OSCAR GUTIERREZ JIMENEZ / Publications
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Where does the Time&Sales data really come from in Metatrader MT5?
If you compare the data on other platforms such as NinjaTrader or Quantower, you will be able to verify that the CME data is the same for all this platforms. However, they are different in MT5. I checked the order book is the same on all platforms, so the difference must be in the orders cross, that