IB API: Just time to download bar volume last daily candle in IB

Ivano

Ivano

First of all I am not questioning that IB volume is different by other data sources

context
Let's say i download 20,21, 22 December daily candles for Microcap inc. Technically speaking I do this with ISLAND primary exchange on 22 December with whatToShow =TRADES.

question
What is the best moment to download to have a consistent/ proportional volume with the other candles? 20 and 21 December in my example
Is the end of the day volume on 22 the one i should look to compare with 20 and 21, or should wait another day because dark pools are reported late, or volume is re-calculated the day after for some market structure reasons?
 
If the data is intended for trade decisions, then best is not to be that much dependent on this data, ie. the volume.
Is just an approximate volume not sufficient enough?
 
well more precise data, more reliable data driven decisions. I am gonna monitor empirically and time will tell what is the volume I should take, I guess end of day.
 
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