Hi all,
I am attempting to test an algorithm that shorts the VXX security. However, there were some problems with the execution, so, for debugging purposes, I had my algo print the current price of VXX in the handle data method. However, I got a value that is completely off from the values that I am getting from both the research notebook and yahoo finance.
Specifically, I'm comparing the prices on Jun 23, 2014. The handle_data prints values that fluctuate around 28 to 29, while the correct value should be in the 400 range.
Any ideas on what is going on?