pandas-datareader
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Wrong volume data from yahoo
Hi there, I picked up my scripts recently and after an upgrade to
requests==2.26.0 requests-html==0.10.0 pandas==1.3.2 pandas-datareader==0.10.0
while running a .get_data_yahoo(....) on a list of 1000+ tickers, I noticed that volume data for the recente days (beside the very last one) is multiplied by 100, example
2021-08-12, ... ,149750000 2021-08-13, ... ,133810000 2021-08-16, ... ,247860000 2021-08-17, ... ,738590000 2021-08-18, ... ,406960000 2021-08-19, ... ,4002194
instead of
2021-08-12, ... ,1497500 2021-08-13, ... ,1338100 2021-08-16, ... ,2478600 2021-08-17, ... ,7385900 2021-08-18, ... ,4069600 2021-08-19, ... ,4002194
As highlighted in issue #898, I noticed that this happens after processing 150+ tickers in the same script execution and it is somehow mitigated if every now and then there's a time.sleep(x)