Why do these 2 calls produce different results of SPY when I use the same History call?
AddSecurity seems to be returning incorrect data.
AddSecurity(SecurityType.Equity, "SPY", resolution: Resolution.Daily, dataNormalizationMode: DataNormalizationMode.SplitAdjusted);
var spyPrices = History<TradeBar>("SPY", 2, Resolution.Daily).ToList();
AddEquity("SPY", Resolution.Daily, dataNormalizationMode: DataNormalizationMode.SplitAdjusted);
var spyPrices = History<TradeBar>("SPY", 2, Resolution.Daily).ToList();
Alexandre Catarino
Hi John Gillespie ,
Thank you for the report!
I have created a GitHub issue to address the problem:
AddSecurity Method for Equity Does Not Set Data Normalization Mode #6823
Please subscribe for updates.
Best regards,
Alex
John Gillespie
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