Thank you Gordon and Jurgen for such a complete answer. I did do a thread search but seem to be going through a streak of failure. I didn't spot the CLEARLY written topic, nor did I read the IB docs. I have no excuses and am sorry to been so remiss in my approach here. I am using 10.31.1m ( tws workstation).

Please take the word duplicate out of the topic of my post as that's ANOTHER failure to add to the list :-)

Thank you both SO MUCH for taking the time to do my thinking for me and I'll try not to do this again. cp

Gordon is correct. You need to multiply the volume by 100 since you seem to be getting "volume in lots of 100" and not "volume in shares".

• your client needs to use TWS API 185 or higher
• your TWS/IBGW needs to be 10.18.2 or higher
• in the API Global Configuration you need to deselect the option "Send market data in lots for US stocks ..."
• TWS/IBGW need to restart after deselecting the option

• Historical volume basically contains only reportable trades from the regular and extended trading sessions. There are lot's of trades you can see in tick-by-tick data that are not reportatble and therefore not included in the historical volume.
• A big chunk of non-reportable volume comes from the auctions at market open and close, which are technically not part of the trading session. For AAPL today, 1Mio shares were traded with MOO orders and 4.8Mio shares for MOC.
• Odd lots (a little simplified trades with a volume that is not a multiple of 100) are not reportable either

Take a look at my post since it has a detailed tally for one AAPL day.

Hi Gordon thank you for taking an interest. so right now AAPL volume is Volume 33,719,016 yet IB has AAPL 255589.4 so does that map onto your thinking about the lower numbers please? cp

sorry to be so dense but I'm missing something basic here. I'm still getting low volumes irrespective of useRTH=0 or useRTH=1 . I can run it at 3am or 9pm and I get the same results. What am I missing???? I just want the OHLC for stocks. I know it's my code but I'm not seeing it.

Symbol	Date	Open	High	Low	Close	Volume
AAPL	20241011	228.5	229.55	227.2	227.4	234818.72
AAPL	20241014	228	231.73	227.12	231.3	255318.34
AAPL	20241015	231.34	237.49	230.3	234.1	427936.92
AAPL	20241016	234.34	234.44	229.84	231.65	184033.79

the contract looks like this

0,AAPL,STK,,0,,,SMART,,USD,,,False,,,,combo:

and the function looks like this

def request_historical_data(self):
        if self.tickers:
            ticker_info = self.tickers.pop(0)  
            ticker = ticker_info['Ticker']  
            logger.info(f"Requesting historical data for {ticker}...")

            contract = Contract()
            contract.symbol = ticker
            contract.secType = ticker_info['Type']  
            contract.currency = "USD"
            contract.exchange = ticker_info['Exchange']  
            print(contract)

            if ticker and ticker_info['Type'] and ticker_info['Exchange']:
                self.req_id_to_symbol[self.req_id] = ticker
          

                try:
                    self.reqHistoricalData(  
                        reqId=self.req_id,   
                        contract=contract,
                        endDateTime='',
                        durationStr='3 Y',
                        barSizeSetting='1 day',
                        whatToShow='TRADES',
                        useRTH=0,
                        formatDate=1,
                        keepUpToDate=False,
                        chartOptions=[]
                    )
                    self.req_id += 1 
                except Exception as e:
                    logger.error(f"Request failed for {ticker}: {e}")
                    self.request_historical_data()  # Retry with the next ticker
            else:
                logger.error(f"Invalid ticker information for {ticker}. Skipping...")
                self.request_historical_data()  # Move on to the next ticker
        else:
            logger.error("All tickers processed.")
            self.disconnect()

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Hi both Thanks for the replies and going the extra yard. I checked both the raw ( pre merge) csv's and the duplicates are there. As Jurgen hasn't seen this behavior I am CERTAIN that the problem is my end. I'll turn OFF after market and look at this again ( thanks patrick) . I strongly suspect a programming error on my part. Thank you for confirming that this is aberrant behavior.

cp

"Implied_Volatility" is not part of the "TRADES" historical data Bar object, so you must be doing some data merging. And the values in that column are too large for NVDA VWAPs for those days. Any chance the second record each day gets generated within your data processing logic?

I grabbed the same data, got only one record per day, and the records I received are identical to your #71612, #71614, and #71616 (after rounding to two digits).

Also, what exactly does the contract look like ("Exchange", "Primary Exchange", others).

闯ü谤驳别苍

I'm sending

 self.reqHistoricalData(  # https://www.interactivebrokers.com/campus/ibkr-api-page/twsapi-doc/#requesting-historical-bars
                        reqId=self.req_id,   # Use a unique request ID
                        contract=contract,
                        endDateTime='',
                        durationStr='3 Y',
                        barSizeSetting='1 day',
                        whatToShow='TRADES',
                        useRTH=1,
                        formatDate=1,
                        keepUpToDate=False,
                        chartOptions=[]

and getting two rows per day all the time but don't know why?

    Symbol     Date     Implied_Volatility     Open     High     Low     Close     Volume
71611     NVDA     2021-10-13     33.684118     20.94     20.99     20.72     20.94     66359.50
71612     NVDA     2021-10-13     33.684118     20.92     20.99     20.71     20.94     1070657.50
71613     NVDA     2021-10-14     32.698311     21.29     21.75     21.13     21.75     78571.30
71614     NVDA     2021-10-14     32.698311     21.27     21.76     21.12     21.75     1575756.20
71615     NVDA     2021-10-15     30.701298     21.81     21.93     21.66     21.86     80737.50
71616     NVDA     2021-10-15     30.701298     21.78     21.93     21.66     21.86     1486919.50

Am I missing something in the call please?

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