Hello,
I have noticed that we are getting some difficult to process prices on some instruments. Please see attached image highlighting the discrepancies for DCTA.L
There is the latest trade price of 136.6 at 13:28 shown in Time and Sales. On the chart and quote its last price is at 137.4
Another discrepancy is the chart data for instance shown in the image, on 10/02/2022 the Open price is higher than the High price.
Wondering how to handle the price discrepancy from the data feed API perspective, whether we need to put in extra handling of this or if it will be corrected in the data in the future.
thanks