diff --git a/daily_data.py b/daily_data.py
index 8ae4559..6db405c 100644
--- a/daily_data.py
+++ b/daily_data.py
@@ -22,7 +22,7 @@ def get_daily_data(symbol: str, start_date: datetime = datetime.today() - timede
         high_price = intraday_data['High'].max()
         low_price = intraday_data['Low'].min()
         close_price = intraday_data['Close'].iloc[-1]
-        total_volume = intraday_data['Total Volume'].iloc[-1]
+        volume = intraday_data['Volume'].sum()
 
         todays_data = {
             'Date': today,
@@ -30,8 +30,7 @@ def get_daily_data(symbol: str, start_date: datetime = datetime.today() - timede
             'High': high_price,
             'Low': low_price,
             'Close': close_price,
-            'Total Volume': total_volume,
-            'Period Volume': 0
+            'Volume': volume
         }
 
         daily_data = concat([daily_data, DataFrame([todays_data])], ignore_index = True)
diff --git a/strategies/high_volume_days.py b/strategies/high_volume_days.py
index 3d822c8..46d338b 100644
--- a/strategies/high_volume_days.py
+++ b/strategies/high_volume_days.py
@@ -9,7 +9,7 @@ def signals(data: DataFrame) -> Series:
     data['200_MA'] = data['Close'].rolling(window = 200).mean()
     above_200_ma = data['Close'] > data['200_MA']
 
-    highest_volume = data['Total Volume'] == data['Total Volume'].rolling(window = 5).max()
+    highest_volume = data['Volume'] == data['Volume'].rolling(window = 5).max()
     close_lower_than_open = data['Close'] < data['Open']
 
     signal_condition = above_200_ma & highest_volume & close_lower_than_open