In WLPro, using Fidelity data for symbol SPY, the close price of the last 1-minute bar of each day does not equal the close price of the daily bar for that day. Example: (time,O,H,L.C,vol):
Daily bar:
2020-06-05T00:00:00,317.23,321.275,317.16,319.34,150524674
1-min day end bar:
2020-06-05T16:00:00,319.08,319.61,319.075,319.27,2437270
The end-of-day close values are similar but never equal. Interestingly, the start-of-day open values do match. Which has the correct end-of-day close price, the daily bar or last minute bar?
I have not checked other symbols for this issue.
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