Checking how pulling prices work in OnData and Shdeduled functions, I noticed that prices (at least in case of SPY) are not correct. Say in attached Backtest, the price of SPY on 21-Mar-2017 at 09;40 is 236.35, while actual was 237.42 .. It looks like adjusted by dividends price, but my resolution is 1 min .. I tried other dates with similar issue. Could you help please? 

And one more question. It seems that Scheduled fuctions have priority in action before OnData? Say, if my scheduled function fires at 15:45, OnData main function will start after that at 9:30 same day ? 

Thank you!