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IB API “keep up to date” count and volume occasionally -1

As the title says, I've noticed that when using IB's reqHistoricalData with keepUpToDate set to True, at least for 5 second bars, occasionally the count and or volume fields are -1.

Does anyone know why this is?

Submitted October 30, 2020 at 09:21AM by 0xbugsbunny
via https://ift.tt/2HRW1p7

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