I have noticed that the price values of stocks in a coarse universe on occasion seems to be way off the correct value for a stock a given date. I have checked both the raw and adjusted price, an although they differ, they are still way off. I have attached a backtest which calculates how much each stock has gapped up since previous day close, however, the previous day close is simply wrong. The logs display (for date: 2021-05-11):

{'ticker': 'TANH', 'gap': 21971.42857142857, 'symbol': , 'last_close': 1.12, 'cur_price': 247.2}

{'ticker': 'TBLT', 'gap': 14402.164502164504, 'symbol': , 'last_close': 0.693, 'cur_price': 100.5}

The “last_close" value comes from coarse universe selection and are way off. Neither the CoarseFundamental.Price, CoarseFundamental.AdjustedPrice or CoarseFundamental.Value gives the actual previous day close. 


How come these values are way off? Do I need to perform a history request at the end of each day to get the actual closing price that day?