search icon search icon
  • Learning Center Home Learning Center Home All Courses
  • My courses in progress My courses in progress In Progress
  • My courses Completed My courses Completed Completed
  • My Wish List My Wish List Wish List
  • My Wish List My Wish List Articles

Learning Center

Your Quantitative Foundation

A collection of courses from independent educators to improve your quant skill base and create better strategies.

Available Courses

Solidify and expand your quant skill base with courses at QuantConnect

Boot Camp 101 / US Equities

Learn algorithmic trading with python for US Equities. Guided strategy development in easily digestible portions.

Author: QuantConnect

Free  |  95,400 People Enrolled

Boot Camp 102 / FOREX

Learn algorithmic trading with python for FX. Guided strategy development in easily digestible portions.

Author: QuantConnect

Free  |  20,462 People Enrolled

Boot Camp 103 / Futures

Learn algorithmic trading with python for Futures. Guided strategy development in easily digestible portions.

Author: QuantConnect

Free  |  7,335 People Enrolled

Algorithmic Trading A-Z | The Complete Course

In this algorithmic trading tutorial series you will learn everything you need to know to start writing your own trading bots using Python and the QuantConnect quantitative trading platform.

Author: Louis

Free  |  28,409 People Enrolled

Complete Algorithmic Trading Course

Master algorithmic trading on QuantConnect; backtest and live trade Stocks, Options, Futures, Forex, and Crypto.

Author: Cheng Li

Paid  |  Enroll on Udemy

Python for Finance and Algorithmic Trading with QuantConnect

Learn to use Python, Pandas, Matplotlib, and the QuantConnect Lean Engine to perform financial analysis and trading.

Author: Jose Portilla, Pierian Training

Paid  |  Enroll on Udemy

Crypto Trading with QuantConnect (C#)

Learn to write programs that algorithmically trade cryptocurrencies using QuantConnect (C#).

Author: Eric Summers

Paid  |  Enroll on Udemy

List Your Course List Your Course

List Your Course

Quant Developer

FREE UPGRADE

Start

  • create new algorithm create new algorithm New Algorithm
  • open project open project Open Project
  • open project open project Explore Strategies

Resources

Notes icons

Organization Notes

start icon

Get Started with Algorithm Lab

Close Widget Close Widget
  • Signed Up
  • Create a Project Complete Task Complete Task
  • Backtest Your Project Complete Task Complete Task
  • Live Deploy Your Project Complete Task Complete Task
research icon

New Research

Digital Asset Stockpile Portfolio Construction Techniques

Exploration of various techniques in managing the planned US Digital Asset Stockpile portfolio, including Heirarchical Risk Parity....

Read

News & Releases

announce icon

New Announcement

Hands on AI Trading with Python, QuantConnect, and AWS

Read
roadmap icon

Upcoming Roadmap

Online Members
+ Add Members
Quick Links
Research Community Quant League Documentation Learn

Begin Your QuantConnect Journey

Algorithm Lab is your playground for developing and refining trading algorithms with QuantConnect. Utilize advanced tools, historical data, and robust backtesting to enhance your trading strategies. Transform your ideas into actionable insights and optimize your trading approach with ease.

Sign Up for Free

Already have an account Log In.

Begin Your QuantConnect Journey

Algorithm Lab is your playground for developing and refining trading algorithms with QuantConnect. Utilize advanced tools, historical data, and robust backtesting to enhance your trading strategies. Transform your ideas into actionable insights and optimize your trading approach with ease.

Sign Up for Free

Already have an account Log In.

data Manager View
Requesting coding environment...

QuantConnect Datasets

Datasets

  • all datasets all datasets All Datasets
  • list datasets list datasets List Dataset
  • list datasets list datasets Data Issues +99
  • status status Data Status
  • sales report sales report Sales Report
  • All
  • Geospatial Data
  • Commerce Data
  • Financial Market Data
  • Consumer Data
  • B2B Data
  • Transport and Logistics Data
  • Environmental Data
  • Credit Rating Data
  • Real Estate Data
  • Web Data
  • Legal Data
  • Healthcare Data
  • Entertainment Data
  • Energy Data
  • Industry Data
  • Political Data
  • News and Events

Datasets > Issues

Data Issues

A transparent, community reporting system. Report suspected issues with our cloud data to be investigated by the QuantConnect Team.

Issue List

BTCUSDT, Minute The issue starts from Mon Nov 11 2024; and continues until Wed Nov 13 2024

Reported 4 days ago by Cheng Li

Subscribe

ISCB, Daily The issue starts from Mon Dec 14 2020; and continues until Thu Mar 23 2023

Reported 15 days ago by Stjerntind

Subscribe

NVDA, Daily The issue starts from Tue Mar 01 2022; and continues until Sat Mar 05 2022

Reported 26 days ago by Cheng Li

Subscribe

tonusdt, Minute The issue starts from Fri Nov 15 2024; and continues until Wed Feb 12 2025

Reported 29 days ago by starteleport

Subscribe

CoinGecko, Daily The issue starts from Thu Aug 15 2024; and continues until Sat Feb 08 2025

Reported 1 month ago by Zulkarneyn Catak

Subscribe

WOLF, Daily The issue starts from Mon Feb 03 2025; and continues until Tue Feb 04 2025

Reported 1 month ago by Yuri Lopukhov

Subscribe

SPY, Daily The issue starts from Thu Jan 04 2001; and continues until Sun Jan 07 2001

Reported 1 month ago by Brian Sax

Subscribe

EEM, Daily The issue starts from Thu Mar 03 2022; and continues until Thu Mar 03 2022

Reported 1 month ago by Alexandre Catarino

Subscribe

GEN, Daily The issue starts from Tue Nov 08 2022; and continues until Wed Nov 09 2022

Reported 1 month ago by Alexandre Catarino

Subscribe

dataset Issue Insider Trading Dataset by Quiver Quantitative, Daily The issue starts from Wed Jan 01 2020; and continues until Mon Jan 20 2025

Reported 1 month ago by Narloc

Subscribe

VNQ, Minute The issue starts from Mon Dec 04 2023; and continues until Mon Dec 04 2023

Reported 1 month ago by Alexandre Catarino

Subscribe

MASI, Daily The issue starts from Tue Jan 07 2025; and continues until Mon Jan 13 2025

Reported 1 month ago by Alexandre Catarino

Subscribe

IWFL, Minute The issue starts from Wed Aug 28 2024; and continues until Fri Aug 30 2024

Reported 1 month ago by Valentin Angerer

Subscribe

BTCUSDT, Minute The issue starts from Tue Jan 02 2024; and continues until Thu Jan 04 2024

Reported 2 months ago by Tangshuo Wang

Subscribe

QQQ, Daily The issue starts from Thu Oct 21 2021; and continues until Thu Oct 21 2021

Reported 2 months ago by Louis Szeto

Subscribe

GOOG, Minute The issue starts from Wed Dec 29 2021; and continues until Wed Dec 29 2021

Reported 2 months ago by Louis Szeto

Subscribe

EDU, Minute The issue starts from Sat Jan 01 2022; and continues until Thu Jan 09 2025

Reported 2 months ago by Alexandre Catarino

Subscribe

GBPUSD,EURJPY, Second The issue starts from Thu Oct 10 2024; and continues until Mon Oct 14 2024

Reported 2 months ago by Alexandre Catarino

Subscribe

AAPL, Minute The issue starts from Wed Aug 19 2015; and continues until Wed Aug 19 2015

Reported 2 months ago by Alexandre Catarino

Subscribe

MANAUSDT, Hour The issue starts from Wed Jan 04 2023; and continues until Tue Dec 05 2023

Reported 2 months ago by José Carvalho

Subscribe

Loading...

  • Page of 33

SPX, Minute The issue starts at the start of the data; and continues until now

user image Mak K 2023-01-28 17:36:04
Issue Type
Ticker SPX
From
To
Security Type Equity
Market USA
Resolution Minute
Description

Hi, although the Security Type of the issue says Equity, this issue is for the cash index SPX, cash index is not selectable when creating a data issue.

I quickly created a code to compare daily close prices from marketwatch.com with the QC data (backtest to code attached), I know there are better ways to compare this and marketwatch is not the holy grail for data.
 

Below you will find dates and close prices printed out when the close price difference between QC and marketwatch was greater than 1. Please also note that some days such as 2022-02-25 have the same price for the whole day (that price also being the previous days close price). I have tried changing timezone to various different timezones, including NewYork, Utc and the exchange timezone of SPX. None of that seemed to have any effect. Days with a 1 point difference could be potentially be disregarded here, however some days seem to be flat out data issues.

I tested from February 2019 until 2023-01-26, so potentially there could be errors in the entire dataset.
 

  1. 2019-02-01 00:00:00 :	Launching analysis for 33f36ee66e2325feaa2a81309c682f80 with LEAN Engine v2.5.0.0.15069
  2. 2019-08-12 16:20:00 :	2019-08-12 16:20:00 QC 2882.7 MarketWatch 2883.75 Difference 1.050000000000182
  3. 2019-11-29 16:20:00 :	2019-11-29 16:20:00 QC 3142.59 MarketWatch 3140.98 Difference 1.6100000000001273
  4. 2021-03-23 16:20:00 :	2021-03-23 16:20:00 QC 3940.59 MarketWatch 3910.52 Difference 30.070000000000164
  5. 2021-03-24 16:20:00 :	2021-03-24 16:20:00 QC 3940.59 MarketWatch 3889.14 Difference 51.45000000000027
  6. 2021-05-10 16:20:00 :	2021-05-10 16:20:00 QC 4232.6 MarketWatch 4188.43 Difference 44.17000000000007
  7. 2021-05-11 16:20:00 :	2021-05-11 16:20:00 QC 4232.6 MarketWatch 4152.1 Difference 80.5
  8. 2021-08-19 16:20:00 :	2021-08-19 16:20:00 QC 4400.27 MarketWatch 4405.8 Difference 5.529999999999745
  9. 2021-08-20 16:20:00 :	2021-08-20 16:20:00 QC 4400.27 MarketWatch 4441.67 Difference 41.399999999999636
  10. 2021-11-26 16:20:00 :	2021-11-26 16:20:00 QC 4596.63 MarketWatch 4594.62 Difference 2.0100000000002183
  11. 2021-12-03 16:20:00 :	2021-12-03 16:20:00 QC 4577.1 MarketWatch 4538.43 Difference 38.67000000000007
  12. 2022-02-25 16:20:00 :	2022-02-25 16:20:00 QC 4288.7 MarketWatch 4384.65 Difference 95.94999999999982
  13. 2022-03-04 16:20:00 :	2022-03-04 16:20:00 QC 4363.49 MarketWatch 4328.87 Difference 34.61999999999989
  14. 2022-05-06 16:20:00 :	2022-05-06 16:20:00 QC 4146.87 MarketWatch 4123.34 Difference 23.529999999999745
  15. 2022-07-19 16:20:00 :	2022-07-19 16:20:00 QC 3934.57 MarketWatch 3936.69 Difference 2.119999999999891
  16. 2022-07-27 16:20:00 :	2022-07-27 16:20:00 QC 4021.59 MarketWatch 4023.61 Difference 2.019999999999982
  17. 2022-07-28 16:20:00 :	2022-07-28 16:20:00 QC 4071.32 MarketWatch 4072.43 Difference 1.1099999999996726
  18. 2022-08-22 16:20:00 :	2022-08-22 16:20:00 QC 4139.2 MarketWatch 4137.99 Difference 1.2100000000000364
  19. 2022-09-02 16:20:00 :	2022-09-02 16:20:00 QC 3925.29 MarketWatch 3924.26 Difference 1.0299999999997453
  20. 2022-09-06 16:20:00 :	2022-09-06 16:20:00 QC 3910.16 MarketWatch 3908.19 Difference 1.9699999999998
  21. 2022-09-22 16:20:00 :	2022-09-22 16:20:00 QC 3756.91 MarketWatch 3757.99 Difference 1.0799999999999272
  22. 2022-09-23 16:20:00 :	2022-09-23 16:20:00 QC 3695.23 MarketWatch 3693.23 Difference 2.0
  23. 2022-09-26 16:20:00 :	2022-09-26 16:20:00 QC 3656.13 MarketWatch 3655.04 Difference 1.0900000000001455
  24. 2022-09-27 16:20:00 :	2022-09-27 16:20:00 QC 3648.49 MarketWatch 3647.29 Difference 1.199999999999818
  25. 2022-09-28 16:20:00 :	2022-09-28 16:20:00 QC 3717.69 MarketWatch 3719.04 Difference 1.349999999999909
  26. 2022-09-29 16:20:00 :	2022-09-29 16:20:00 QC 3641.71 MarketWatch 3640.47 Difference 1.2400000000002365
  27. 2022-09-30 16:20:00 :	2022-09-30 16:20:00 QC 3589.7 MarketWatch 3585.62 Difference 4.079999999999927
  28. 2022-10-14 16:20:00 :	2022-10-14 16:20:00 QC 3585.73 MarketWatch 3583.07 Difference 2.6599999999998545
  29. 2022-10-18 16:20:00 :	2022-10-18 16:20:00 QC 3721.8 MarketWatch 3719.98 Difference 1.8200000000001637
  30. 2022-10-25 16:20:00 :	2022-10-25 16:20:00 QC 3860.2 MarketWatch 3859.11 Difference 1.0899999999996908
  31. 2022-10-27 16:20:00 :	2022-10-27 16:20:00 QC 3808.87 MarketWatch 3807.3 Difference 1.569999999999709
  32. 2022-11-10 16:20:00 :	2022-11-10 16:20:00 QC 3954.34 MarketWatch 3956.37 Difference 2.0299999999997453
  33. 2022-11-17 16:20:00 :	2022-11-17 16:20:00 QC 3947.62 MarketWatch 3946.56 Difference 1.0599999999999454
  34. 2022-11-18 16:20:00 :	2022-11-18 16:20:00 QC 3967.12 MarketWatch 3965.34 Difference 1.7799999999997453
  35. 2022-11-30 16:20:00 :	2022-11-30 16:20:00 QC 4078.77 MarketWatch 4080.11 Difference 1.3400000000001455
  36. 2022-12-15 16:20:00 :	2022-12-15 16:20:00 QC 3897.45 MarketWatch 3895.75 Difference 1.699999999999818
  37. 2022-12-16 16:20:00 :	2022-12-16 16:20:00 QC 3851.02 MarketWatch 3852.36 Difference 1.3400000000001455
  38. 2023-01-26 16:20:00 :	2023-01-26 16:20:00 QC 4015.7 MarketWatch 4060.43 Difference 44.73000000000002
  39. 2023-01-27 16:20:00 :	Algorithm Id:(33f36ee66e2325feaa2a81309c682f80) completed in 4.53 seconds at 96k data points per second. Processing total of 433,832 data points.

 

Mak K

Jan 28, 2023

d1341ef6a5ae9892a6475931437d7401.pnged998e32747f93a232af4b679912d544.png

The format of the above print outs seems to be messed up, so here it is re-attached.

Ashutosh

Jan 22, 2024

Checking on random date points and referencing barchart.com

1) 2022-10-27 16:00:00 QC 3808.87

231035_1705961616.jpg

2) 2022-09-23 16:00:00 QC 3695.23
 

231035_1705961716.jpg


3) 2022-02-25 16:00:00 QC 4286.84
 

231035_1705961974.jpg


There are some points where QC gives correct values but there are data points where QC value is wrong.

Backtest Attached.

Status

Waiting Review

Data Explorer Issues are a way to report and track data problems. They give the QuantConnect community a way to discuss potential solutions and be notified when they are resolved. If you think you have found a data problem please check the existing open and closed issues first; often another user may have already reported your problem.

Issue Type

Support

Tickets and Seats

  • create new ticket create new ticket Create New Ticket
  • organization ticket organization ticket Organization Tickets
  • spport seat spport seat Support Seats

Support

Begin Your QuantConnect Journey

Algorithm Lab is your playground for developing and refining trading algorithms with QuantConnect. Utilize advanced tools, historical data, and robust backtesting to enhance your trading strategies. Transform your ideas into actionable insights and optimize your trading approach with ease.

Sign Up for Free

Already have an account Log In.

×
Please log in first to update a discussion.
×
Error
Unable to find projects