Thanks @jcl.

Actually, for that portion, I was asking more metrics and/or "rule of thumb" questions... Let me try a different way:

a) For long-term periods between trades - f.i. Z8, Z9, strategies that don't trade intra-day, etc. - EOD data from anywhere is good enough? Whatever differences there might be won't matter?

b) For shorter periods, the example mentioned above was data from one Broker while simulating trading at a different Broker. Is there a metric or "rule of thumb" to tell when likely "the differences matter" without the time, trouble, disk space, etc. of actually downloading a whole 'nother set of data to test?

c) In cases where we've ended up with multiple History files for an asset that we wish to combine, is there a helper script to accomplish this?

Thanks.