This does indeed get you data - but only MetaTrader history data.
It wont give matching results to any single-broker history.
Even single-broker demo accounts dont exactly match their live (i.e. real money) feeds.
The differences may not be great but are certainly big enough to upset an EA...
You can have an EA that is 'amazing' on a MetaTrader account (or MT history), good on a brokers demo account, but loses on the brokers live account
Factors involved include:-
- Different OHLC
- Tick count
- Tick frequency
- Spread changes
- Server reponse times (particularly at busy times)