Back to Community
Discrepancy in quantopian input data sets???
SaiKrishna Tummalapalli
edited
API using data research pipeline visualization

Quantopoian is showing the percentage increase in stock NTN is 30000% for the time period 10/16/2013 to 10/16/2016.

Below is the data given out by research:

    open_price  high    low close_price volume  price  
2013-10-16 00:00:00+00:00   0.2300  0.2300  0.2050  0.2240  117726.0    0.2240  
2013-10-17 00:00:00+00:00   0.2350  0.2350  0.2200  0.2200  45918.0 0.2200  
2013-10-18 00:00:00+00:00   0.2200  0.2200  0.2050  0.2120  52622.0 0.2120  
2013-10-21 00:00:00+00:00   0.2210  0.2300  0.2200  0.2300  93000.0 0.2300  
2013-10-22 00:00:00+00:00   0.2340  0.2340  0.2200  0.2270  60230.0 0.2270  
2013-10-23 00:00:00+00:00   0.2200  0.2330  0.2150  0.2320  63736.0 0.2320  
2013-10-24 00:00:00+00:00   0.2350  0.2350  0.2300  0.2350  52176.0 0.2350  
2013-10-25 00:00:00+00:00   0.2350  0.3220  0.2300  0.3220  310078.0    0.3220  
2013-10-28 00:00:00+00:00   0.3500  0.3500  0.2150  0.2700  336384.0    0.2700  
2013-10-29 00:00:00+00:00   0.2650  0.2750  0.2460  0.2550  204824.0    0.2550  
2013-10-30 00:00:00+00:00   0.2680  0.2680  0.2400  0.2490  103430.0    0.2490  
2013-10-31 00:00:00+00:00   0.2500  0.2500  0.2170  0.2410  138990.0    0.2410  
2013-11-01 00:00:00+00:00   0.2490  0.2500  0.2400  0.2450  51400.0 0.2450  
2013-11-04 00:00:00+00:00   0.2500  0.2780  0.2500  0.2600  69058.0 0.2600  
2013-11-05 00:00:00+00:00   0.2700  0.2750  0.2500  0.2610  54560.0 0.2610  
2013-11-06 00:00:00+00:00   0.2700  0.2700  0.2550  0.2700  88940.0 0.2700  
2013-11-07 00:00:00+00:00   0.2600  0.2700  0.2500  0.2700  115800.0    0.2700  
2013-11-08 00:00:00+00:00   0.2500  0.3000  0.2500  0.2940  257170.0    0.2940  
2013-11-11 00:00:00+00:00   0.2840  0.2840  0.2710  0.2750  73752.0 0.2750  
2013-11-12 00:00:00+00:00   0.2750  0.2850  0.2750  0.2850  244174.0    0.2850  
2013-11-13 00:00:00+00:00   0.2730  0.2750  0.2660  0.2680  121544.0    0.2680  
2013-11-14 00:00:00+00:00   0.2750  0.3080  0.2500  0.2900  1063710.0   0.2900  
2013-11-15 00:00:00+00:00   0.3000  0.3000  0.2700  0.2950  776546.0    0.2950  
2013-11-18 00:00:00+00:00   0.2800  0.2950  0.2800  0.2900  334010.0    0.2900  
2013-11-19 00:00:00+00:00   0.2920  0.3250  0.2900  0.3250  241288.0    0.3250  
2013-11-20 00:00:00+00:00   0.3250  0.3870  0.3250  0.3400  249268.0    0.3400  
2013-11-21 00:00:00+00:00   0.3400  0.3400  0.3150  0.3250  209036.0    0.3250  
2013-11-22 00:00:00+00:00   0.3280  0.3700  0.3230  0.3590  384006.0    0.3590  
2013-11-25 00:00:00+00:00   0.3800  0.4180  0.3800  0.3820  1160070.0   0.3820  
2013-11-26 00:00:00+00:00   0.3800  0.3890  0.3680  0.3890  233884.0    0.3890  
... ... ... ... ... ... ...
2016-09-02 00:00:00+00:00   7.0500  7.3700  6.8000  7.1500  4712.0  7.1500  
2016-09-06 00:00:00+00:00   7.2800  7.4900  6.7300  6.7300  8517.0  6.7300  
2016-09-07 00:00:00+00:00   7.2000  7.2000  6.6500  6.6500  3441.0  6.6500  
2016-09-08 00:00:00+00:00   6.6500  7.0100  6.4500  6.5900  6110.0  6.5900  
2016-09-09 00:00:00+00:00   6.5400  7.4100  6.4200  7.4100  16017.0 7.4100  
2016-09-12 00:00:00+00:00   7.2600  7.4411  6.7500  7.0200  10714.0 7.0200  
2016-09-13 00:00:00+00:00   7.1200  7.4700  6.9201  7.1400  3576.0  7.1400  
2016-09-14 00:00:00+00:00   7.2700  7.5000  7.0510  7.3300  7137.0  7.3300  
2016-09-15 00:00:00+00:00   7.4100  7.4200  7.1900  7.3600  4766.0  7.3600  
2016-09-16 00:00:00+00:00   7.3400  7.5000  7.0200  7.5000  8113.0  7.5000  
2016-09-19 00:00:00+00:00   7.4700  7.7900  7.4100  7.7900  6690.0  7.7900  
2016-09-20 00:00:00+00:00   7.7300  7.8175  7.2700  7.5400  3534.0  7.5400  
2016-09-21 00:00:00+00:00   7.3100  7.8900  7.3000  7.4200  1742.0  7.4200  
2016-09-22 00:00:00+00:00   7.3546  7.6000  6.7500  7.3800  31792.0 7.3800  
2016-09-23 00:00:00+00:00   7.4100  7.6600  7.1800  7.4500  25998.0 7.4500  
2016-09-26 00:00:00+00:00   7.5000  7.6100  7.1700  7.6100  7914.0  7.6100  
2016-09-27 00:00:00+00:00   7.4200  7.5000  7.1600  7.2700  6741.0  7.2700  
2016-09-28 00:00:00+00:00   6.9400  7.3300  6.7601  6.9500  11058.0 6.9500  
2016-09-29 00:00:00+00:00   7.1600  7.3100  6.7000  7.0000  15644.0 7.0000  
2016-09-30 00:00:00+00:00   6.8100  7.0990  6.7701  6.9501  6013.0  6.9501  
2016-10-03 00:00:00+00:00   6.9400  6.9800  6.6100  6.7201  9492.0  6.7201  
2016-10-04 00:00:00+00:00   6.7200  6.7500  6.6600  6.6700  1144.0  6.6700  
2016-10-05 00:00:00+00:00   6.5300  6.7690  6.5300  6.7400  3083.0  6.7400  
2016-10-06 00:00:00+00:00   NaN NaN NaN NaN NaN NaN  
2016-10-07 00:00:00+00:00   6.6000  6.8100  6.5200  6.6000  4772.0  6.6000  
2016-10-10 00:00:00+00:00   6.5100  6.5100  6.5100  6.5100  167.0   6.5100  
2016-10-11 00:00:00+00:00   6.5300  6.6000  6.5300  6.5600  3030.0  6.5600  
2016-10-12 00:00:00+00:00   6.6000  6.6840  6.5201  6.6200  11488.0 6.6200  
2016-10-13 00:00:00+00:00   6.5300  6.7700  6.5200  6.6000  301.0   6.6000  
2016-10-14 00:00:00+00:00   6.5200  7.0000  6.5200  6.8000  15253.0 6.8000

% Increase is 6.8/0.2240 = 30000 percent increase.

But actually for the three years time period considered the stock is down about 56% for the three years.

Why is this much of discrepancy... I am about to scratch off my algo, just checked where I invested large amount of my money found this, my algo supposed to look for uptrend but actually this is downtrend.

Is this the only stock or there are many others..

Anyone help me with this am I missing something??

1 response
Dan Dunn

It looks like our datasource is missing a 50:1 split from 6/17/2016. We've got a fix for that coming in.

Data errors are always present in financial data; I'm sure we haven't found them all. The good news is that with thousands of people looking at our data, we get error reports and clean them up. It makes for a pretty high-quality data source because of the level of review.

Sorry for the confusion.

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.