Data Query (OHLC-Data Different to Trading View for ETF's and Stocks)

The issue you're experiencing might be due to the fact that QuantConnect adjusts the data for splits and dividends. This is mentioned in one of the forum discussions here. This means that the historical price of a security in QuantConnect's data might not match the historical price on other platforms if they don't adjust for splits and dividends in the same way.

As for the code you provided, it seems to be incomplete. The OnData method doesn't contain any logic after checking if the current bar data is not None. You might want to add code to log the OHLC data, like so:

def OnData(self, data):
    if self.symbol in data:
        current_bar = data[self.symbol]
        if current_bar is not None:
            self.Debug(f"Time: {self.Time}, Symbol: {self.symbol}, O: {current_bar.Open}, H: {current_bar.High}, L: {current_bar.Low}, C: {current_bar.Close}, V: {current_bar.Volume}")

This will print the OHLC data for each bar to the algorithm's logs. You can then compare this data with the data from Trading View to see if there are any discrepancies.

Thank you for the reply. I do find an issue with the data however. I ran ‘SPY’ with your amended “OnData” method. I got the log results. There is a data point for February 10th 2024, which is a Saturday (NOT A TRADING DAY). The data on that Time Stamp however correlates to the Data for February 9th 2024, which is the previous day, a Friday!

How can this be resolved? Any help would be Greatly Appreciated!

The issue you're experiencing is due to the way QuantConnect handles daily data. As mentioned in several forum discussions (here, here, and here), the close of a daily bar is not known until the start of the next bar. This means that a price bar for Friday will include all the ticks from Friday 00:00 to Friday 23:59.99999, but it will actually be emitted to your algorithm on Saturday at midnight.

This is why you're seeing data for February 10th 2024, which is a Saturday. The data you're seeing is actually the data for February 9th 2024, but it's timestamped as February 10th because that's when the bar was emitted to your algorithm.

As for the code you provided, it seems to be incomplete. The OnData method doesn't contain any logic after checking if the current bar data is not None. You might want to add code to log the OHLC data, like so:

def OnData(self, data):
    if self.symbol in data:
        current_bar = data[self.symbol]
        if current_bar is not None:
            self.Debug(f"Time: {self.Time}, Symbol: {self.symbol}, O: {current_bar.Open}, H: {current_bar.High}, L: {current_bar.Low}, C: {current_bar.Close}, V: {current_bar.Volume}")

This will print the OHLC data for each bar to the algorithm's logs. You can then compare this data with the data from Trading View to see if there are any discrepancies.

Thank you, i will read the forum disucssions but I believe I understand what you've explained.

I'm glad to hear that you found the explanation helpful, 'Akira'. If you have any more questions or need further clarification, don't hesitate to ask. Happy coding!