BUG: Fix the returned volume. IB Returns 100s of shares

deltaray-io · Jan 3, 2018 · f7e3cd9 · f7e3cd9
1 parent 246a52d
commit f7e3cd9
Showing 1 changed file with 1 addition and 0 deletions.
diff --git a/ib_dl/download.py b/ib_dl/download.py
@@ -21,6 +21,7 @@ def _fetch_to_df(ib, symbol, duration, bar_size):
     df = util.df(bars)
     df.set_index('date', inplace=True)
     df.index = df.index.tz_localize(LOCAL_TZ).tz_convert('UTC')
+    df['volume'] *= 100
 
     return df