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

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

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

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.

Update Backtest







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. 

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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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JayJayD has marked this issue as in progress.

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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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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.


JayJayD has marked this issue as closed.

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Update Backtest





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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.


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