Hi Denis,
The historical data for each broker or prop firm is somewhat different as there is no clearing house where all the brokers/prop firms get their historical data. So each broker / prop firm has to get the trading data directly from banks. Since not all brokers / prop firm gets their data from the same banks causes the historical data between various brokers / prop firms to be different. Also not all brokers / prop firms will use the same spreads. For these and other reasons Expert Advisors/robots will not all take trades or close trades at the same time.
Alan,