Hi guys,
I compare historical data in minute and day time frame. And I find a question.
Quantopian is using the last minute close price as day close price.
However, in practice, there is a dismatch somehow.
For example, on 2018-02-05, MA stock last minute close price is 164.09, which is the same as Interative Brokers' minute data.
However, google finance and Interative Brokers adjust 2018-02-05 MA day close price to 164.59 in day time frame, keeping 164.09 in minute frame. Anyone knows why there is a price adjustment or dismatch in different time frame?