Mismatch between usstock daily and minute prices

Technical Help
#1

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.

#2

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:

#3

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