Ticker TVIX
From 2012-12-21 00:00:00
To 2013-08-30 00:00:00
Security Type Equity
Market USA
Resolution Minute
Status Resolved

#Check for TVIX splits if data.Splits.ContainsKey("TVIX"): ## Log split information self.tvixSplit = data.Splits['TVIX'] if self.tvixSplit.Type == 0: self.tvixSplitTrigger = 1 self.Log('TVIX stock will split next trading day. Holdings will be liquidated') if self.tvixSplit.Type == 1: self.Log("Split type: {0}, Split factor: {1}, Reference price: {2}".format(self.tvixSplit.Type, self.tvixSplit.SplitFactor, self.tvixSplit.ReferencePrice))

Using the above code block in my OnData() method I notice that the two reverse splits on 12/21/2012 and 8/30/2013 are not captured in my logs while all subsequent splits are.  This is causing unusual backtest results on those days.  Am I interpreting these results incorrectly?