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Data Accuracy

I was wondering what specific steps have been taken to ensure the accuracy of QuantConnect's historical data? I realize that ensuring perfect accuracy down to every tick of every symbol is pretty unrealistic, but have attempts at least been made to remove inaccuracies in minute-to-minute data or even daily data? I'm not trying to imply that I have found anomalies in the data (I haven't).

I also wanted to say that I have only been a member of QuantConnect for less than a week and I already love it. QuantConnect is going to make life a million times easier for a beginner-level algo trader like me! Keep up the good work guys!
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Welcome Brendan! Glad we can help! The best way to answer this is to just give you an overview of our data process:

- We receive raw ticks from all our providers: QuantQuote (US Equities), FXCM and Oanda. The tick data is saved raw, unprocessed.
- We then aggregate these ticks into bars, filtering non-tradable ticks. This way if you'd like the entire raw bars data you can use ticks and build the bars how you'd like.
- The data is always in raw un-adjusted format, and then we scale and apply splits/dividends as requested by the user strategy.
- Data is fetched automatically at the end of each day and normally available within 24 hours.
- Thanks to some work by Rob we have automated backtest logic which scans for anomalies in the prices and reports from inspection.
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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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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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