Interactive broker Volume issue

Volume bars changes in real time and after backfill.Live

see after backfill


IB historical data differs from intraday

Historical data at IB is filtered for trade types which occur away from the NBBO such as combo legs, block trades, and derivative trades. For that reason the daily volume from the (unfiltered) real time data functionality will generally be larger than the (filtered) historical volume reported by historical data functionality. Also, differences are expected in other fields such as the VWAP between the real time and historical data feeds.

Nothing mysterious there :wink:

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