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Volume data difference between Q and IB
Anh Nguyen
posted May 31, 2016

For AAPL 

                                        Quantopian volume                      IB volume  
20140102:0000                             54363271                             73830400  
20140103:0000                             92325248                             125584900  
20140106:0000                             94996164                             119973000

20151204:0000                             52071965                             48305300  
20151207:0000                             29962252                             27889400  
20151208:0000                             31011528                             28848800

I did a little comparison between Q and IB data.

Prices data seem to be close, but volume is off. The weird thing Q volume is sometimes bigger, sometimes smaller.

I know Q use a different data source, but I believe it is important to understand the data. Hence I would like to understand the reason behind the differences. Hypothesis / discussions are welcomed. Maybe someone from Q can shed a light on this?

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