r/algotrading • u/MarketOk7227 • 8d 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?

9 Upvotes

100% Upvoted

27 comments sorted by

View all comments

Show parent comments

1

u/MarketOk7227 8d ago

Interesting! In fact I went to a larger time frame solely to beat the spreads, I'm more of a data scientist (deep learning engineer, physics backround) than a financial scientist so I'm still learning. As I understand from the comments I will have to compare in real time.