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Hi
@desiwarrenbuffet, Let me explain why this can happen at times. The exchange sends second-by-second, level 2 data to the brokers. But within a second, there are many trades in liquid scrips. Some of them are traded at extreme prices as a result of bid/ask during that particular timeframe.
As per common logic, regardless of how many trades are traded within a second, the OHLC should show that data right? But at times, the exchange doesn't send that data. Their explanation is vague but the bottom line is that all ticks are not sent in the second-by-second data.