Hi,
I noticed some discrepancies between minute and daily data, like in the attached screenshot. For AAPL, the daily data suggests that the high on Jan-27 was 144.25. But the minute data shows bids and asks > 146 on that day. Any idea what might be the reason for that?
Thanks,
Alex
Louis Szeto
Hi AlphaAlex
Sorry for the delay. The daily resolution data was aggregated at 00:00 of the next day, so 2023-01-27's minute data shall refer to 2023-01-28's daily data. Our data have 1-2 days delay until available for backtest/research usage (doc), thus the 2023-01-28 data was not available yet at the time of you calling the data (it was just forward filled from “2023-01-27” bar in your screenshot). As the 2023-01-28's data is not available yet, the aggregator cannot close the “2023-01-28” daily bar, so that bar is not valid.
The data should be available now although. 😊
Best
Louis
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AlphaAlex
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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