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| Ticker | VX17V12,VX21X12,VX16F13 |
| From | 2012-09-17 18:52:00 |
| To | 2012-11-05 18:20:00 |
| Security Type | Future |
| Market | USA |
| Resolution | Minute |
| Status | In queue |
My algorithm was able to trade these contracts at values of $0.55 and $0.05. Entry prices were between $19-$23.
The exact dates are below:
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2012-09-17 18:52:00 VX17V12 Market $0.55 USD 3 Buy Filled Liquidated
2012-09-24 18:56:00 VX21X12 Market $0.55 USD 7 Buy Filled Liquidated
2012-11-05 18:20:00 VX16F13 Market $0.05 USD 17 Buy Filled Liquidated
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JayJayD has marked this issue as waiting for data vendor.
Brian Christopher, this issue is confirmed, the reason is wrong values in our vendor’s raw data. It was already reported and we’re waiting for the patch.
Thank you very much for reporting it.
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 I know this is waiting for the vendor to update, but is a ~month a normal or expected response time for data fixes?
JayJayD has marked this issue as in queue.
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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