Data Quality

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Data Quality

posted Aug 19, 2017

Getting Started Using Data Research Pipeline

I'm just starting over again trying to explore a couple strategies in Quantopian and I was examining the last price, market cap, and outstanding share data I was getting out of a notebook pipeline. The accuracy of the data is concerning. I've attached a simple notebook showing some of the issues using AAPL as an example. What I'm focused on is inaccuracies in last price, outstanding shares, and market cap data. What's strange is the outstanding shares and market cap data is coming from Morningstar, but isn't consistent with what Morningstar shows on their website. Note the market_cap data that repeats despite changes in last price.

For reference, I believe the most recent data for AAPL should be:
Last Price: $157.50
Outstanding Shares: 5.165228B
Market Cap: $813,523,410,000

Are these known issues? Is Quantopian working with their data vendors to improve the data quality? Are there known work arounds for dealing with these data problems as pertains to market cap and outstanding shares?

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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 Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian 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.