Datasets

Data Issues

Introduction

Data issues are incorrect or missing values in a dataset. These issues are generally a result of human error or from mistakes in the data collection process. Data issues can be reported by any QuantConnect member. When data issues are reported and verified, our Data Team works to quickly resolve them. Thanks to the communal efforts of the QuantConnect members, the QuantConnect data is reviewed and fixed by over 205,000 people, giving you a very high-quality source of data.

Common Issues

Data issues can occur in both historical and live data feeds. Some common examples of data issues include the following:

  • Missing or incorrect values
  • Splits and dividends
  • Listings and delistings
  • Ticker changes

View Current Issues

You can view a list of all the current data issues under the Data Issues tab in the community forum. Before you report a new issue, review the list of current issues to ensure that the issue is not already reported. The number of open data issues can sometimes be large, but our Data Team works on resolving them as quickly as possible while prioritizing the most important ones.

Report New Issues

When all of the QuantConnect members report the data issues that they find, we can ensure the datasets are high quality for everyone. The easier it is for our Data Team to detect and reproduce the issues you report, the faster we can resolve them. If you encounter an issue with live data, email us a description of the issue. If you find an issue with the historical data of a dataset, follow these steps to report it:

  1. Log in to the Algorithm Lab.
  2. Open the listing page of the dataset with the issue.
  3. On the dataset listing page, click the Data Explorer tab.
  4. Click Issues.
  5. Click + Add Issue.
  6. On the Data Explorer page, fill out the form.
  7. Follow these steps to attach a backtest or notebook that demonstrates the issue:
    1. Click Attach Backtest.
    2. Click the Project field and then select the project from the drop-down menu.
    3. Click the Backtest field and then select the backtest from the drop-down menu.
  8. Click Publish.

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