I'm running a backtest for April 19th, 2022 on AAPL.  I'm using by the second data and also have 3 minute consolidated data running.  The issue that I'm having is that the second data is about $0.20 lower than the actual data (I've checked TD Ameritrade data and Interactive Brokers historical data).

I doubt that the data feed from Quantconnect is wrong, so it must be something in my programming, however, I can not figure it out.



Notice the price is BELOW the low of that bar on April 19, 2022.  The low of the bar historically was 166.06


If you go to line 291 in my code and put a break point in and debug it, I believe you will see the data difference as I'm seeing it.

Thanks in advance, Travis