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Bug in live trader, wrong closing price statistics.

Hey,

I think the prices in the live traded algorithms might be wrong. Etc XBI closed at 242.12 (http://finance.yahoo.com/q?s=XBI). But in my live algorithm it says 241.99. Same is true for Expedia, closed at 108.17 (http://finance.yahoo.com/q?s=EXPE), but closing price in the live panel says 108.15. This is true for more than half my stocks. It seems that the closing price in the live panel actually reflects the 15min delayed price. Because exactly 15min before closing, the Expedia price was indeed 108.15.

It does leave a bit of a cap for closing in the live panel, compare to say google finance.

4 responses

Quantopian closing prices are not the official closing prices, they are just the price that the stock traded at at or before 16:00.

But that is not true either. EXPE traded at 108.14 at 15:59:58. That is the last traded price before 16.00. In fact, the last time it traded at 108.15 was at 15:58:42.

I am not sure where you are getting your data, but I see 108.15 at 15:59:59...

http://quotes.freerealtime.com/dl/frt/M?IM=quotes&type=Time%26Sales&SA=quotes&symbol=EXPE&qm_page=57328

My bad, Apperently I only looked at the regular exchange, not NSD or BATS: