jagui 

Are you experiencing this in NT or directly in TWS?

I am experiencing this with NinjaTrader, which is connected to the API of TWS, but I remember I had similar problems with other software. Also I think it is not related to the fact that IB does not time-stamp the data, as the lag of a delayed time-stamp would cancel out on global volume, which is not what I observed.

I never watch the TWS charts.

Fat Tails 

I am experiencing this with NinjaTrader, which is connected to the API of TWS, but I remember I had similar problems with other software. Also I think it is not related to the fact that IB does not time-stamp the data, as the lag of a delayed time-stamp would cancel out on global volume, which is not what I observed. I never watch the TWS charts.

I remember a bug in NT7 beta when connected to MBTrading: real time forex volume was completely different than historical volume on the same chart (after refreshing the chart).
I gave up with NT (somebody wants a lifetime licence at $349?), but I'll test it in TWS on monday.

jagui 

I remember a bug in NT7 beta when connected to MBTrading: real time forex volume was completely different than historical volume on the same chart (after refreshing the chart). I gave up with NT (somebody wants a lifetime licence at $349?), but I'll test it in TWS on monday.

I was not talking about FOREX, as Interactive Brokers does not supply volume for IDEALPRO. I was talking about futures contracts, the volume of which can be easily tracked, as they are only traded on one exchange.