Nooby This is one reason algofy mentioned if you rely on backtesting results (like myself) to place calculated real-time bets. It must be accurate information. The most important reason is execution. Daytrading is all about "getting in faster", and you can't do that without granular data. The low/high of a one minute bar could have occurred in 5-10 seconds, very often printing over 20% of instrument average daily range. Prices move that fast now. You simply cannot overlook this if you want to compete, even outside of HFT.