I have fetched the history data in my algorithm used the history method:
history(bar_count=10,frequency='1d',field='price')
here is the data i print in my program:
2011-01-04PRINT Equity(24 [AAPL]) Equity(8554 [SPY])
2010-12-21 00:00:00+00:00 46.317 125.36
2010-12-22 00:00:00+00:00 46.465 125.78
2010-12-23 00:00:00+00:00 46.229 125.59
2010-12-27 00:00:00+00:00 46.387 125.66
2010-12-28 00:00:00+00:00 46.497 125.80
2010-12-29 00:00:00+00:00 46.472 125.93
2010-12-30 00:00:00+00:00 46.238 125.76
2010-12-31 00:00:00+00:00 46.064 125.80
2011-01-03 00:00:00+00:00 47.104 127.05
2011-01-04 00:00:00+00:00 47.330 126.93
when i compare it with the yahoo finace data enter link description here, I found they are not the same.
as for the spy index data, the yahoo data is as below:
Date Open High Low Close Volume Adj Close*
Dec 23, 2010 125.64 125.78 125.29 125.60 70,053,700 112.79
Dec 22, 2010 125.48 125.82 125.41 125.78 78,878,100 112.95
Dec 21, 2010 124.99 125.47 124.87 125.39 94,965,500 112.60
for example, the adjusted price at yahoo finance at 12/21/2010 is 112.60, while the price 125.36 in my algorithm.
