Maybe there is an issue with reading certain bars or refresh rate, but you understand the backend by far better so I can only guess.

I made a script to see what MT expert returns for that bar:

void OnStart()
{
   datetime totime = D'2014.06.09 19:58';
   
   string symbol = Symbol();
   string period = Period();
   
   int    shift = iBarShift(symbol, period,totime);
   
   int    digits = MarketInfo(symbol, MODE_DIGITS);
   string time   = TimeToStr(iTime(symbol, period, shift), TIME_DATE) + "|" +
                   TimeToStr(iTime(symbol, period, shift), TIME_SECONDS);
   string open   = DoubleToStr(iOpen (symbol, period, shift), digits);
   string high   = DoubleToStr(iHigh (symbol, period, shift), digits);
   string low    = DoubleToStr(iLow  (symbol, period, shift), digits);
   string close  = DoubleToStr(iClose(symbol, period, shift), digits);
   string volume = DoubleToStr(iVolume(symbol, period, shift), 0);
   
   Print(time + " " + open + " " + high + " " + low + " " + close + " " + volume);
}

The script is attached below. Run it on the chart and it will print the data in the "Experts" journal of MT4.
You can change the date in the script.

Please review screenshot. I have done exactly Ctrl+S method and exported live chart data from MT4 to desktop and picked one of the latest problem bars and seems like volume for this bar is 31 in Live MT4 chart as well as history center, and it is 27 volume for the same bar in FST.

I have attached a screenshot, let me know what you think.

Is there a way for me to grab Live Chart data from MT4

It's very easy and it's my favorite method.

Press Ctrl + S on the chart and save the chart data.

You have to probable force MT4 to load more chart data by pressing Home key.
It becomes faster if you reduce the zoom to minimum.

You have a good suggestion. Is there a way for me to grab Live Chart data from MT4, as I am unfortunately not sure how to do it.

Thanks again.

Compare the volume from the MT4 chart with the data in the History Center.

FST takes data from the MT4 charts. MT4 also executes the trades taking into account the chart data.

I have noticed this behavior a weak ago after resolving another issue here http://forexsb.com/forum/topic/4819/charts-are-wrong-for-fsb-vs-fst/
but couldnt find time to post a new thread until now.

I was able to recreate this behavior with 2 different machines, 3 MT4s with two different Demo Brokers and 1 Real account.

I used different Demo and Live strategies for it. For this example I have used standard Demo MACD Reversal.

My Setup (Windows 8.1 Pro x64):

1. MT4 with Armada Markets broker as a test
2. FST installed without any modifications (only selected multiple working copies)
3. Selected Demo MACD Reversal and simply execute it
4. Chart EURUSD 1 min

To recreate the problem I have simply wait 15 minutes and start comparing last loaded 15 bars.
Chances are you will get something like this (showed in my screenshot)

Let me know what you think or if I have done something wrong as this all are fresh copies of MT4 and FTS.

Thanks