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Data discrepancy #846

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holodev1 opened this issue Feb 8, 2025 · 0 comments
Open

Data discrepancy #846

holodev1 opened this issue Feb 8, 2025 · 0 comments
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bug Something isn't working

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@holodev1
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holodev1 commented Feb 8, 2025

Describe the bug
When I run a list_aggs() call to pull daily close prices on 'META' I get what appears to be erroneous data.

To Reproduce
https://api.polygon.io/v2/aggs/ticker/META/range/1/day/2010-01-01/2025-02-07?adjusted=true&sort=asc&limit=50000&apiKey=<>

Expected behavior
There should not be such a jump

Screenshots
Here is the data I am getting back from the API call. Notice the jump.

{"v":1.300741e+06,"vw":12.1695,"o":12.43,"c":11.95,"h":12.45,"l":11.93,"t":1643259600000,"n":12644},{"v":1.571954e+06,"vw":12.047,"o":11.9979,"c":12.31,"h":12.31,"l":11.73,"t":1643346000000,"n":11494},{"v":2.3501579e+07,"vw":190.7486,"o":194.28,"c":184,"h":199.45,"l":183.68,"t":1654747200000,"n":282457},{"v":2.7478354e+07,"vw":177.3336,"o":183.04,"c":175.57,"h":183.1,"l":175.02,"t":1654833600000,"n":366773},{"v":3.1749304e+07,"vw":167.244,"o":170.59,"c":164.26,"h":172.575,"l":164.03,"t":1655092800000,"n":440307},

Additional context
We were analyzing daily close to close percent returns and noticed anomalous behavior.

@holodev1 holodev1 added the bug Something isn't working label Feb 8, 2025
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