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Incorrect values for SMA

When I run this code in initialize:

self.AddEquity("SPY")

self.spy = self.Securities["SPY"].Price

self.spy_mavg = self.SMA("SPY", 10, Resolution.Daily, Field.Close)
self.SetWarmUp(20)

And this code on market open:

spy_price = float(str(self.Securities["SPY"].Price))
spy_mavg = float(str(self.spy_mavg))

if (spy_price < spy_mavg):

#run method code

The spy_mavg is significantly less than what I know is correct. What about the above code would cause the Simple Moving Average for SPY to be incorrect? Finaly tidbit: I'm running this code live to IBKR and using their data (I do have the appropriate subscription). Should run live using QC's data? Any help greatly appreciated. Thanks!

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Hi!

If you're able to attach a backtest, that would help enormously. I'm in particular interested in your start date (it could be trying to warm up using non-existent data). Also, what is the SMA value reported and what are you expecting? I'm interested in whether the difference is orders of magnitude (indicating missing data) or a few decimal points (indicating something more benign).

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Part of the issue is that the data in backtests are correct and the data live trading is incorrect. Example: I using the same code for VXX I get a backtest value of 44 and a live trading value of 38. Any theories as to why there wouldn't be parody?

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