Ticker GOV
From 2018-12-31 00:00:00
To 2019-01-01 00:00:00
Security Type Equity
Market USA
Resolution Daily
Status Resolved

The ticker GOV was renamed to OPI on the 1.1.2019. At the same time there was a split in OPI of 4:1. 

The split is not indicated in the according data Slice function.

See also here:

https://www.quantconnect.com/forum/discussion/6436/momentum-strategy-symbolchangedevents-indicators/p1