Why doesn’t the Level 2, Chart, and Time-Sales data match?

Chart data may be inconsistent with the Montage’s data, because some trades do not belong to any time frame. For example, Average Price Trade and some “Out of Sequence” trades, per the exchange rule, should be counted towards today’s total volume, but do not belong to a specific minute. Similarly, sometimes the price of the last time-sale might be inconsistent with the Montage last price because those trades do not qualify for the last price due to being “out of sequence”.

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