Prices seem to change depending on the length of the total time period that is used, see example below:
Can anyone explain why?
aapl_close = prices(
assets=symbols('AAPL'),
start='2014-01-01',
end='2016-01-01',
)
aapl_close.head()
2014-01-02 00:00:00+00:00 76.109
2014-01-03 00:00:00+00:00 74.432
2014-01-06 00:00:00+00:00 74.832
2014-01-07 00:00:00+00:00 74.293
2014-01-08 00:00:00+00:00 74.769
Longer Time Period
aapl_close = prices(
assets=symbols('AAPL'),
start='2014-01-01',
end='2018-01-01',
)
aapl_close.head()
2014-01-02 00:00:00+00:00 73.274
2014-01-03 00:00:00+00:00 71.660
2014-01-06 00:00:00+00:00 72.045
2014-01-07 00:00:00+00:00 71.526
2014-01-08 00:00:00+00:00 71.984
Please note that this is a re-posting of a question I asked here before at the end of my post but for some reason everyone's focus there seems to be going towards the dividend adjustments which does not explain why these prices are changing depending on the time period that is used:
https://www.quantopian.com/posts/incorrect-pricing-on-quantopian
