I was under the assumption that Always, the close price equals the next opening price durg the opening trading day - with the expection of stock exchange closing vs stock exchange opening the next day.
For example, when I query any NASDAQ stock minute granularity historical data, I get improper values.
Statistically, 90% of the time, the close price is different from the next opening price.
I can also see that inconsistency in the Charts App from the IQFEed API Connection Manager, to reproduce, just open the Charts APP, take ABC Symbol, for example, load the minutes, display OHLC and click on each minute - and you will see the inconsistency by yourself.
Same Happens when doing a
HIT,Symbol,60,date from,date to,,,,1,Requestid
request to the API.
How can I get consistent open/close historical data with IQFeed?