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Possible bug importing data with big gaps or I may have missed something obvious

1 replies

2 years ago #274467

Hi, I noticed that the D1 chart of the default E-mini EW symbol is quite different from the SPX or SPY charts. Also the data doesn’t go back far enough to include the bear markets in 2001 and 2008, so I downloaded some historical D1 SPY data (1993-2021) from
https://www.macrotrends.net/stocks/charts/SPY/spdr-s-p-500-etf/stock-price-history

I it imported into Strategyquant and the data quality looked good, only 6 gaps, 3 spikes and no bad OHLC. However when I view the chart there is a glitch in the year 2001 (see attached screenshot) – the chart jumps from November 2001 back to June 2001.

I know during 9/11 in 2001 the markets were halted which is why there is a big gap there. I don’t know if this is affecting the way Strategyquant is displaying the chart. I have manually looked through the csv file but I haven’t noticed anything unusual.

Any comments would be appreciated. In the meantime I guess I will have to keep using EW.

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2 years ago #274483

Hello,
thanks for your feedback. I have managed to reproduce the issue. Not sure now what could be causing this. I have reported it to developers to check

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