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In a historical US-equity backtest using LEAN v2.5.0.0.18184, a CASH account with leverage 1 and the standard EquityFillModel, submission snapshots at January 3, 2007, 09:31 New York time show:
- BRKB: bid $0.01, ask $10,000, last $3,678.
- BRKA: bid $0.01, ask $150,000, last $109,900.
Market buys filled at those asks plus configured slippage of $0.001/share. Are these valid historical quotes, non-executable placeholder quotes, or known data issues? How can their timestamps, sizes, and conditions be verified?
Separately, an AMB purchase of 2,133 shares had a submission last price of $58.53 and filled at $59.151. Reconstructed cash before the fill was $125,371.1005. Including commission of $0.0035/share, the fill cost $126,176.5485 and left cash at −$805.448.
Is this consistent with buying-power validation using the last price while execution uses ask plus slippage? Which source commit corresponds to build 18184?
This inquiry concerns execution mechanics and data provenance only.
Ahmad Shirvani
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