I am using the following to look back and grab the 'current price'—simple, straight forward.
hist_10 = data.history(sid(4067), 'price', 10, '1d')
current_price = hist_10[-1]
The log is:
2016-05-02 PRINT 10.64
2016-05-03 PRINT 10.11
2016-05-04 PRINT 9.89
2016-05-05 PRINT 9.4
Looking at these prices and the prices on Yahoo, these look to be the closing prices of the previous trading day? The current price for 2016-05-02 is 10.64, while the Yahoo (an others) do not have anything close to that price (open, close, avg, etc), but the closing price for 2016-04-29 (previous trading day) is 10.62. Same goes for any other day.
I get the same output with:
data.current(sid(40607), "price")
So my question, under what context should "current price" be used if it is simply the previous day's closing price? I guess this would not be the case if you are running minutely.
Yahoo link: http://finance.yahoo.com/q/hp?s=AG+Historical+Prices