alike, behaves differently	Gives only the bar’s open time, as datetime in seconds since 1970; no close-time function is documented, and Lipi time is milliseconds. Numbers and types: Seconds in MQL5, milliseconds in Lipi: scale by 1000.
NinjaScript	`Time[0]`	Looks alike, behaves differently	Time[0] is the bar’s closing time stamp, so it matches Lipi time_close, not time (open). It returns a DateTime, not epoch milliseconds. Bar timing: A minute bar stamped 9:31:00 holds data from 9:30:00 to 9:30:59; Lipi time would read 9:30.
Pine Script	`time, time_close`	Equivalent, with a caveat	Lipi time_close is always open plus one interval; Pine yields na on the open realtime bar of tick and price-based charts.
thinkScript	`GetTime()`	Equivalent, with a caveat	Returns epoch milliseconds but the reference does not say whether that is the bar’s open or close; there is no separate close-time value.

Current time

The present time while the script runs. In Lipi: timenow. timenow is the wall clock on every run, not the bar’s time. time.now does not exist.

Language	Construct	Relation	Note
MQL4	`TimeCurrent(), TimeLocal(), TimeGMT()`	Looks alike, behaves differently	TimeCurrent is the server time of the last quote, TimeLocal the computer clock; all in seconds, and equal to each other in the tester. Bar timing: Server time of last tick, not wall-clock now; frozen between ticks.
MQL5	TimeCurrent(); TimeLocal()	Looks alike, behaves differently	TimeCurrent is the last quote’s server time, not the machine clock; TimeLocal is the computer’s clock and equals TimeCurrent in the tester.
NinjaScript	`DateTime.Now`	Equivalent, with a caveat	Returns a local-time DateTime, not epoch milliseconds; it is evaluated on each call, not per bar.
Pine Script	`timenow`	Exact
thinkScript		Not in thinkScript	The Date and Time list has no function for the present wall-clock time.

Parts of a date

The year, month, day, weekday, hour, minute and second of a time. In Lipi: year, month, dayofmonth, dayofweek, hour, minute, second. dayofweek runs 1 (Sunday) to 7 (Saturday). hour(time, zone) needs an IANA zone name; an offset such as “UTC-5” gives 0.

Language	Construct	Relation	Note
MQL4	TimeYear(t), TimeMonth(t), TimeDay(t), TimeDayOfWeek(t), TimeHour(t), TimeMinute(t), TimeSeconds(t)	Looks alike, behaves differently	Bare Hour() and DayOfWeek() read the last server time, not the bar; use TimeHour(Time[i]). Weekday is zero-based, Sunday 0 (Lipi 1 to 7). Numbers and types: Weekday 0 to 6 from Sunday, versus Lipi 1 to 7. Bar timing: No-argument forms follow server time, not the bar being calculated.
MQL5	TimeToStruct; MqlDateTime fields year, mon, day, hour, min, sec, day_of_week, day_of_year	Looks alike, behaves differently	Weekday 0 is Sunday and day_of_year starts at 0, unlike Lipi’s Sunday 1; all parts come from one filled struct.
NinjaScript	Time[0].Year, .Month, .Day, .DayOfWeek, .Hour, .Minute, .Second	Equivalent, with a caveat	Properties of the bar’s DateTime. DayOfWeek is a .NET enum, not Lipi’s 1 to 7 number.
Pine Script	year, month, dayofmonth, dayofweek, hour, minute, second	Equivalent, with a caveat	Pine’s variables use the exchange time zone, and the matching functions take an optional timezone argument. Check which zone Lipi’s variables read.
thinkScript	`GetYear(), GetMonth(), GetDay(), GetDayOfMonth(yyyymmdd), GetDayOfWeek(yyyymmdd)`	Looks alike, behaves differently	Weekday is Monday=1 to Sunday=7 (Lipi Sunday=1); GetDay is day of year; year and month use CST; no hour, minute or second.

Build a time value

Making a time value from a date and time of day. In Lipi: timestamp. A date string without a zone is read as UTC; a string that matches no layout gives na. The numeric form uses the exchange zone.

Language	Construct	Relation	Note
MQL4	`StructToTime(MqlDateTime), StringToTime(string)`	Equivalent, with a caveat	Fill an MqlDateTime struct or parse a date string; results are seconds since 1970 and no timezone argument exists. Numbers and types: Seconds, not milliseconds.
MQL5	StructToTime; StringToTime; D’yyyy.mm.dd hh:mi:ss’ literal	Equivalent, with a caveat	Fill an MqlDateTime and call StructToTime, or use a D’…’ literal; the result counts seconds since 1970, not milliseconds.
NinjaScript	new DateTime(year, month, day, hour, minute, second)	Equivalent, with a caveat	The constructor returns a DateTime, not an epoch-millisecond int; Lipi timestamp reads the parts in exchange time.
Pine Script	`timestamp()`	Equivalent, with a caveat	Pine timestamp(dateString) is const and valid as an input.time default; Lipi’s is na at compile, so Add to chart rejects it.
thinkScript		Not in thinkScript	No builder from date parts: dates are plain YYYYMMDD integers and times of day HHMM integers.

Format a time as text

Turning a time value into readable text. In Lipi: str.format_time. str.format_time reads seconds, not milliseconds: pass int(time / 1000). The layout is the reference date 2006-01-02 15:04:05.

Language	Construct	Relation	Note
MQL4	`TimeToString(value, mode)`	Equivalent, with a caveat	Only flag modes giving yyyy.mm.dd, hh:mi and hh:mi:ss; there is no custom pattern or timezone argument.
MQL5	`TimeToString`	Equivalent, with a caveat	Output has a fixed yyyy.mm.dd hh:mi:ss layout chosen by flags; there is no free-form pattern, and the input is in seconds.
NinjaScript	`DateTime.ToString()`	Equivalent, with a caveat	ToString() with an optional .NET format string; Lipi str.format_time uses a reference-date layout and reads seconds.
Pine Script	`str.format_time()`	Looks alike, behaves differently	Pine takes the time in milliseconds and a pattern of tokens such as yyyy-MM-dd HH:mm; Lipi takes seconds and a Go-style reference-date layout. Numbers and types: Pine time argument is milliseconds; Lipi’s is seconds, so divide by 1000 when converting.
thinkScript		Not in thinkScript	AsText formats numbers only; the Date and Time list has no function that turns a time into text.

Trading session

Whether a bar falls inside a session, and the start of the trading day. In Lipi: session.isfirst, session.date, time_sessionday. session.* has only date and isfirst; there is no session.islast.

Language	Construct	Relation	Note
MQL4	`SymbolInfoSessionTrade(symbol, day_of_week, session_index, from, to)`	Built from several Lipi constructs	Returns a session’s start and end as seconds from midnight for a weekday and index; testing a bar against sessions is manual.
MQL5	`SymbolInfoSessionTrade`	Built from several Lipi constructs	Returns session start and end for a symbol, weekday and session index; first-bar-of-session tests must be built from those times.
NinjaScript	`Bars.IsFirstBarOfSession, SessionIterator`	Built from several Lipi constructs	session.isfirst ~ Bars.IsFirstBarOfSession; session date and day start come from a SessionIterator built in State.DataLoaded.
Pine Script	`session.isfirstbar, time(timeframe, session), time_tradingday`	Equivalent, with a caveat	session.isfirst is session.isfirstbar, time_sessionday is time_tradingday, and time(tf, session) returns na outside the session. Pine has no session.date.
thinkScript	`SecondsFromTime(HHMM), SecondsTillTime(HHMM), RegularTradingStart(yyyymmdd), GetYYYYMMDD()`	Built from several Lipi constructs	Session tests are seconds from or to an EST clock time, always zero on daily charts; GetYYYYMMDD gives the session date; no first-of-session flag. Bar timing: Clock times are fixed to EST rather than the exchange zone, and the functions return zero when the chart period is a day or more.

Manual

Use Lipi with AI

Reference

Market data and time across languages

Price and volume of the bar

Average prices of the bar

Open interest

Orderflow of the bar

Instrument details

Chart timeframe

Data from another symbol or timeframe

Chart type

Time of the bar

Current time

Parts of a date

Build a time value

Format a time as text

Trading session

​Price and volume of the bar

​Average prices of the bar

​Open interest

​Orderflow of the bar

​Instrument details

​Chart timeframe

​Data from another symbol or timeframe

​Chart type

​Time of the bar

​Current time

​Parts of a date

​Build a time value

​Format a time as text

​Trading session

Price and volume of the bar

Average prices of the bar

Open interest

Orderflow of the bar

Instrument details

Chart timeframe

Data from another symbol or timeframe

Chart type

Time of the bar

Current time

Parts of a date

Build a time value

Format a time as text

Trading session