Kris, I need to respectfully disagree with the statement that "AAPL is traded on NASDAQ only." It is correct to say that AAPL is listed on NASDAQ, but it is traded on each of the dozens of exchanges. For example purposes, check out this image from Nanex. That image is representing the price and volume of the hundreds of trades per second in AAPL, and it's also using color to represent on which exchange the actual trade occurred. Yahoo et al do not aggregate the data themselves; they purchase their price/volume data for AAPL from NASDAQ, the listing exchange of record.
For live trading we purchase our data from Nanext, the NxCore product. We buy the full firehose from them - every trade - and we aggregate it ourselves. For backesting, we purchase our data from a different data provider who gives us pre-aggregated minute bars. (And yes, I agree that we need to make it so that you can backtest with the NxCore data. We haven't done it yet partly because we don't have the data as far back as 2002, and partly because it's a lot of work. But we will do it!) In the end, the different aggregation methods mean that you end up with different final numbers.
Eventually we'll want to support the after-market crossing, and when we do we will certainly add the data to support that. For now, we only support in-market hours trading, and we provide the in-market trading data. Until we add the after-market data, you'd need to import that data using Fetcher if your trading strategy uses it. Obviously, that data won't be useful in Quantopian until the next morning when trading reopens.
As for the specific date for NVO that you've pulled out, unfortunately I don't have a good way to dig deeper into that. I haven't been able to find a data source that tells me the after-market volume for a specific stock for a specific day. The NASDAQ site isn't super helpful.
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