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DGAZ, Daily The issue starts at the start of the data; and continues until now

Ticker DGAZ
Security Type Equity
Market USA
Resolution Daily
Status Closed

From Yujun Tang post.

Hello, there seems to be an issue with the DGAZ data where the values are extremely small before Nov 26, and then suddenly jumps to 70. Both Yahoo and Google finance show that the values were actually higher in the past. Attached a backtest for reference, as well as some of the values below:

2018-10-27 09:35:00DGAZMarket On Open $0.0402 USD2,915BuyFilled

2018-11-01 09:35:00DGAZMarket $0.03565 USD3,550BuyFilled

2018-11-06 09:35:00DGAZMarket $0.0264225 USD43,554BuyFilled

2018-11-11 09:35:00DGAZMarket On Open $0.021525 USD26,878BuyFilled

2018-11-16 09:35:00DGAZMarket $0.0096 USD256,993BuyFilled

2018-11-21 09:35:00DGAZMarket $0.006625 USD188,303BuyFilled

2018-11-26 09:35:00DGAZMarket $70.68 USD 

Update Backtest



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.

4 Comments

Thank you Yujun Tang  for reporting this issue, we're investigating this case.

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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.

0

Fixed.

Thank you very much Yujun Tang !

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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.

0
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.

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