Ticker | ARWR ASMB RETA TEN |
Security Type | Equity |
Market | USA |
Resolution | Daily |
Status | Resolved |
wrong volume on daily data few examples below ( format: ticker ,date , volume, correct volume)
TICKER
DATE
QUANT CONNECT VOLUME
REAL VOLUME
(YAHOO and TD Ameritrade)
ARWR
07 Oct 2019
566,820
1,258,243
ASMB
17 Oct 2019
3,007,253
7,609,599
RETA
15 Oct 2019
1,795,703
3,943,849
TEN
24 Oct 2019
420,596
910,406
JayJayD
Hi Shai Nadav,
Thanks for reporting this, but this is not a data issue.
We receive trades ticks from our data vendor QuantQuote. In turn, for aggregation into lower resolutions, we filter some ticks based on its origin (e.g Internal crosses from Broker-Dealers, Dark Pools, etc) and the kind of tick it is.
That's why you see the differences between our data and data from other vendors/sources.
For more information, please refer to our equity data vendor FAQ, and our FAQ.
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QuantConnect Robot
JayJayD has marked this issue as closed.
Shai Nadav
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