Missing price data during last 10 days?

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Missing price data during last 10 days?

posted Jun 29, 2018

Hi all,

I just find that there's no data for the last ten days. Following is an example. I'm using the Research Notebook. Anything wrong with Quantopian? Thank you.

data = get_pricing('AAPL', start_date='2018-06-02', end_date='2018-06-28', fields='price')  

2018-06-04 00:00:00+00:00    191.81  
2018-06-05 00:00:00+00:00    193.31  
2018-06-06 00:00:00+00:00    194.07  
2018-06-07 00:00:00+00:00    193.48  
2018-06-08 00:00:00+00:00    191.48  
2018-06-11 00:00:00+00:00    191.25  
2018-06-12 00:00:00+00:00    192.25  
2018-06-13 00:00:00+00:00    190.71  
2018-06-14 00:00:00+00:00    190.81  
2018-06-15 00:00:00+00:00    188.91  
2018-06-18 00:00:00+00:00       NaN  
2018-06-19 00:00:00+00:00       NaN  
2018-06-20 00:00:00+00:00       NaN  
2018-06-21 00:00:00+00:00       NaN  
2018-06-22 00:00:00+00:00       NaN  
2018-06-25 00:00:00+00:00       NaN  
2018-06-26 00:00:00+00:00       NaN  
2018-06-27 00:00:00+00:00       NaN  
2018-06-28 00:00:00+00:00       NaN  
Freq: C, Name: Equity(24 [AAPL]), dtype: float64

4 responses

Yup, I see the same issue. Looks like maybe all price data is missing for last 10 days or so??

Jamie McCorriston

Thanks for reporting this Simon. We're looking into it. In the meantime, you can access the missing daily data in Pipeline like this:

from quantopian.pipeline import Pipeline  
from quantopian.pipeline.data.builtin import USEquityPricing  
from quantopian.research import run_pipeline

pipe = Pipeline(  
    columns={  
        'close_price': USEquityPricing.close.latest,  
    }  
)

df = run_pipeline(pipe,'2018-06-02', '2018-06-28')

df.loc[(slice(None), symbols('aapl')), :]

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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.

Seems to work now.

It works now. Thanks a lot!

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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.

About Quantopian

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.