In the world of algorithmic trading, backtesting, and quantitative analysis, the quality of your output is directly proportional to the quality of your input. If your historical price data is full of gaps, errors, or "bad ticks," your trading strategy is built on a foundation of sand.
MetaTrader demo data is often or filtered to look pretty. Dukascopy data is raw. Real FX markets are noisy. If you see small spikes (1-2 pips) that reverse instantly, that is actual interbank latency arbitrage or stop hunting that occurred in the real market.
: Aggregations range from tick-by-tick to 1-minute, hourly, daily, and monthly bars.
