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Hello, possibly simple question, but it's an important one to avoid making a mistake on:
In live trading, assuming DataNormalizationMode.SplitAdjusted, does Security.Price (and price data in OnData) magically multiply the real security price by a split adjustment factor to keep it constant as if the split had not happened, or must I perform this bookkeeping myself? I.e. is behavior different than in backtests here?
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Alexandre Catarino
Unfortunatelly, at the moment, there is not price adjustment in live mode.
Petter Hansson
Alright, no problem, I'll figure out how to handle it.
Patrick Star
You think there should be some web sites that track upcoming splits. That would be helpful because you can feed the system with date (or possible time) of split and plan in advance.
Petter Hansson
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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