I fetch the close prices using diferent methods and i dont get the same output.
One method was get_pricing()
get_pricing_close = get_pricing(symbols('AAPL'), start_date=startDay, end_date=endDay).close_price The other was trougth the pipeline
USclose= USEquityPricing.close.latest
return Pipeline(
columns={ 'USEquityPricing.close': USclose}
)
And the third one is the yahoo finance close price.
I dont get what is going on.
Very common question. The short answer is that the get_pricing method adjusts for splits and dividends as of the end date. Pipeline is adjusted daily as of the pipeline date (ie the date in the level 0 index). Yahoo prices are adjusted as of the current date. Being adjusted as of different dates makes the prices and volumes appear different. There are several post which go into more detail and, interestingly, also reference AAPL. Take a look at the following:
https://www.quantopian.com/posts/inconsistent-aapl-data-between-prices-and-data-comming-from-the-pipeline
https://www.quantopian.com/posts/usequitypricing-and-get-pricing-data-difference
Hope that makes things clearer.
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