IQFeed volume data different

[wizardx]

I am testing IQFeed data against a broker's. The volume data for some securities seem to be lagging. However the current bid/ask and sizes are not.

For example, the volume on Costco (COST) is

853,990 (IQFeed)
870,735 (a broker's data)

but the bid/ask and sizes are the same for both sources.

Does anyone knowwhy?

 

[wizardx]

bump

i am seeing this in many different stocks. isuspect that IQFeed is not including the pre-market volume, but i'm not sure.

anyone have an idea?

 

[newtrane]

I tested the IQ feed data for EUREX.

The quote data is incomplete and significantly lagging other sources (Bloomberg, IB).