Historical data download

Historical data download is how a terminal fills a chart with bars from before it was watching. The chart is drawn from a local store, and when a reader scrolls back past what that store holds the terminal asks the server for more; how far back the server is willing to go, and at what detail, is a decision of the broker rather than a property of the market. Two consequences follow from where the data comes from. It is that broker's record of its own prices, so the same instrument charted at two brokers will not match bar for bar — the quotes were never identical to begin with. And anything computed from the chart is computed from the local store, which includes every test run against history: a result is a statement about the bars that happened to be downloaded, which makes the state of the store part of the result rather than background to it.