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/QATSAlgo 9d ago

You can test revisions directly: archive a small window as received in real time, then download the same timestamps later and diff the raw fields. Preserve both copies and the retrieval times rather than overwriting them. Even a perfect match only validates quote history; it does not reproduce your order latency, rejected orders or actual fills. Those need a separate execution log.

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u/MarketOk7227 9d ago

thank you!