Has anyone ever noticed that the open price on the daily bar is often different from the open price on the first intraday bar(any time frame)? For example- using QQQ: 8/22/02- Daily Open=25.94 Intraday Open=25.74 8/26/02- Daily Open=25.32 Intraday Open=25.30 8/27/02- Daily Open=24.97 IntradayOpen=25.43---.46!!! 8/28/02 - Daily Open=24.02 Intraday Open=24.05 etc. The Open price in Quote Sheets and Snapshot=Intraday Open. It isn't everyday but it's quite often. So, what's the real open price? Shouldn't the daily open be the daily open? Or am I missing something? I use 3rd party software for backtesting and base intraday trades off of the daily open--quite frustrating! Is this the same with other data providers? kempo