Very simple. Start-up MT4, open an Excel spreadsheet and type this into a cell:
=MT4|bid!EURUSD
Instead of "bid", you can also put:
ask, open, close, high, low & volume
And of course, instead of EURUSD you can put whichever pair is your favourite.
A fun thing to do is take usdjpy, gbpusd and gbpjpy. Manually input a 1st column where you insert the opening price of each. Then, have the data for the 3 on screen updating in real time as in the example above in a second column. Have a third column calculate the difference. And finally, insert a graph using the data in your 3rd column and have fun watching when usdjpy and gbpusd go up, how much gbpjpy goes up etc. I tried developing a strategy around this some time ago, I'm sure there's something we could do with this.
nb: my example here isn't really good because I just took this pic at market open and gbpjpy is currently experiencing a giant gap down (which should close, but that's a COMPLETELY different strategy in itself).
Now, as for the original question, I am curious to know why you would like to import data from 5 different brokers ??? Hmmmmm, I wonder what you have in mind
Hope this helps,
Ms_Mel