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VX21X12, Minute The issue starts from Nov 7th, 2012 06:41 PM; and continues until Nov 7th, 2012 11:59 PM

Ticker VX21X12
From 2012-11-07 18:41:00
To 2012-11-07 23:59:00
Security Type Future
Market USA
Resolution Minute
Status Waiting for Data Vendor

Definitely an incorrect value somewhere. Here is an example of my portfolio equity while being short this contract.

```

                              equity
time                                
2012-11-07 01:46:00+00:00   620470.5
2012-11-07 18:41:00+00:00 -6252830.0
2012-11-07 23:59:00+00:00   608220.5

```

Update Backtest







Thank you very much Brian Christopher for reporting this.

Great catch BTW! The issue is a single minute of data.

We're working on it.

https://www.quantconnect.com/data/file/future/usa/minute/vx/20121107_quote.zip/20121107_vx_minute_quote_201211.csv
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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 waiting for data vendor.

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Hey Brian Christopher 

Thank you very much for taking the time to report this and all the other VIX cases.

We found the wrong ticks in our vendor's raw data, the issue was reported to them and we're waiting for the patch.

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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.


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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