There are several reasons why the data looks different from other data sources:

• Data download from our REST API or getHistoricalBar function are backward adjusted for dividends, stock splits, etc
• Transactions during pre-market and after-close sessions are included on our platform, but Yahoo Finance only cover the regular trading hours.
• The date column on Yahoo Finance refers to the timestamp at bar opening; while it refers to the timestamp at bar closing on our platform.

Regarding the point 3 where the timestamp on AlgoGene refers to the closing time of a candle. For below example,

• "2024-06-21 08:01:00" will be the timestamp where we observe the closing price 68.1
• However, under Yahoo's definition, this bar will be under "2024-06-21 08:00:00"
• Suppose we send a market buy order at "2024-06-21 08:01:00", the system will assume immediate execution at the latest ask price 68.15 (no slippage).
• The same concept applies to daily bar where market order is assumed to be executed at the last moment of that trading day.