Ticker | UPRO |
From | 2018-05-25 21:31:00 |
To | 2018-05-26 00:00:00 |
Security Type | Equity |
Market | USA |
Resolution | Daily |
Status | Resolved |
On the aforementioned date, a UPRO market order executes at $15.81 when the the value before and after that price is approximately $47.
JayJayD
Brian, you already reported this issue here, and I couldn't find a problem with the data.
Plase take a look to the attached algorithm, particularly the close plot and the trades.
If you still believe there is an issue with the data, please provide us a test case with the expected and actual values so we can zoom into it easily.
QuantConnect Robot
JayJayD has marked this issue as in progress.
Brian Christopher
I'm not sure why it doesn't show up. Here's a screenshot of the trade.
JayJayD
Brian Christopher , I was able to replicate the issue with daily data but not with other resolutions. Can you please try with higher resolution (e.g. Hourly)?
In the meantime we're working on it in the Lean side.
Thank you for reporting the issue!
JayJayD
Brian, you can follow the fix to this issue here.
As this is not a problem related with data I'll close the thread.
Best and thanks again for reporting it... twice! :)
JJD
QuantConnect Robot
JayJayD has marked this issue as closed.
Brian Christopher
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