Hi,

I have been desperately searching for alternatives to OANDA and IB for Forex CFD trading with QuantConnect in Europe (Germany) for a few weeks now (see https://github.com/QuantConnect/Lean/issues/7347 ). In the process, I came up with the idea of potentially using MT5 with LEAN locally. I found a possible adapter called MTsocketAPI, which allows retrieving prices and submitting orders through MT5 using various programming languages.

Question: Has anyone ever explored this option before? If it works, one could use QuantConnect with any broker that supports MT4 or MT5. What do you think about this? Do you foresee any limitations or hurdles?