The errors appear very small for an individual bar but the cumulative effect is to render worthless any backtests based on time-based bars built from tick bars in NT.
In the attached file, over a 6 month period for NZDUSD (Gain data) using 10-minute HLC bars this resulted in a cumulative difference or error (diff = 10 min broker bars - 10 min NT bars built from tick data) of 71 pips on the Close, 124 pips on the High and 44 pips on the Low.
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