Bar Accuracy in Paper Simulation

I just want to confirm, the historical data we fetch when using paper trading API is the same as the information returned for the live historical api trading, correct?

It’ll let me assess if my time conversion from Pacific to Eastern, then to GMT is correct (for epoch)

Edit: I’ve compared between two bar charts from Yahoo and TDAMT and they both reflect the same O/H/L/C.

Below is a picture of a bar at 3:59pm on January 10th, but it is off from the displayed chart on Yahoo/TDAMT

For those two sites, the H/L/C/O look like this:
Open: 310.42
High: 310.42
Low: 310.26
Close: 310.37
Volume: 372.44k

what symbol are we talking about?

I found this thread while searching for accuracy related posts. I too am seeing this issue with TTD on 12/22/2020. I’ve checked bars and trades from the API at v2/stocks/TTD/trades, with both showing a price in the $900s, while the actual price on that day was in the $90s. The closing price looks to be a factor of 10 at $971.12 vs $97.11.

I’ve found this to cause issues with a few other stocks in my tests as well, some admin lmk if you want those as well. If I tried to compile a complete list, I’d find myself in a scraping situation that would make this API moot for my own purposes.