Renko Stock Charts Adding Extra Dates

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Hi MathWorks,
I have downloaded a trial version of the financial toolbox and I've noticed that the Renko function adds extra dates to financial data I have as a 5-year, daily stock chart. The renko chart generates intraday price changes, which shouldn't be possible since I am only using closing day prices and dates. I am attaching a photo of the candlestick data (5-year, daily price changes) with the renko chart overlayed. I have re-colored the up-boxes as green triangles and down-boxes as red-triangles. I have overlayed the two datasets so that you can see the renko boxes generated between candlestick days. This is the default renko program and I would greatly appreciate an explanation or perhaps something I'm missing.
Cheers,
Jake

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