I noticed that sometimes MC would not draw a new high (or new low) if there was only ONE transaction happened.
It happened a few times today on the ESH7, the market kept making new lows, but a few times the new low won't show on the chart.
I could see the new low on TWS, and on IB chart.
The market was not volatile, so I ruled out fast market as the reason.
I have tried different resolutions (1 min, 5 min, 343 vol, etc.), and it happened on all resolutions.
does anybody experiencing the same thing?
