When I request the 'price' field through history(), I believe I am getting the closing price for the day from Quantopian, however, none of the series matches the data from my charting provider, which is Sierra Charts (barcharts.com). I have tried using continuous_contract('ES') as well through the API, but no difference. Since I am asking for the closing_price for the daily bar, it shouldn't matter if quotes are delayed by quantopian... I don't think, anyway. I don't see a way to attach a file or snapshot of my data file to this message for comparison. Sorry... It is likely that I am misunderstanding how to call the daily closing price here. Would appreciate any suggestions.
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