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I am from a Software trading company and we are troubleshooting.

We have been using a lot of different brokers and FOREX data providers. We are working with historical data to optimize and improve our software, but we have a big challenge that all of the data we have a sample from have a lot of missing data. When we compare different broker’s data, the data does not match up. But when we download the data from the MT4 and use the closing values, then the data are identical.

Our problem is that when using the MT4 we can only get 5 minute bars about a one year back and when using 15 minutes, we can only get it back to 2014 and we need at least 10 years of data.

By going to different companies that sell these data for example The Tick size that would say 100-300 prices per minutes. there by we would expect one of the prices within the same minute, would give the same prices as MetaTrader4. But this is not the case...

Even by expanding with several minutes before and after. Tendons gives the same result. The values do not match and may fluctuate over 500 points.

The attached image matches the value 4 times, which seems sporadic. The interesting thing is that the first value in tick size values almost matches the average.

However, the values from tick size cannot be used too much since the one month I checked turned from 0 to over 300 points in deviation.

user3666197
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    With all due respect, your company seems to be missing so much domain-knowledge, that I cannot believe my eyes. 1) Quant modellers ought never ( NEVER ) rely on off-line MT4 plaftorm DataMart ( [F2] History Center tool ). 2) Global FX markets have principally never been expected to provide any price-consolidation, the less a uniform TimeDOMAIN + PriceDOMAIN homogenity ( many reasons for this by-design fact ). **So there are no** *( cit.: )* **"Problems with all brokers MT4"** but with the above depicted approach, based more on many ( false ) expectations, having missed the FX-business reality. – user3666197 Aug 11 '17 at 03:44

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Some brokers have their own historical data center so you can download their data, even all data they have. Other brokers do not have it so all you can do is to get quotes from MetaQuotes server. I do not want to advertise here, simply go over them and you will find some famous brokers with deep m1 history. Also try to increase number of bars in mt4 chart and history - that may help to see more history on charts without downloading it

Daniel Kniaz
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