Computing x-day ATR for RTH from 24hr data

[MT <mtzianos@xxxxxxxxx>]

Hi List,

My system uses 2 data series:

Data1 is 5-min S&P futures (I'm storing 24hr data, not just RTH, but
chart/trade RTH only)
Data2 is 1-day S&P futures, which I just want to compute xx-day ATR of
RTH OHLC

I collect realtime data for several markets. Every weekend I'm
downloading again the past week's data from my feed using Dynastore,
just in case there were any gaps due to Internet outages that I didn't
notice. I then import the OMZ into Globalserver.

For my abovementioned system which uses 2 data series, I've noticed
that:

1) TS2K/GS doesn't produce daily bars for the days before I started
collecting quotes in realtime (I imported data in OMZ format for the
period before I started collecting data rt)
2) if I go to GS and ask it to view e.g. ESZ2 data in daily bars, on
many days I get 2 entries instead of 1 entry for daily OHLC data, with
very different numbers (difference between RTH and 24hr OHLC?).

My questions:

1) Why are there missing daily bars in TS2K and different daily OHLC
data in GS?
2) Should I get rid of Data2 (daily bars) and recreate the system so
that only Data1 (5-min bars) are used? If so, how do I compute the
xx-day ATR of RTH-only data (since GS is storing the 24hr data)?

Thank you in advance, Michael