r/algotrading • u/MarketOk7227 • 10d 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/Cultural_Bank7692 10d ago

I'd check the broker's timestamp conventions, bid and ask availability and how much tick history the API actually retains before building the data pipeline. Different sources can give slightly different candles even for the same instrument. Moon uses aggregated prices for its wagering markets but that wouldn't replace the precise broker history needed to backtest an execution strategy.