diff --git a/docs/component/data.rst b/docs/component/data.rst
index 26f44a076..3cee803e6 100644
--- a/docs/component/data.rst
+++ b/docs/component/data.rst
@@ -182,6 +182,11 @@ The `trade unit` defines the unit number of stocks can be used in a trade, and t
             qlib.init(provider_uri='~/.qlib/qlib_data/us_data', region=REG_US)
         
 
+.. note::
+
+    PRs for new data source are highly welcome! Users could commit the code to crawl data as a PR like `the examples here  <https://github.com/microsoft/qlib/tree/main/scripts>`_. And then we will use the code to create data cache on our server which other users could use directly.
+
+
 Data API
 ========================