Back

Cannot get daily data for equity but can get minute data

Getting the daily price data for 2016-01-19 for SPY returns nothing, as if 2016-01-19 is a weekend (it is not).

Asking for the same data with Resolution.Minute works and return data.

Find notebook attached.

Update Backtest







Hi Joseph, for daily history data, the timestamp index is the EndTime of the daily bar. For example, 186.2 is the daily close price on 2016-01-19. For daily resolution, the bar end time would be 2016-01-20. 

 

 symbol    time               open     high     low     close    volume    

SPY         2016-01-20      189.96   190.11   186.2   188.02   122569923.0

 January 18, 2016 is a public holiday (Martin Luther King, Jr. Day), therefore, there is no price data on that day. In the index of the data frame, it would be January 19, 2016.
For minute resolution, the end time of the minute bar is also on the same day that's why you saw the minute price with the index 2016-01-19. 

1

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