FileReadStruct

uint  FileReadStruct(
   int          file_handle,        // file handle
   const void&  struct_object,      // target structure to which the contents are read
   int          size=-1             // structure size in bytes
   );

//+------------------------------------------------------------------+
//|                                          Demo_FileReadStruct.mq4 |
//|                        Copyright 2014, MetaQuotes Software Corp. |
//|                                              https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2014, MetaQuotes Software Corp."
#property link      "https://www.mql5.com"
#property version   "1.00"
#property indicator_separate_window
#property indicator_buffers 4
//---- plot Label1
#property indicator_label1  "Open"
#property indicator_type1    DRAW_LINE
#property indicator_color1  clrBlue
#property indicator_style1  STYLE_SOLID
#property indicator_width1  1
#property indicator_label1  "High"
#property indicator_type2    DRAW_LINE
#property indicator_color2  clrGreen
#property indicator_style2  STYLE_SOLID
#property indicator_width2  1
#property indicator_label1  "Low"
#property indicator_type3    DRAW_LINE
#property indicator_color3  clrOrange
#property indicator_style3  STYLE_SOLID
#property indicator_width3  1
#property indicator_label1  "Close"
#property indicator_type4    DRAW_LINE
#property indicator_color4  clrRed
#property indicator_style4  STYLE_SOLID
#property indicator_width4  1
#property indicator_separate_window
//--- parameters for receiving data
input string  InpFileName="EURUSD.txt"; // file name
input string  InpDirectoryName="Data";  // directory name
//+------------------------------------------------------------------+
//| Structure for storing candlestick data                           |
//+------------------------------------------------------------------+
struct candlesticks
  {
   double            open;  // open price
   double            close; // close price
   double            high;  // high price
   double            low;   // low price
   datetime          date;  // date
  };
//--- indicator buffers
double       open_buff[];
double       close_buff[];
double       high_buff[];
double       low_buff[];
//--- global variables
candlesticks cand_buff[];
int          size=0;
int          ind=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
  {
   int default_size=100;
   ArrayResize(cand_buff,default_size);
//--- open the file
   ResetLastError();
   int file_handle=FileOpen(InpDirectoryName+"//"+InpFileName,FILE_READ|FILE_BIN|FILE_COMMON);
   if(file_handle!=INVALID_HANDLE)
     {
      PrintFormat("%s file is available for reading",InpFileName);
      PrintFormat("File path: %s\\Files\\",TerminalInfoString(TERMINAL_COMMONDATA_PATH));
      //--- read data from the file
      while(!FileIsEnding(file_handle))
        {
         //--- write data to the array
         uint bytesread=FileReadStruct(file_handle,cand_buff[size]);        
         //--- check data read
         if (bytesread!=sizeof(candlesticks))
           {
            PrintFormat("Error reading data. Error code=%d",GetLastError());
            //--- close the file
            FileClose(file_handle);
            return(INIT_FAILED);
           }
         else
           {
            size++;
            //--- check if the array is overflown
            if(size==default_size)
              {
               //--- increase the array size
               default_size+=100;
               ArrayResize(cand_buff,default_size);
              }
           }           
        }
      //--- close the file
      FileClose(file_handle);
      PrintFormat("Data is read, %s file is closed",InpFileName);
     }
   else
     {
      PrintFormat("Failed to open %s file, Error code = %d",InpFileName,GetLastError());
      return(INIT_FAILED);
     }
//--- indicator buffers mapping
   SetIndexBuffer(0,open_buff,INDICATOR_DATA);
   SetIndexBuffer(1,high_buff,INDICATOR_DATA);
   SetIndexBuffer(2,low_buff,INDICATOR_DATA);
   SetIndexBuffer(3,close_buff,INDICATOR_DATA);
//--- empty value
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0);
//---
   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[])
  {
   ArraySetAsSeries(time,false);
//--- the loop for the candlesticks that have not been handled yet
   for(int i=prev_calculated;i<rates_total;i++)
     {
      //--- 0 by default
      open_buff[i]=0;
      close_buff[i]=0;
      high_buff[i]=0;
      low_buff[i]=0;
      //--- check if any data is still present
      if(ind<size)
        {
         for(int j=ind;j<size;j++)
           {
            //--- if dates coincide, the value from the file is used
            if(time[i]==cand_buff[j].date)
              {
               open_buff[i]=cand_buff[j].open;
               close_buff[i]=cand_buff[j].close;
               high_buff[i]=cand_buff[j].high;
               low_buff[i]=cand_buff[j].low;
               //--- increase the counter
               ind=j+1;
               break;
              }
           }
        }
     }
//--- return value of prev_calculated for next call
   return(rates_total);
  }