I have downloaded quite a lot of data connected from kinetick (only free data) for the ES.
When I use a daily chart all the data seems to be ok (I have compared it to data from CME). However when I look to a whole day with a, say, 10-min chart, sometimes the opening of the day, high, low or closing prices don't match with the prices I observed with the daily chart. High and low are usually ok (but not always), but closing and specially opening prices seem to be wrong quite a lot of days.
Do you know why is this happening?
Thanks a lot for your help!
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