I have a few questions around the formation of historical data.
First, I deleted all the EURUSD historical data. I then imported this data from TradeStation using your instructions from the help guide. I then compared TS & NT EURUSD 120 minutes bars and the OHLC values matched up. So far so good.
Then I started a connection with Gain Capital. In comparing those 120 minutes bars, there were frequently 2 or 3 pip differences with a bar value (OHLC). I spoke to a rep at Gain Capital and he stated that there was only one data feed coming out of Gain. Can you explain where these differences are coming from?
Also, let's say I have the EURUSD chart open. I'm connected to Gain (first) and also to MBTrading (second). If I lose my connection with Gain I will continue to receive real-time data but now from MBTrading. The data collected both from Gain and MBTrading will show up as historical data next time I open the chart. Correct? Is there a way to identify the source of the historical data I'm looking at?
Also, with TradeStation I can only import the historical minute data. When I try to display EURUSD on a daily bar, it comes up blank. I want to verify that daily bars require a seperate import and ask why daily bars cannot be constructed from the minute data.
Lastly, I want to verify that if I have an external data feed from TS running, I can't open any other connection like Gain or MBTrading. Why is there that limitation?
Thanks in advance for any clarification.
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