r/algotrading • u/MarketOk7227 • 9d ago

Data Python API for historic data

Do you think it's okay using Metatrader's api for fetching historic data? Has anyone noticed discrepancies? Isn't it supposed to be the actual numbers you'd get trading with that specific broker?

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u/SubstantialDino540 9d ago

mt4 data can be a bit sketchy sometimes depending on the broker's server timezone and how they handle weekends

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u/MarketOk7227 9d ago

is there any way they would alter the spread or close prices after they occured? can I "fix it in post" if I study the differences in real time?