Also this problem also interferes with candle shapes as well,...

Also this problem also interferes with candle shapes as well, Take the flash crash day, the candle there looks like it created a hammer candle, but in fact that did not happen at all. It created a Marubozu We started the day at the very low and only went up from there, but the candle suggest we opened high, sold off 100 points and then regained it, which isn't true.

This can also effect things like PF's trend lines etc.

The more i think about it the more I think our index charts are pointless, or alternatively how much better they would be if we had the proper data.

Thoughts?