OTZmqCmdEA.mq4 requires mql4zmq.mqh but it only resides in legacy directory
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see:
https://github.com/OpenTrading/OTMql4Zmq/blob/master/MQL4/Experts/OTMql4/OTZmqCmdEA.mq4#L20
This file should have a non-legacy counterpart in ./MQL4/include/OTMql4 directory
I think something's wrong with the version of code that you're using - if you click on the first link above you'll find that the replacement to mql4zmq.mqh is at line 25:
#include <OTMql4/OTMql4Zmq.mqh>
That file was only in the mql4zmq project
https://github.com/OpenTrading/mql4zmq/blob/master/OTMql4Zmq.mqh
and the installation instructions neglected to mention that you needed to copy it.
At the risk of duplication, I've now checked it into this project, and will keep the
two projects in sync, and will update the documentation to say this. It's probably
better this way as that project may get "broken" as we try to migrate up to ZeroMQ 4.x
In the include file <OTMql4/OTMql4Zmq.mqh> that's been checked in to this project, the warning
that you were seeing has been commented out as it was just a trace statment for debugging,
Bring your code up to date by doing git pulls on OTMql4Zmq OTMql4PY and OTMql4Lib,
and it should be working for you, and post a followup. Things are complicated to install at the moment until we get them shrink-wrapped with an installer, but the code works and is being used daily.
OK, I am pulling in the latest changes. Will post my progress.
Got past this now, thanks.