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Also note that the same function calls on DJIA work fine: FinancialData["DJIA", {{2018, 1}, {2018, 4}}] (* works fine *) FinancialData["DJIA", "Volume", {{2018, 1}, {2018, 4}}] (* works fine *) So something appears to be broken with...
So I did try setting the "Allow Applications Downloaded Anywhere" option in System Preferences -> Security and Privacy previously and that did not work either. However i did get it working with the following procedure: ***Procedure that works*** ...