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This subject came up not too very long ago and I believe the problem is
as follows:
Tick data are stored in blocks. The first tick of each block is stored
as a full price but, to save space, subsequent ticks in the same block
are stored only as a difference from the initial tick. Thus, if the
initial tick is subsequently corrected, the stored difference values are
no longer appropriate. In fact, if the initial tick is bad enough, it
seems possible that the difference values might even overflow the space
allocated for each one causing the values to appear to be completely
random.
Carroll Slemaker
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