diff --git a/qlib/data/data.py b/qlib/data/data.py
index cd8f7f77f..bb2a2acdb 100644
--- a/qlib/data/data.py
+++ b/qlib/data/data.py
@@ -617,7 +617,7 @@ class DatasetProvider(abc.ABC):
         for _processor in inst_processors:
             if _processor:
                 _processor_obj = init_instance_by_config(_processor, accept_types=InstProcessor)
-                data = _processor_obj(data)
+                data = _processor_obj(data, instrument=inst)
         return data
 
 
diff --git a/qlib/data/inst_processor.py b/qlib/data/inst_processor.py
index 9022f57db..e00132777 100644
--- a/qlib/data/inst_processor.py
+++ b/qlib/data/inst_processor.py
@@ -5,7 +5,7 @@ import pandas as pd
 
 class InstProcessor:
     @abc.abstractmethod
-    def __call__(self, df: pd.DataFrame, *args, **kwargs):
+    def __call__(self, df: pd.DataFrame, instrument, *args, **kwargs):
         """
         process the data