This is one fact I try to explore but so far this can only be concerned to FXCM, their history I downloaded in the normal way with assetHistory(Asset,0) but this week I additionaly store their ticks with the function you gave me in the "Multiple broker connection" thread (recording live) to verify any differences that might result from history creation source/way. One other broker is ActiveTrades and their history I only store while recording live because I can download tick prices via MT4 only the last 12 hours or something. Since this week I included Oanda in the test and their tick history should be downloadable with assetHistory with some restrictions (listed in the manual, I didn't try myself so far) so I can compare them with live results. I will report when the tests have finished.