Why are Open and Close prices of adjacent candles sometimes not equal?
The policy of closing periods/candles in Trade Interceptor is the following:
When a candle closes, the next candle starts to print when the next tick arrives.
If the next tick happens to be different than the closing tick of the previous candle, then a small gap occurs (old close not equal to new open). This is usually observed in very small time frames like 1 and 2 min since the scales are tiny and these "gaps" sometimes look relatively big. This only depends on the price difference between these closing and opening ticks.