This was due to a recent update where we started doing a volume weighted average for the high and low instead of the highest high and lowest low when we aggregate across all markets. This reduced our “long wicks” we had before when consistently high or low markets, even if they had low volume, could set an extreme high or low.
The down side was it looks like in some cases the volume weighted average high and low can be inside the open or close values. We fixed those cases, so you should no longer see this issue. Here are the results from the date you specified via our API after this fix: