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Issue getting Raw prices

I am having an issue getting Raw quotes. I was the whole day debuging the issue, and the behaivior is a bit strange. If I work with one and only one asset, I am able to get Raw quotes without any problem, as expected. Nevertheless, as soon as I add a second asset, QuantConnect gives me Dividend and Split adjusted prices.

Attached you have a backtest that shows the issue. Despite I asked Raw prices, the split and dividend adjusted prices are returned. Nevertheless, if you work with only one asset (commenting line 13 and 16), Raw prices are in fact returned.

I appreciate your help. I am not sure what I am doing wrong. Thanks.

Update Backtest








Hey Gabriel, Logging price is against the terms of use and will get your account blocked by the data providers. Please help us keep the service online by repecting the rules =)

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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.


Hi Jared. I am sorry to violate the terms of use. That was not my idea at all. 

Can you please help me telling me how I should verify if the prices are the one that I expect? Logging the price was the only way found. In fact, the backtest I attached is just a sample. I was working in a more complex algorithm, and the outputs don't match what I have in my mind. So I have debuging step by step, until I realize that the issue was in the quotes: the quotes I receive are different than what I expected. 

If you can help me getting the prices adjusted, I will be very greatful. Also, I will be thankful if you can tell me how should I write this example, to show you the issue, without a violation of the terms of use.

Again, I am sorry for my fault. 

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I will try using the chart feature, and I guess I will not violate the term of use. Will write example and will come back. sorry.

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I have recoded the sample backtest to don't violate any terms of use. I am now charting the quotes. I guess it is not a violation, because in the documentation there's an example.

On the attached code you can see that I am asking the Raw quotes, but the split and dividends adjustment prices are returned. Nevertheless, if you just work with only one asset, the Raw quotes are in fact returned. I will try to attach a second backtest, working with only one asset, to see the difference.

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Here's the second backtest, working only with SPY. Verify that on the backtest above the SPY quotes are near $112 and in backtest below, with the same code but working only with SPY, the quotes are near $127, which is the real raw quote.

Once again, thank you for your help. I tried to solve this issue alone, but I am currently stuck. 

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Thanks Gabriel -- we fixed this issue around the 20th of March, 2018. There was a race condition with setting the raw pricing mode with options. 

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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.


Update Backtest





0

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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