I'm writing my first trivial algo and saw it do something strange. I found what appears to be a data anomaly. These are the end of day close prices returned by both TradeBars and Securities.
2017-04-28 00:00:00 SPXL close price is 32.6600000000000
2017-04-29 00:00:00 SPXL close price is 32.4525000000000
2017-05-02 00:00:00 SPXL close price is 8.1575000000000
2017-05-03 00:00:00 SPXL close price is 32.70000000000
2017-05-04 00:00:00 SPXL close price is 32.54000000000
Is this a data problem or just something I don't understand? What is the best way to handle this sort of thing?
Alexandre Catarino
Thank you for the report. We have verified it and are going to look into it.
Sean Rose
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.
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!