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IGE, Daily The issue starts from Jun 10th, 2005; and continues until Jun 10th, 2005

Ticker IGE
From 2005-06-10 00:00:00
To 2005-06-10 00:00:00
Security Type Equity
Market USA
Resolution Daily
Status Closed

there is a sudden frop from $19 to $10

ige = qb.AddEquity("IGE")
start_date = datetime(2001,11,26)
end_date = datetime(2007,11,26)
df_ige = qb.History([ige.Symbol], start_date, end_date, Resolution.Daily)
ret = df_ige.close.pct_change(1)
df_ige.unstack(0).loc[ret.idxmin() + timedelta(-2) : ret.idxmin()+timedelta(4)]

https://finance.yahoo.com/quote/IGE/history?period1=1122847200&period2=1123624800&interval=1d&filter=history&frequency=1d

Update Backtest







Ata, thank you very much for reporting this issue.

However, I don't find any issue with the data.

Please note that IGE has a 2 for 1 split on June 09, 2005.

https://www.quantconnect.com/data/file/equity/usa/daily/ige.zip/ige.csv

The split is reflected in the raw prices, and it’s correctly handled by our engine, check the attached backtest.

If you consider there is actually an issue, please share the link to the file in the data explorer or, a working backtest (like the one I shred) showing the unexpected behavior.

Best.

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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 in progress.

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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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