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pythonpandasfinanceyahoo-financetrading

Getting wrong volumes with yfinance

I am trying to come up with different strategies for my own protfolio by using yfinance and tulipy as my main ingredients but I'm having issues with the volumes that i get from yfinance. Keep in mind that i am working with daily minute data here.

This is just a random example but if you look at the screenshot you will see that at 11:16 a.m. the volume is 136981 AAPL volume

but if i go and check on Trading View the volume is always different trading view data

as you can see on the left the volume is 3.047K

Everything else seems to be right and I'm having no issues whatsoever.

Solution

  • Other yfinance users have reported inconsistent results - https://github.com/ranaroussi/yfinance/issues/626

    Maybe you need to find another source for market data?