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spread has wrong Low

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  • spread has wrong Low

    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.

  • #2
    An even worse false spread spike came on the 13:00 bar. The spread low should be 95.45 for that bar according to the lows of the spread components, but the spread shows the low to be 94.62
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