diff --git a/strategies/trin.py b/strategies/trin.py
index 2916fbc..25a6823 100644
--- a/strategies/trin.py
+++ b/strategies/trin.py
@@ -2,7 +2,7 @@ import numpy as np
 
 from pandas import DataFrame, Series
 
-from ohlc import ohlc
+from daily_data import get_daily_data
 
 def calculate_rsi(data: DataFrame, period: int = 2) -> Series:
     """
@@ -34,7 +34,7 @@ def signals(data: DataFrame) -> Series:
 
     start_date = data['Date'].min()
     end_date = data['Date'].max()
-    trin_data = ohlc(symbol = 'RINT.Z', start_date = start_date, end_date = end_date)
+    trin_data = get_daily_data(symbol = 'RINT.Z', start_date = start_date, end_date = end_date)
 
     trin_above_1 = trin_data['Close'] > 1
 
diff --git a/strategies/vix_reversal_1.py b/strategies/vix_reversal_1.py
index 3cc6467..0d9d3c9 100644
--- a/strategies/vix_reversal_1.py
+++ b/strategies/vix_reversal_1.py
@@ -1,6 +1,6 @@
 from pandas import DataFrame, Series
 
-from ohlc import ohlc
+from daily_data import get_daily_data
 
 def signals(data: DataFrame) -> Series:
     """
@@ -12,7 +12,7 @@ def signals(data: DataFrame) -> Series:
 
     start_date = data['Date'].min()
     end_date = data['Date'].max()
-    vix_data = ohlc(symbol='VIX.XO', start_date=start_date, end_date=end_date)
+    vix_data = get_daily_data(symbol='VIX.XO', start_date=start_date, end_date=end_date)
 
     vix_15_day_high = vix_data['High'] == vix_data['High'].rolling(window = 15).max()
 
diff --git a/strategies/vix_rsi.py b/strategies/vix_rsi.py
index 7c2f0ab..ca37e51 100644
--- a/strategies/vix_rsi.py
+++ b/strategies/vix_rsi.py
@@ -2,7 +2,7 @@ import numpy as np
 
 from pandas import DataFrame, Series
 
-from ohlc import ohlc
+from daily_data import get_daily_data
 
 def calculate_rsi(data: DataFrame, period: int = 2) -> Series:
     """
@@ -29,7 +29,7 @@ def signals(data: DataFrame) -> Series:
 
     start_date = data['Date'].min()
     end_date = data['Date'].max()
-    vix_data = ohlc(symbol = 'VIX.XO', start_date = start_date, end_date = end_date)
+    vix_data = get_daily_data(symbol = 'VIX.XO', start_date = start_date, end_date = end_date)
 
     vix_rsi_2 = calculate_rsi(vix_data, period = 2)