EWJ, Daily The issue starts from Nov 1st, 2016; and continues until Dec 1st, 2016 by Brian Christopher

Brian Christopher INVESTOR

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Corrupted Files Missing Files Listing/Delisting Error Dividend Error

Missing Points Wrong Values Split Error Name Mapping Error

Ticker	EWJ
From	2016-11-12 00:00:00
To	2016-12-01 00:00:00
Security Type	Equity
Market	USA
Resolution	Daily
Status	Resolved

Corrupted Files Missing Files Missing Points Wrong Values TickerEWJFrom2016-11-12 00:00:00To2016-12-01 00:00:00Security TypeEquityMarketUSAResolutionDailyStatusWaiting Review

Looks like a bad split potentially. Price gaps from ~25 to ~50 overnight.

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Brian Christopher

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Chris Kramvis

Pro ,

I have also seen this problem in the hourly data. Its a problem w. a split on 11/7/2016. Should be a 1/4 split.

JayJayD

Pro ,

Confirmed, Chris Kramvis is right, the factor file for this security considers the November 7th, 2016 1:4 reverse split as a 1:2 split. If you check the raw prices before the split they are around 12.

https://www.quantconnect.com/data/file/equity/usa/daily/ewj.zip/ewj.csv#p=46

Brian Christopher, what I cannot reproduce is the drop to zero in November 2016, maybe the reason is you are plotting some of the holidays.

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567 Pro ,

JayJayD has marked this issue as in progress.

JayJayD

Pro ,

Brian Christopher and Chris Kramvis, this issue was fixed, please check the attached backtest.

Thank you very much for reporting the issue!

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567 Pro ,

JayJayD has marked this issue as closed.

Brian Christopher INVESTOR

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