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MELI, Daily The issue starts from Jul 13th, 2020; and continues until Jul 13th, 2020

Ticker MELI
From 2020-07-13 00:00:00
To 2020-07-13 00:00:00
Security Type Equity
Market USA
Resolution Daily
Status Waiting Review

Hello,

I am observing a daily high price of 1063.40 for MELI on 7/13/2020 in my history calls. Comparing this to daily data from other sources, there appears to be a relatively large discrepancy regarding the daily high. On TOS and other data sources, I am seeing a daily high of 1,125.00, a ~$61 difference. 

I noticed a similar occurence for MELI on 7/27/2020. I am reporting this as a data issue, but I am also seeking guidance as to whether there may be differences in the way QC reports its daily high data vs other sources that may be driving these discrepancies.

Thanks!

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I have noticed this trend with other equities as well, with QC daily high data almost always being lower than other data sources in instances like these.

1

It is likely the price adjustment technique. Please post the specific tickers, dates,and external references 

0

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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0

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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