Share New Research 
Hi, I'm noticing a slight data discrepancy in the Close data on History requests. I'm pulling data on “TWTR” for 9/30/22 - 10/6/22. Here's the Close data from the History request, compared with other platforms like Trading View or Yahoo Finance. Note that TWTR has no dividend or stock splits, so should not be contributing to any data discrepancy.
Close on 9/30/22: QuantConnect - 43.94; TradingView/Yahoo - 43.84
Close on 10/3/22: QuantConnect - 42.60; TradingView/Yahoo - 42.54
Close on 10/4/22: QuantConnect - 52.02; TradingView/Yahoo - 52.00
Close on 10/5/22: QuantConnect - 51.32; TradingView/Yahoo - 51.30
Close on 10/6/22: QuantConnect - 49.42; TradingView/Yahoo - 49.39
As you can see, the values are only off by pennies, but since I'm using history data to compute other things like indicator values, it is creating lots more discrepancies downstream.
I will also send a bug report to support@quantconnect, but wanted to post this here in case there was a quick explanation.
Thanks,
Chetan
Nico Xenox
Hey Chetan Prabhu,
this is not a bug it's because they are different platforms and therefore they handle the data differently. Please see this post (there are more).
You might want to play around with different indicator settings or try to adjust the data normalization mode (DataNormalizationMode.Adjusted and DataNormalizationMode.Raw) to change the results that match your expectations.
Hope it helps ;)
Chetan Prabhu
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!