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BTCUSD, Minute The issue starts from Aug 10th, 2018; and continues until now

Ticker BTCUSD
From 2018-08-10 00:00:00
Security Type Crypto
Market GDAX
Resolution Minute
Status Closed

Unrealistic equity jump in BTCUSD (GDAX) starting on 2018-08-10.
Buy-and-hold BTC through that day results in over 100% drawdown.
Equity chart unrealistically jumps 6 times up then back down (backtesting with minute-resolution data subscription):

Friday, August 10, 2018 7:30:00 AM
Friday, August 10, 2018 7:35:00 AM
{"x":1533886200,"y":1024992.4667},{"x":1533886500,"y":633751144.2341}

down:
{"x":1533916800,"y":633751144.2341},{"x":1533917100,"y":1025581.8558},

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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.


Pavel, thank you very much for reporting this.

This issue was generated in the exchange itself, and it was reported by CoinBase here

There is nothing we can do (our even our vendor) about it.

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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.


JayJayD has marked this issue as closed.

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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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