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| 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
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.
Chris Kramvis
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
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.
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.
QuantConnect Robot
JayJayD has marked this issue as in progress.
JayJayD
Brian Christopher and Chris Kramvis, this issue was fixed, please check the attached backtest.
Thank you very much for reporting the issue!
QuantConnect Robot
JayJayD has marked this issue as closed.
Brian Christopher
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