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SPY Closing Price Question

I am trying to capture the daily closing price of the SPY using timecodes.

I have noticed by looking on the time&sales that the closing prices do not match up with the last trades before the 4pm bell.

For example: Today's last trade at 15:59:59 was 207.28, but the daily closing price was 207.26, which didn't first occur until almost 15 minutes later.

Just when exactly does the SPY's closing price occur? I cannot seem to find the answer anywhere.

Thanks!
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Hey Kevin, the closing price should be the last trade before 1600. Yahoo confirms the official record was 207.26.

Perhaps the reason you saw 207.28 could be - 1. a trade on/after 1600, or 2. a trade which was later cancelled so removed/stripped from the recorded prices.
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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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