CAI Chart - technical analysis, page-161

@Load

I think the 2 candles you've highlighted are for 17/5 & 18/5, but you mentioned 26/5... Irrespective of that, the candles from your chart are different for 17/18 May.

OHLC for 17/5 is 84 89 83 89
OHLC for 18/5 is 90 91 84.5 88
OHLC for 26/5 is 86.5 91.25 86.5 90

Iress close price on 26/5 @ 4.00.00pm last was 89, which correlates to your price for 26/5.

Auction price was 90 for same day.Another possible difference could be that Iress includes Chi-X. Not sure what information is contained in your data feed, but its interesting that it drops off the auction price.