Ticker | MO |
From | 2002-06-28 00:00:00 |
To | 2002-06-28 00:00:00 |
Security Type | Equity |
Market | USA |
Resolution | Daily |
Status | Waiting Review |
The close on 2002-06-27 was 44.95 but next day open is recorded as 80.0. I can't find a good alternate source to confirm it's an error, but this big of a jump seems very suspicious.
qb = QuantBook()
e = qb.AddEquity("MO").Symbol
qb.Securities[e].SetDataNormalizationMode(DataNormalizationMode.Raw)
df = qb.History(e, datetime(2002,6,26), datetime(2002,6,28), Resolution.Daily)
print(df)
close high low open volume
symbol time
MO R735QTJ8XC9X 2002-06-27 44.95 45.6 43.00 45.5 35205200.0
2002-06-28 42.80 80.0 42.24 80.0 26554000.0