I have two computers: my desktop and laptop.

Desktop is FXDD and my laptop is InterbankFX. Both are used for backtesting. My desktop is also used for forward testing on a demo.

I've downloaded USDCHF data from build 200 on both computers. I made sure the data was converted to all timeframes.

I then click the "Export" button and save the D1 data from both the laptop and desktop.

When I put the exported data into a file compare, there are a tonne of differences. This is for D1. Why are there differences on D1 or any timeframe for that matter? The only thing I can think of is that FXDD and Interbank may be 1 hour difference, but why would that affect historical data that much? Some of them are out 20+ pips.

Can someone explain this?

There is no central market that decides what the prices are for forex, unlike the stock and commodity markets. This means that any broker can set the price anywhere they want. So even if they're in the same timezone, there will be differences in the prices.

Also brokers open their markets at different times, some trade on holidays while others don't, and some have Sunday bars while others don't.

Beware of what comes down the tube from the 'download' button, the data is full of surprises!

So what's more reliable? Alpari or build 200?

Alpari is better at the moment, no holes.