I was looking at some of the CME Wheat Futures data for both Chicago and Kansas wheat and I noticed the data that I request is not 100% in line with what I would expect. I tried setting extendedMarketHours=True and False and I did not notice a difference. 

Using the code snippet for Chicago Wheat Futures I see the Daily HOLC for the 14th of October as [H=8.8425, O=8.8975, L=8.5725, C=8.6125]

The data that I can see on CME is instead [H=8.9425, O=8.9875, L=8.5725, C = 8.6125], The difference is the High and Open. I figured it might be due to hours, but that didnt seem to be the case. 

Does anyone know what I might be doing wrong?

qb = QuantBook()

wheat = qb.AddFuture(Futures.Grains.SRWWheat, Resolution.Daily, extendedMarketHours=True)
                    # extendedMarketHours=True)
                #    dataNormalizationMode = DataNormalizationMode.BackwardsRatio) 
                #    dataMappingMode = DataMappingMode.FirstDayMonth)

history = qb.History(qb.Securities.Keys, 1000, Resolution.Daily)
df = pd.DataFrame(history).iloc[::-1]

print(df[['open','high', 'low', 'close']])