Same pair, same minute, two brokers, two different tick counts

[Amanhasnoname]

Put two platforms on the same pair side by side and the M1 tick volume rarely matches. One shows 140 for a bar, the other shows 310. Neither is wrong. Tick volume counts updates from that broker's own price stream, and the streams differ in how many liquidity sources are aggregated, whether updates are filtered when the change is below a threshold, and how fast the platform can push them.

The practical damage is on volume-based indicators. A threshold tuned on one feed ("volume above 200 means breakout") means nothing on another feed where typical values run 40 percent lower. Backtests built on one history file can look excellent and then fail live simply because the live feed is thinner or thicker than the data the rules were fitted to.

Price itself can differ too. Highs and lows on M1 bars often vary by a few tenths of a pip, enough to flip a tight-target scalper from a winner to a loser in a backtest.

A fair check is to run both feeds for an hour in a liquid session, export the bars, and compare the ratio of tick counts bar by bar. If the ratio drifts rather than staying stable, any volume threshold needs to be expressed as relative to a rolling average.

How wide did the gap turn out between two feeds you compared?