Differences in Stock Data Imported from Tickstory vs Broker Feed in MT5 (MSFT & AMD)

[DavidFa]

Hello,

I’ve been comparing stock data imported from Tickstory with the feed provided by my broker in MT5, and I’m seeing significant discrepancies. This time I checked Microsoft (MSFT.xnas) and Advanced Micro Devices (AMD.xnas).

Example 1: MSFT – Daily Chart

In Tickstory, the candle on 31 July 2025 opens at 554.79 and shows a big red bar.

In the broker feed, the same candle opens at 512.80 and instead shows a strong green bar.

Other candles (e.g., 4 Sept and 16 Sept) also have different OHLC values and sometimes even opposite colors.

Broker's chart:



ThickStory Cahrt:



Left: Tickstory | Right: Broker feed (M1)



Example 2: AMD – Daily Chart

In the broker feed, the candle on 10 Sept 2025 is recorded as 155.83 → 159.48.

In Tickstory, the same candle is 163.65 → 159.50.

On several other dates (e.g., 6 Aug and 28 Aug) there are also large differences in High/Low and candle direction.

Broker's chart:



ThickStory Cahrt:



Left: Broker feed | Right: Tickstory (Daily)




Why do the OHLC values of the daily stock data differ so much between Tickstory (Dukascopy data) and the broker’s CFD feed?

Is this purely due to the different data sources (real exchange vs CFD quotes), or am I missing something in the import/export settings?

Is there any way to make the imported data align more closely with the broker’s feed so that backtests are more realistic?

Thanks!

[tickstory]

Hi DavidFa,

Thanks for taking the time to provide information supporting your question. What we can tell you is the data in your Tickstory charts is correct as we have cross-checked the values with the raw data. From that perspective, we couldn't tell specifically why the bars you mentioned differs from your broker, other than to say that each is traded on a disparate exchange. It is therefore expected that there will be differences since each exchange will have their own set of traders and liquidity which will affect the price. In the case where one exchange is illiquid, there is always a possibility that there are large discrepancies in price. This is likely what you are seeing in the opening of the market. Of course, these price discrepancies would be happening regularly throughout the trading day, especially if there is no opportunity to arbitrage between exchanges.

Unfortunately there's not much you can do about this - this is just naturally what can happen when an instrument is traded on two different venues. As far as your strategy testing goes, we would recommend that if your strategy is on a daily time-frame and long-term (1+ day hold), then you will likely need to use your own broker data for your testing, especially if your strategy is sensitive to daily open/closing prices. If it's a shorter term strategy, the recommendation would be to ensure your strategy is tolerant to both sets of trading data.

Hope this helps.