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I am doing some research and notice that the volume data in QuantConnect is not always consistent with other sources I can see.
For example, AA has a daily volume of 31.781M on Dec 17, 2021 as I see from both TradingView and my broker data. However, the QuantConnect historical data shows 10,192,510. The difference is quite large.
My questions are:
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Mak K
Hey Xinmin,
Please read this thread;
https://www.quantconnect.com/forum/discussion/12877/volume-comparison-and-confusion/p1
If you still have questions after that let me know,
Thanks!
Xinmin Cai
Thanks Mak for the information. I read the thread. Just to make sure I understand that correctly.
Do I get that right?
Mak K
Hi Xinmin,
Yes, that is correct!
Hope it was helpful to you!
Xinmin Cai
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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