Volume data

For some time we have been missing volume data for a large number of OTC stocks and ADRs that are not traded on the major exchanges. These stocks showed a volume of zero. As of the next reload, you will be seeing volume data for over 1,300 stocks that didn’t have it. This new data will not affect backtests because it will be populated starting tonight and not in the past. But it will affect what stocks you see passing your screens unless you exclude OTC stocks. It will also affect factors that compare current volume to previous volume, since these stocks will all have previous volume of zero. To be precise, this change affects 79 ADRs and 1,303 OTC issues.