diff --git a/zipline/data/history_loader.py b/zipline/data/history_loader.py
index 3089ff8a..91137d10 100644
--- a/zipline/data/history_loader.py
+++ b/zipline/data/history_loader.py
@@ -19,7 +19,7 @@ from abc import (
 )
 
 from lru import LRU
-from numpy import around, hstack
+from numpy import hstack
 from pandas import isnull
 from pandas.tslib import normalize_date
 from toolz import sliding_window
@@ -271,7 +271,7 @@ class SlidingWindow(object):
     def __init__(self, window, size, cal_start, offset):
         self.window = window
         self.cal_start = cal_start
-        self.current = around(next(window), 3)
+        self.current = next(window)
         self.offset = offset
         self.most_recent_ix = self.cal_start + size
 
@@ -286,7 +286,7 @@ class SlidingWindow(object):
             return self.current
 
         target = end_ix - self.cal_start - self.offset + 1
-        self.current = around(self.window.seek(target), 3)
+        self.current = self.window.seek(target)
 
         self.most_recent_ix = end_ix
         return self.current
@@ -522,7 +522,7 @@ class HistoryLoader(with_metaclass(ABCMeta)):
                                              field,
                                              is_perspective_after)
         end_ix = self._calendar.get_loc(dts[-1])
-        return hstack([window.get(end_ix) for window in block])
+        return hstack([window.get(end_ix) for window in block]).round(3)
 
 
 class DailyHistoryLoader(HistoryLoader):