In my experience, most futures data providers don't match bar opens and closes. Either I'm missing something, or even "tick" data providers, like Barchart and TT, are out to lunch. In my humble experience, with time bars, when one closes, immediately, the next opens. Mismatched O/C's between adjacent bars tells me that the data feed is not true tick, large gaps exist in the data, or it's a charting issue. I see this all the time with other traders too, that post snapshots of their charts. This is a dangerous way to trade, imo = crap data. What's the best way to solve this?