The 1-minute chart of the spread GE + XOM for today shows a spike low on the 12:06 bar of 95.04, but the lows of the individual components of the spread on that bar add up to 95.57, so there really should be no spike down to 95.04 on the spread there.
The Highs and Closes add up individually to the spread High and Close, but for some reason the Low is bad.
Please advise.
The Highs and Closes add up individually to the spread High and Close, but for some reason the Low is bad.
Please advise.
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