When looking at IBaseDataBar to get OHLC values, I noticed that the values there differ from the Bid/Ask OHLC.  How are these properties derived?

For example, if I look at ((QuoteBar)myDataBarInstance).Ask.Low and ((QuoteBar)myDataBarInstance).Bid.Low they are both different from myDataBarInstance.Low.

Below is a dump of the instance of the particular bar that I am looking at.

{GBPUSD: Bid: O: 1.36088 Bid: H: 1.361 Bid: L: 1.36059 Bid: C: 1.36081 Ask: O: 1.36148 Ask: H: 1.36158 Ask: L: 1.36083 Ask: C: 1.361 }
   Ask: {O: 1.36148 H: 1.36158 L: 1.36083 C: 1.361}
   Bid: {O: 1.36088 H: 1.361 L: 1.36059 C: 1.36081}
   Close: 1.360905
   DataType: QuoteBar
   EndTime: {1/19/2022 7:00:00 PM}
   High: 1.36129
   IsFillForward: false
   LastAskSize: 0
   LastBidSize: 0
   Low: 1.36071
   Open: 1.36118
   Period: {01:00:00}
   Price: 1.360905
   Symbol: {GBPUSD}
   Time: {1/19/2022 6:00:00 PM}
   Value: 1.360905

Author

Midaroh

August 2022