I'm running a backtest for April 19th, 2022 on AAPL. I'm using by the second data and also have 3 minute consolidated data running. The issue that I'm having is that the second data is about $0.20 lower than the actual data (I've checked TD Ameritrade data and Interactive Brokers historical data).
I doubt that the data feed from Quantconnect is wrong, so it must be something in my programming, however, I can not figure it out.
Notice the price is BELOW the low of that bar on April 19, 2022. The low of the bar historically was 166.06
If you go to line 291 in my code and put a break point in and debug it, I believe you will see the data difference as I'm seeing it.
Thanks in advance, Travis
Alexandre Catarino
Hi Travis Newman ,
The data difference between QuantConnect data (from AlgoSeek in this case) and other sources can be explained by the following:
We have added a section on the new documentation that explains them in detail:
Our Platform > Datasets Misconceptions
Best regards,
Alex
Travis Newman
Thank you, with the documentation that you provided, I found out that I need to be adding this line if I want the chart data from TD Ameritrade and Interactive Brokers to match (the reason is that AAPL had a dividend of $0.23 on May 6th):
Travis Newman
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!