Not sure what actual move /discrepancy you are discussing.....but the following may be of some guide.
Regarding the last traded price....
There is only one XJO price at any given time.
There is only one Futures price at any time.
There is only one futures bid or ask at any time.
Bid and ask for the XJO is a derived value supplied by the broker for the purposes of the broker making money.
If brokers are giving you different prices on the XJO you are probably getting a CFD price or similar derivative that is offered by your broker.
When checking candles shapes at the end of a bar, some will appear different. I three data suppliers, and the candles don't always look the same:
- Sometimes some data (especially in the closing auction/settlelment) is treated differently.
-Chi-X data seems to be a spanner in the works sometimes, particularly opening prices, as Chi-X treats there opening auction differently. Some data providers ignore this data because it's an additional cost.
- Sometimes there's just a bad tick which doesn't get back adjusted. Sometimes does. Go figure.
- Depends when your data providier and/or software starts is price bar. A difference of a few seconds can make a world of difference to a 5 min bar chart.
For the above reasons, I tend to "paint with a broad brush' rather than try and get too specific.
There was also some chatter a few days ago in this thread on the treatment of the opening price for the XJO - that could be useful.
(20min delay)