Yahoo Finance volumes are almost same as shown on Nasdaq.com (https://www.nasdaq.com/market-activity/stocks/nvda/historical). IBKR volumes are substantially lower, almost half. Why? The IBKR volume (1 day, RTH only), and changing to include outside RTH doesn't make much a difference. Can the filtering make such a massive difference on volume? Note: 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. For NVDA daily volume, Yahoo Finance vs IBKR (last) Jun 28, 2024 314,945,500 | 227540428 Jun 27, 2024 252,571,700 | 182569020 Jun 26, 2024 362,975,900 | 256539732 Jun 25, 2024 425,787,500 | 310653472 Jun 24, 2024 476,060,900 | 342570718 Jun 21, 2024 655,484,700 | 324484624 Jun 20, 2024 517,768,400 | 377901573 For DDOG, Jun 28, 2024 7,170,500 | 2707714 Jun 27, 2024 4,411,400 | 2726215 For AVAV, Jun 28, 2024 820,700 | 328191 Jun 27, 2024 1,647,800 | 952248