Are you checked the data of intraday bars(5/15/30/60)of PI with Nest ?you seen any difference in data ?I mean High/Low of bars?
Yes, there are differences. Ignoring Nest, the differences are between the Pi market watch and chart themselves. For example, taking the 12:09:00 to 12:09:59 bar of BankNifty_1 of today:
Pi chart: low is 17567.20 (running chart)
Pi chart: low is 17555.25 (after reloading the chart)
Capture: low is 17555.00 (Day low is same in market watch).
Nest Plus: low is 17555.00
There are also differences in the intermediate swings. For the 1:01:00 to 1:01:59 bar of the same symbol:
Pi chart: high is 17749.70 (running chart)
Pi chart: high is 17758.95 (after reloading the chart)
Capture: high is 17758.90
Nest Plus: high is 17760.00
As a general rule, Pi2Ami capture should definitely be least accurate of the three. For a Pi running chart, I cannot say if broadcast drop is the cause.