Hello Community,

We have recently finished reprocessing all USA equity trades and quotes data since 2007. The processing worked through approximately 20TB of raw data from the top of the book ticks. We converted it into more than 200M files for the 5 data resolutions we support! We did the processing on QuantConnect's office 640-CPU server cluster. 

This data is now available for your backtesting and live trading. 

We reprocessed the data to precisely reflect the open and close auction price from the security's primary exchange. Each security has a primary exchange that sets the official opening price used for Market On Open (MOO) / Market On Close (MOC) orders. Once we determined the correct auction price, we set it for all resolutions.  Previously, the opening price would be set by the first tick in market hours. Although this was the most accurate for intraday strategies, it caused small (>0.1%) differences to other platforms for daily strategies or MOO/MOC orders.

Depending on your strategy style, you may notice a difference in backtesting performance. In addition to trade prices, daily close prices set coarse-universe asset prices.

We hope this makes your backtesting process better as your signals will likely line up better to what you expect with external platforms. Let us know how it goes and as always if you find data issues please report them with the data explorer so we can systematically fix them!