data set: what happens when each new bar updates?

[david]

Hello forum would someone mind pointing me to the appropriate reference that explains what  happens to the data set when new bars are formed. If a finite amount of information is stored by the platform,does data just get overwritten with each new tick or bar. i am trying to work out if it is possible to save and cut and pate and build up a larger data set for back-testing over time.

thanks in advance