I'm new to Quantconnect and started out by building a simple algorithm based on given examples.

For DE30EUR, I buy one minute after the market opens and sell one minute before the market closes.

The fill prices for the trades seem to be wrong however... for example from the backtest:

2019-02-20 02:01:00DE30EURMarket€11,288.60 EUR15BuyFilled

Those price seems to be nowhere near the correct value, as DE30EUR seems to be well above 11290 all the time according to the database.


Does anyone know what's the problem here?