Yes I see what you mean ..the chi-x data does lack in that area...

Yes I see what you mean ..the chi-x data does lack in that area when you pan out to the larger picture which does change things

"to only use the ASX close, instead of using the close from the exchange with the highest daily volume"

...this would make a lot of sense for eod data . ...I've seen in the past higher volume go through chi-x with price also closing higher than the asx price

(I haven't really noticed higher volume going through chi-x with price closing lower than asx though)

...how would that pan out on the shorter time frames would it be harder to sort out the clear data ?? Not sure

...maybe they threw it in the too hard basket even though they can see what your saying makes sense ?!

...or maybe it's the auction and how the asx closes after chi-x they are looking at to keep it consistent ?

Diesel...