It’s retarded. It’s analogous to buying the long synthetic instead of the natural. Killed on microstructure to look smart? A swing and a miss, Bro.
Metqtrader is great, whatever you want, youll find a Russian programmer doing it for 30 bucks. Besides that quoting instruments outside Forex is its biggest weakness.
Why do you say that metatrader ,5 Data is not reliable?! Do you know any Brokers, that give a huge variety of securities besides forex via mt5 (for a tight spread)?!
Try fort fs, what exactly are you looking for? If you export the data from metatrader to excel and look at the dates... you will always find one missing bar or something. That sounds like not much but if you compare it to something else for arbitrage every subsequent bar will be off by that bar. And will see pretty much a wave oscillation around zero line. But its obiviously not right.
Not sure what you mean by qouting other instruments. But yeah the simplicity and accuracy is awesome. I am actually working on my own software that will fetch the list of instruments from IB and graph x*A (operator) y*B (operator) z*C. Nothing more. Simple crisp chart.