quantopian.pipeline.data.builtin import USEquityPricing showing slightly incorrect data on many stocks. Is it fixable?

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quantopian.pipeline.data.builtin import USEquityPricing showing slightly incorrect data on many stocks. Is it fixable?

edited Mar 8, 2019

Hi,
I'm a Quantopian newbie and have been playing around with the IDE using the "Build Algorithm" button and checking my filters via outputting to the logs.
It seems that there are so many incorrect daily prices on USEquityPricing. They are approximately right, but many other systems (including https://www.nyse.com/quote ) show different open and close prices.
Is there a pipeline I can connect to in the IDE to get accurate data or can I fix this one?

2 responses

For instance,this log shows
2019-02-13 02:20 regression:222 INFO Sec FTR FRONTIER COMMUNICATIONS CORP todays_open 2.1 todays_close 2.6
Both IG markets and the NYSE mentioned above show (open 2.28 close 2.32) (open 2.29 close 2.33) respectively.
It would basically mean I'd miss this trade if I were working in real time.

Ah, I had the array the wrong way around. Prices are now within $0.005 to $0.01 different from other price indicators.

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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.