I'm trying to get the volume of a stock using interactive brokers API, but it gets an incorrect number. I read about lots so I tried to multiple by 100, but still, the numbers are not related to reality. for example: real volume: 32.2 million, script gets volume: 169151 real volume: 48.82 million, script gets volume: 214656 real volume: 3.29 million, script gets volume: 19171 real volume: 3.81 million, script gets volume: 20394 real volume: 5.12 million, script gets volume: 22483 real volume: 632.82K, script gets volume: 4447 real volume: 1.01 million, script gets volume: 8946 real volume: 1.08 million, script gets volume: 5088 real volume: 2.18 million, script gets volume: 7841 real volume: 1.09 million, script gets volume: 2431 real volume: 652.74K, script gets volume: 4736 Here is how I get the volume in my code: class IBapi(EWrapper, EClient): def __init__(self): EClient.__init__(self, self) self.historical_data = [] self.data_ready = False self.shown_errors = set() def error(self, reqId, errorCode, errorString): if errorCode in [2104, 2106, 2158, 2176]: return if errorCode not in self.shown_errors: print(f"Error {errorCode}: {errorString}") self.shown_errors.add(errorCode) def historicalData(self, reqId, bar): self.historical_data.append({ 'Date': bar.date, 'Open': bar.open, 'High': bar.high, 'Low': bar.low, 'Close': bar.close, 'Volume': int(bar.volume * 100) }) def historicalDataEnd(self, reqId, start, end): self.data_ready = True Here is how I create the contract: contract.symbol = ticker_name contract.secType = "STK" contract.exchange = "SMART" contract.currency = "USD" return contract What am I doing wrong? how to get from IB API the correct volume, which appears in all the other sites with volume information? Continue reading...
