Mismatch between usstock daily and minute prices

I’m noticing differences between daily and minute prices within the usstock daily/minute data sets. Is this expected, or a bug?

Daily prices for OVV on 3/10/2020 from usstock daily dataset:

get_prices('usstock-daily', sids='FIBBG00R2NHQ65', start_date='2020-03-10', end_date='2020-03-10', fields=['Open','High','Low','Close', 'Volume'])

image

Daily prices for OVV on 3/10/2020 from usstock minute dataset:

get_prices('usstock-minute', data_frequency='daily', sids='FIBBG00R2NHQ65', start_date='2020-03-10', end_date='2020-03-10', fields=['Open','High','Low','Close', 'Volume'])

image

Overall, it appears the usstock-minute dataset is the most accurate, at least when compared with my main charting platform and other data providers. Now that we can easily get daily prices from the usstock-minute bundle, I can use that as an alternative, but would be good to know what’s going on here.

This has to do with how adjustments are applied and is clearly spelled out in the docs. Please check the docs before asking on the forum. :slight_smile:

I swear I live in the docs; surprised I didn’t see this. Sorry about that!