Why does my data look different depending on the broker?

I connected two accounts and compared what I was seeing on the same symbol at the same moment. The prices agreed but the volume and the tick frequency didn't, and one of them showed a lot less activity. Is this normal? I assumed market data was market data. Trying to understand whether this should change which one I use for the strategy versus which one I trade through.
MLcurious
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SpreadWatcher· Jul 2026 ago
Normal. Feeds differ in what they aggregate and how often they publish. A consolidated feed and a single-venue feed will never match on volume.
DataDrivenDee· Jul 2026 ago
Important consequence: backtest on the feed you'll trade on, or your thresholds are calibrated to a different market than the one you'll meet.
MLcurious· Jul 2026 ago
That last point is exactly what I was worried about without knowing how to say it.
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