ETHUSD, Daily The issue starts from Apr 1st, 2018; and continues until Apr 5th, 2018

From 2018-04-01 00:00:00
To 2018-04-05 00:00:00
Security Type Crypto
Market GDAX
Resolution Daily
Status Waiting Review

I'm using the below code to check and compare the prices I get from QC against the ones on GDAX. On daily bars, some close prices don't match up at all between sources.

For example, during these days QC says:

2018-04-01 20:00:00 :379.082018-04-02 20:00:00 :381.52018-04-03 20:00:00 :420.492018-04-04 20:00:00 :380.072018-04-05 20:00:00 :381.55


Whereas GDAX says:

2018-04-01 20:00:00: 378.18

2018-04-02 20:00:00: 384

2018-04-03 20:00:00: 416.28

2018-04-04 20:00:00: 378.43

2018-04-05 20:00:00: 381.26


Please let me know. These are big differences!

I also wanted to add that when I pull the prices on hourly frequency, the prices from QC seem to be shifted forward one hour. For example, the prices at 23:00 on GDAX are the prices at 00:00 on QC.



Update Backtest

Update Backtest


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