The chart details are captured as per the snappin data so it will reflect as per the snap in the charts.
This is the case of Snapshot vs Tick data. The data that we print on the chart depends on the feeds that we intake from the exchange. Even if we intake the maximum we can, in taking every 200 microseconds is our limits. So even if we take the data at 200 ms it will be in a range of 0-200, 200-400, 400-600 etc. This means we read on the 200th ms and then after it is read at the 400th ms etc. So, if any trade is happening within that range of 200 to 400 (for e.g.) then it will not be captured by us and would not be further shown on the charts. This is called Snapshot data.

But it will, definitely get traded in the exchange because trades are executed in the exchanges. If we want to capture every trade on the chart, then we need to read every tick and it is called tick by tick data. For doing so we need a strong infrastructure, a solid heavy one. 99% of the retail broking goes after snapshot data.

Tick by tick data is taken mostly by a special category of traders such as High-frequency trader (HFT) who deals with Algo and system trading where every tick matters. They host servers in the exchange to make their system more robust by paying separately charges for infrastructure.

Bottom line: Charts can be consumed by a trader only up till the max of a snapshot data for understanding trends.