QUANTCONNECT COMMUNITY
| 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
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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
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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