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JNK, Daily The issue starts from Mar 30th, 2019; and continues until now

Ticker JNK
From 2019-03-30 00:00:00
Security Type Equity
Market USA
Resolution Daily
Status Waiting Review

The JNK split around April 1, 2019 appears to be inappropriately accounted for.

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This is still an issue.  JNK is the 2nd largest non-investment grade bond ETF (>$7B AUM).  It would be nice to be able to use this in backtests without this data error.

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I found this bug too while backtesting and it ruined my backtest:

2019-03-26 00:00:00 JNK Buy Market On Open $306.3155455619406 USD 55 Filled
2019-04-25 00:00:00 JNK Sell Market On Open $103.1795719204995 USD -55 Filled

 

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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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