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.

Author