as MT4 is recording all activities also brokers has all activities logs for server. when you have a issue you can ask from broker for the server logs for your trades. normally they should supply that information for the clients. when starting with a broker secure that you can get that info when you ask for. they usually say that they dont keep logs but THEY DO!!
I've recently experienced that the Log file within the MT4 platform can be rewritten by the broker. As a result, when you have an issue, there is no actual evidence to defend your case against the broker. Metatrader is designed for cheating retail clients and it always has been. Here is my personal experience with the log files being rewritten - https://www.pipinvestment.com/Menu/1209
Basically to sum it up. My data feed was moved from 5th decimal to 4th decimal over night, and my logfiles were completely rewritten to display 4th decimal pricing.
I remember a similar scenario about 2 years ago where the broker said to reference back to Logfiles and see if I was disconnected or to track down the problems,.... Of course , nothing was to be found, No disconnects reported.