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"get_pricing" Potential Bug
Joe stelzer
posted Sep 13, 2017

When I use "get_pricing" to look back on the daily open price of the stock "AGN" from 2017-01-03 to 2017-09-08, I get different values for the daily open price compared to if I use "get_pricing" for just one specific day.

For example:

when using: get_pricing("AGN", start_date="2017-01-03", end_date="2017-09-08", frequency='daily', fields="open_price"), the daily open price on 2017-01-03 is $212.244

when using: get_pricing("AGN", start_date="2017-01-03", end_date="2017-01-03", frequency='daily', fields="open_price"), the daily open price on 2017-01-03 is $214.15

I have tested this out on a few other stocks and the same discrepancy occurs.

2 responses
Jamie McCorriston
Sep 13, 2017

Hi Ben,

The prices obtained via get_pricing are always split- and dividend-adjusted as of the end_date of your query. It looks like AGN paid out dividends a few times in 2017, so the price retrieved from your longer query is adjusting for these events. I hope this helps.

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Joe stelzer
Sep 13, 2017

Makes sense, thanks!

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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.