ok I faced this missing tick issue again yesterday
Nifty Futures current month
5 min TF candel 10:50 to 10:55
Date Jun 30 2015
Actually in real time the high of the candel shown was 8348.something if I remember correctly.
Now after reloading the charts it shows 8349.
And I had a SL at 8350 which was triggered and executed at price 8350
I am using neotrades data feed.
as per my My contract note the execution happened at 10:52:51.
So it is not during the start or end of the candle yet it managed to miss the high.
This is serious issue as it is not missing a single tick here and there but whole 20 ticks.
The worst part is As I was watching the chart I thought my SL survived and was completely unaware that my SL was hit, not until I checked NEST 15 -20 mins later.
Please be aware of this issue.
Last time we investigated this issue faced by another traderji user and found no datafeed is accurate.
Also if you are using something else let me know if it captured the high.