Historical vs Real-Time data

[jonnyman]

We have been using an ATS for a while but are not satisfied with our real-time data feed. As a result we're looking to switch to the esignal desktop api.

We have been using esignal for backtesting (exporting the data to a file and then running the ats on the data) and I was wondering if we used your real-time data is it going to be exactly the same or do you use filters on the historical data?

For example if we ran one day's worth of data in real time and then did a backtest for that day using the exported historical data would the resulting time and sales data be identical?

[AChan]

Historical intraday bar data are not filtered and they are created based on incoming real-time trades, therefore, they should be close to being identical.