I'm trying to write an algo that uses ES Futures. 

def Initialize(self):

	self.SetStartDate(2022, 6, 1)
	self.security = self.AddFuture("ES", dataNormalizationMode = DataNormalizationMode.BackwardsPanamaCanal)

I'm printing prices to the console like this:

def OnData(self, data):

	if self.Time == datetime(2022, 6, 1, 10, 0, 0): # 2022-06-01 10:00:00
    	price = self.Securities[self.security.Symbol].Price
    	self.Debug(f"{self.Time} - price is {price}

I'm getting the output:

2022-06-01 10:00:00 - price is 4205.25

 

The issue is that I'm checking them against Interactive brokers prices and it's not matching up. 

On 2022-06-01 the contract that's being traded could either be the June or the September contract, but for both of them the prices aren't close to 4205.25. 

 

# 2022-June (In NY Timezone)
date_and_time,      high,       low,        close,      volume
2022-06-01 09:59:00,4151.500000,4147.750000,4149.000000,2050
2022-06-01 10:00:00,4153.750000,4148.500000,4150.500000,1610    <--- DOESN'T MATCH
2022-06-01 10:01:00,4155.000000,4137.500000,4141.250000,10188


# 2022-September (In NY Timezone)
date_and_time,      high,       low,        close,      volume
2022-06-01 09:59:00,4151.000000,4151.000000,4151.000000,1
2022-06-01 10:00:00,4153.250000,4152.750000,4153.250000,2       <--- DOESN'T MATCH
2022-06-01 10:01:00,4155.000000,4140.500000,4145.000000,97

 

Where does the 4205.25 price in QuantConnect come from?