I hope this isn't too basic of a question. I don't do much with intraday data. I'm trying to find why the daily bar doesn't exactly match the intraday data. For example: On 3/6 the ESH8 (Globex) Trades daily bar is: High 1343, Low 1302.25, Open 1335.75, Close 1308.25. If you look at the ESH8 5 Minute data for 3/6, the high of the highest 5 minute bar is only 1337.5. That's nowhere near 1343. Why aren't the daily and intraday highs the same? Thanks for the help!