Has anyone verified IB's API?

The sum of the trading volume of each tick does not equal the total trading volume of the CME//intraday

What is the reason?

#Code
volume+= int(size)

 

I have never used IB API with futures, but with stocks, the IB API does not report every tick.

 

Do not trust IB's volume.

https://interactivebrokers.github.io/tws-api/historical_bars.html

Notice the sentence:

IB's historical data feed is filtered for some types of trades which generally occur away from the NBBO such as combos, block trades, and derivatives. For that reason the historical data volume will be lower than an unfiltered historical data feed.

I don't know why they filter it, but they do.

 

they also snap shot the data not streaming

 

IB's port： 4002, 4001, getway, the data sent by the paper account vs the live account are inconsistent

 

I specialize in futures trading, and it is not easy to find professional data sources // Free