A worked distinction
A one-hour candle can have the same high, low, close and total volume under many different distributions of executed trades. Assigning all volume to its typical price cannot recover those missing distributions.
What to verify in your own analysis
Use the candle approximation as a labelled reference, not as proof of exact execution quality. Align session boundaries and note when the fetched window begins after the session starts.
Write down the market or protocol identifier, units, observation window and data source before comparing outputs. Keep unavailable values distinct from zero. Capture a baseline and change one assumption at a time so the resulting difference can be explained.
Use the linked working tools
Open the related tools below to inspect actual public observations or calculate a local scenario. The numerical example above is illustrative, not a current quote. Export the result together with its assumptions if you need a reproducible research record.
The review checklist records what you checked in this tab. Completion measures your own notes, not whether an investment is safe, suitable or profitable.