Ticker | VXX |
From | 2009-01-30 00:00:00 |
To | 2018-01-17 00:00:00 |
Security Type | Equity |
Market | USA |
Resolution | Minute |
Status | Resolved |
When running a backtest for VXX from any date prior to 1/18/2018 I get following error (using 1/17/2018 as example start date):
"The starting date for symbol VXX, 2018-01-17, has been adjusted to match map file first date 2018-01-18."
Note that on 1/29/2018 VXX became VXXB and then on 5/2/2019 VXXB was changed to VXX. The necessary files exist in the data viewer so mapping error is my guess. I did not see the equivalent error in the lean code running locally.