[R-SIG-Finance] data differs

[Stephen Choularton]

Hi

I am studying the spread between a couple of interest rate futures on 
the ASX using R and IB

The futures are IR and IT.

This data line is produced by a callback looping on them at 4:30 pm when 
trade finishes:

time ->  2020-01-21 16:29:59.818593 last IR -> 99.19 last YT -> 99.26 
spread ->  -0.0700000000000074

This data is produced by a call to reqHistoricalData for close yesterday 
(21 Jan)

                                    last IR ->  99.2 last YT ->  99.29 
spread ->  -0.01993848

I know they are 'similar' but is it normal for them to differ?

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Regards
Stephen Choularton PhD, FIoD
0413 545 182