Quantopian's community platform is shutting down. Please read this post for more information and download your code.
Back to Community
Why historical prices of SPY is different from Yahoo Finance?

I have not check others yet

Quantopian output:
2014-12-01handle_data:35INFO206.46
2014-12-02handle_data:35INFO205.97
2014-12-03handle_data:35INFO207.24
2014-12-04handle_data:35INFO207.49
2014-12-05handle_data:35INFO207.84
2014-12-08handle_data:35INFO207.53
2014-12-09handle_data:35INFO204.51
2014-12-10handle_data:35INFO205.76
2014-12-11handle_data:35INFO204.12
2014-12-12handle_data:35INFO202.532
2014-12-15handle_data:35INFO202.09
2014-12-16handle_data:35INFO198.44
2014-12-17handle_data:35INFO198.42
2014-12-18handle_data:35INFO204.76
2014-12-19handle_data:35INFO206.22
2014-12-22handle_data:35INFO207.029
2014-12-23handle_data:35INFO208.088
2014-12-24handle_data:35INFO207.995
2014-12-26handle_data:35INFO208.27
2014-12-29handle_data:35INFO208.36
2014-12-30handle_data:35INFO208.18
2014-12-31handle_data:35INFO207.98

Yahoo Finance:
http://finance.yahoo.com/q/hp?s=SPY&a=11&b=1&c=2014&d=11&e=31&f=2014&g=d

Am I missing anything..

2 responses

Not 100% sure but...

It could be the difference between consolidated closing prices and official closing prices.

See Ernie Chan's blog post about the subject.

Kun, check out the FAQ under the data section:

Why is your close price different from other data sources?

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.

Disclaimer

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.