Switching from Docker SE to Docker EE

We are currently on Docker SE version and would like to switch to Docker EE, will I loose any date volumes due to this ?

Why would you? If you are on Docker CE 18.09.x you can simply activate the license and depending on your license install UCP and DTR. You will lose nothing unless you wipe your root-data folder, which usualy is /var/lib/docker.

Thank you