Hi,
I found the volume data of the symbol "PDD" is different with other source like IBD totally. I know there would be some difference in price for merging reason. But the gap in volume is too big to use it.
p = get_pricing('PDD', start_date='2019-02-20', end_date='2019-3-3',frequency='daily', fields=['price','volume'])
p
price volume
2019-02-20 00:00:00+00:00 29.29 5797325.0
2019-02-21 00:00:00+00:00 28.50 4611537.0
2019-02-22 00:00:00+00:00 29.38 5399418.0
2019-02-25 00:00:00+00:00 29.00 9457741.0
2019-02-26 00:00:00+00:00 29.13 5544005.0
2019-02-27 00:00:00+00:00 28.56 5218810.0
2019-02-28 00:00:00+00:00 29.94 7173598.0
2019-03-01 00:00:00+00:00 29.97 5129848.0
The volume of 2019-02-28 is less than 2019-02-25 in Quantopian. But actually the volume in 2019-02-28 is double than in 2019-02-25 from IBD or other sources.
Could you help to have a look? Thanks.
Ben
