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SPY closes: Yahoo v. Quantopian history

Apologies if this has been asked/answered before. I'm seeing minor differences between what Yahoo reports as SPY closing prices and what history in Q gives. E.g.

Date Yahoo Q
10/09/15 201.40 201.36
10/12/15 201.59 201.55

When live trading, I often like to get a forecast of how my algo will behave on a given day. If I use Yahoo as the source, I'll sometimes be led astray (if there is a threshold in the code, say, that is between the Yahoo and Q values). I guess the question boils down to whether we can know prior to trading on a given day what history will report as the previous day's closing SPY price.

Robert

2 responses

Robert, no problem and this is actually a common question. From our FAQ,

Quantopian uses the last traded price as the close price for the security. Depending on the data source, others may use end-of-day (EOD) prices. For example, Yahoo is an EOD datasource. Yahoo and other EOD data providers get their price and volume data from the official exchange record. Quantopian's data is generated by the actual trades, regardless of what exchange the trade was made on. The EOD sources rarely exactly match data derived from intraday data. For instance, the official close for a NYSE stock is the last trade of the day for the stock on NYSE. But if the stock also trades on Chicago, Pacific or another regional exchange, the last trade on one of those exchanges could be our close.

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Ah, yes. Thanks! Best, Robert