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razorhash / pyfmpcloud

A python wrapper for the Financial Model Prep API for analysis of public companies
MIT License
49 stars 9 forks source link

Wrong volume #8

Open Seroplex opened 4 years ago

Seroplex commented 4 years ago

Requesting intraday time-series returns wrong volume values.

The issue (I assume): At every bar (1 min here), the volume shows the total shares traded for the whole day. It should show the volume for every 1 bar.

For example, requesting intraday data for the symbol 'MBIO' (by: sts.historical_stock_data('MBIO', start = '2020-05-26', period='1min')) from 9:30 to 11:50 shows 132621187 as the whole shares traded in the day while the volume traded in that timeframe was around 1.5M.

Plot for the dataframe: download

razorhash commented 4 years ago

Raised issue within fmpcloud.io Will get back to this soon.