ER2 on 5-minute chart. Session time 9:30AM to 4:05PM (Eastern Time which is time zone for computer). Using IB data feed.
May 31 0935 bar:-
Replay data; O=849.4 H=850.2 L=849.2 C=849.7
Historical Data; O=846.3 H=847.0 L=845.7 C=846.1
June 1 0935 bar:-
Replay data; O=855.9 H=856.4 L=854.9 C=855.7
Historical Data; O=851.8 H=854.4 L=850.5 C=853.3
The difference is not just on the first bar of the day.
For replays I am connecting to relevant replay data, then openning a new chart with Days back set at 1. The historical data above matches the realtime chart on each of those days as best as I can tell.
Any ideas on what I may be doing wrong?
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