The indicator makes two requests for bar data. The requests are identical except for the start date.
Once both bar sets are loaded, the indicator extracts all bars from a particular day that both bar sets have in common, and dumps them to file. From a visual inspection of the file, we can see that while timestamp and volume information agrees, the close values conflict.
The data differences are screenshotted below with red boxes indicating different data areas.
The code is screenshotted below and also attached as a file below.
The output shown is from a test on NQ 09-18 on 22 August 2018.
The bar requests are for 1-tick bars.
My NT7 data options are set to "Merge Back Adjust"
Data provider is CQG.
The conflicting results are duplicable regardless of whether the data source is connected or not, and are identical after a complete restart of NT7 including a flush of the /db/ data folders.
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