I have a 5 min system on the Dow mini that I backtested using data from myTrack/Trackdata and got good results. I didn't have enough data so I obtained more data from another source. To check the data, I ran the system for the same date range. The difference was huge. One test had 22 trades, the other had 50! So I bought the 5 minute quotes into Excel and compared. There were minor differences in the OHLC numbers. When I summed for the data there was only a 1 tic difference on the O & C. Are these type of variations normal? What accounts for them? Does this lead developers to create systems on shorter bars to remove these variations? Makes you wonder which system to trade. Thanks.