Can you help clarify if there should be a difference in how tick data is presented when trading Live vs Backtesting for the same day from the same data provider (i.e. Continuum)? I'm trying to reconcile what I saw today while Live Trading vs Backtesting the same day.
I saw different bars in different places so it's a little frustrating when I'm trying to run a strategy and then backtesting the same day with the same settings and getting different results.
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