I have noticed that the intraday bars created from real-time data obtained via my brokerâs data feed often differ from those re-created next day from eSignal data. As a result, a "back simulation" of a given strategy over âhistoricalâ eSignal data will often show different trades from those that actually happened. As far as possible, I would like to eliminate this difference between the two data sets. What can I do? Does there exist a set of âabsoluteâ data that is produced (and is available) in real-time? Is eSignal data âabsoluteâ in this sense? Or will it always be the case that intraday data re-loaded the next day will differ from the data that was available in real-time?