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Not getting the right data
Jingyan Xu
posted
Seeking Help Using Data

Hi mates, I just started the tutorial and found the issue... Help..

start = '2014-01-01'
end = '2015-01-01'
data = get_pricing(['AAPL', 'MSFT'], fields='price', start_date=start, end_date=end)
data.head()

I ran the above codes, but getting the wrong price data returned.. The prices for AAPL wasn't correct, and it also differed from the results in this tutorial: https://www.quantopian.com/lectures/plotting-data. Any idea? Thanks!
Equity(24 [AAPL]) Equity(5061 [MSFT])
2014-01-02 00:00:00+00:00 77.405 36.155
2014-01-03 00:00:00+00:00 75.700 35.936
2014-01-06 00:00:00+00:00 76.107 35.167
2014-01-07 00:00:00+00:00 75.559 35.430
2014-01-08 00:00:00+00:00 76.043 34.797

2 responses
Dan Whitnable

Perhaps what you are seeing is prices being adjusted 'as of' different dates? The get_pricing method adjusts prices 'as of' the end date. If one has different end dates then adjustments may be different and result in different prices. Take a look at these posts for a bit more explanation

https://www.quantopian.com/posts/usequitypricing-and-get-pricing-data-difference
https://www.quantopian.com/posts/research-updates-get-pricing-and-jupyter-notebook-upgrade

Does that seem to be what you may be seeing?

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Jingyan Xu

That makes sense.. Thanks Dan!

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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.