QUANTCONNECT COMMUNITY
Greetings, first post here.
I'm working on porting a system between QC and another platform. I was comparing the provided QQQ daily data that is made available in a lean cloud init to another couple of data providers and I find that prices for QQQ in the QC data beginning in March 1999 are double that of other data providers. Is the QC data back adjusted somehow and if so, for what?
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Randy Terbush
Appears this is back adjusted data which I was not aware happens with ETFs… (more experience with Futures data)
Nothing to see here… sorry for the noise.
Fred Painchaud
Hi Randy,
Just saying, in QC, the default is split/dividend/etc-adjusted data. At least a few other platforms default to raw data (non-adjusted). If you want to use non-adjusted data, you can use SetDataNormalizationMode and pass DataNormalizationMode.Raw. See:
Also, a good portion of the data used by QC has been and is screened for errors, which might not be the case in other platforms.
See for instance this:
QC developers but also the QC community report errors when they see some.
Fred
Randy Terbush
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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