diff --git a/README.md b/README.md
index 04657df9e..a893e9ac2 100644
--- a/README.md
+++ b/README.md
@@ -79,7 +79,7 @@ This dataset is created by public data collected by [crawler scripts](scripts/da
 the same repository.
 Users could create the same dataset with it. 
 
-*Please pay **ATTENTION** that the data is collected from [Yahoo Finance](https://finance.yahoo.com/lookup) and the data might not be perfect. We recommend users to prepare their own data if they have high-quality dataset.*
+*Please pay **ATTENTION** that the data is collected from [Yahoo Finance](https://finance.yahoo.com/lookup) and the data might not be perfect. We recommend users to prepare their own data if they have high-quality dataset. For more information, users can refer to the [related document](https://qlib.readthedocs.io/en/latest/component/data.html)*
 
 <!-- 
 - Run the initialization code and get stock data:
diff --git a/docs/start/initialization.rst b/docs/start/initialization.rst
index 863642ed0..09b6b22d7 100644
--- a/docs/start/initialization.rst
+++ b/docs/start/initialization.rst
@@ -11,7 +11,7 @@ Initialization
 
 Please follow the steps below to initialize ``Qlib``.
 
-- Download and prepare the Data: execute the following command to download stock data. Please pay `attention` that the data is collected from `Yahoo Finance <https://finance.yahoo.com/lookup>`_ and the data might not be perfect. We recommend users to use their own data if they have high-quality dataset.
+- Download and prepare the Data: execute the following command to download stock data. Please pay `attention` that the data is collected from `Yahoo Finance <https://finance.yahoo.com/lookup>`_ and the data might not be perfect. We recommend users to prepare their own data if they have high-quality datasets. Please refer to `Data  <../component/data.html>` for more information about customized dataset.
     .. code-block:: bash
     
         python scripts/get_data.py qlib_data_cn --target_dir ~/.qlib/qlib_data/cn_data