Gap in closing price of previous day and opening price of next in intraday data

Hi All,
In intraday charts, when i back fill data there is huge gap between closing price of previous day's last candle and opening price of next day's candle. Where as there is no such gap in actual market price. This is only for intraday data not for EOD. Please help me with required settings in Amibroker to fix this issue. Thanks.

First point of contact is your data vendor. What do they say ?

Next, Forum members don't have access to your setup, so you should post your case as detailed as possible.
You would get tips from here

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