If you observe some divergence in price between the exchange and your current data provider or between two data providers then go ahead let us know about it. Maybe a detective among us we'll be able to explain these discrepancies.
Let me start:
Yesterday on the RUSSELL (TF 12-10/Daily) the opening price is different between Kinetick (DTN/IQ) and the ICE web site ( :
Another incongruity is that Ninja puts a timestamp equal to 9:30 for the daily bars which is wrong and may produce weird results. You better be aware of it.