I was fetching historical data to run some tests and found that, once I had fetched daily price barsfor all current SP500 stocks from the begining of 2008 to present (split across 15 or so requests) that there were exactly 2 price bars with negative volume, which I don't think is supposed to be a thing.
Looking at the logs it appears that the issue is AAPL on 2012-02-15 and 2012-03-14.
Below is the output for two more isolated requests I ran to confirm the issue was repeatable.
I was fetching historical data to run some tests and found that, once I had fetched daily price barsfor all current SP500 stocks from the begining of 2008 to present (split across 15 or so requests) that there were exactly 2 price bars with negative volume, which I don't think is supposed to be a thing.
Looking at the logs it appears that the issue is AAPL on 2012-02-15 and 2012-03-14.
Below is the output for two more isolated requests I ran to confirm the issue was repeatable.