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Hubert, Looking at my TOS /YM chart i notice that starting with the low candle on 11/16 to the top candle of 11/23 i have 6 green candles to your 5 and it appears that your 11/22 candle is missing. Is this artistic licence on your part.
No artistic licence on your part.
Most likely has to do with roll over and how each data vendor calculates it.
Hope it helps:
PS: data feed are always a little messesed up a few days after roll over
very interesting; thanks Hubert.