Hello Community,

I am using the EndOfDay function and compared the dates I see on the tradebars in OnData and the date of QCAlgorithm. 

When everything involved as minute-resolution, things are fine and all the dates agree.

As soon as one thing has daily, things change - and the algo-date is ahead of the tradebars by a businessday.

You will see this in the logs, when you either enable the AddDataQuandl-line or change SPY and AAPL to be daily.

Am I taking a wrong turn somewhere or is there a problem with feeding data into the OnData-machinery?

Many thanks - C