I'm new here at QC so I'm sure I don't understand a basic concept. In the attached algorithm, the OnData() simply logs the Close property (along with other tradebar properties.) However, the Close property often does not match the actual historical close prices (eg those found on the Yahoo Historical Prices webpage.) How can I setup my algorithm such that within OnData() I have access to the close prices that are the same as those reported on Yahoo or MarketWatch? Closing price not adjusted for dividends/splits would be fine for now.
Thanks for the help!