Back

TVIX incorrect split, Minute The issue starts from Jun 7th, 2018 09:30 AM; and continues until Jun 10th, 2018 10:00 AM

Ticker TVIX incorrect split
From 2018-06-07 09:30:00
To 2018-06-10 10:00:00
Security Type Equity
Market USA
Resolution Minute
Status In progress

The price did correctly show after split on 6/8/2018, but the quantity did not show correctly.

Update Backtest








JayJayD has marked this issue as in progress.

0

Confirmed, this issue has to do with the fact that June 08, 2018 split is not present in our factor files, but it's reflected in the prices.

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.


I'm curious when this issue will be resolved. I notice the same problem on my backtested conducted today. 9/10/2018

0

This issue was already reported to our data vendor, and we're waiting for their response.

Sadly, there is not much we can do before they fix their side.

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.


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.


Loading...

This discussion is closed