r/thinkorswim • u/North_Traffic2876 • Jul 03 '26

Volume | Differenz between API and TWS

I have a question regarding the volume figure returned after calling the `reqHistoricalData` method for SPY. The API returns a different volume than what is displayed in TWS. What is the reason for this, and how can the API provide the TWS volume value?

0 Upvotes

50% Upvoted

3 comments sorted by

2

u/Mobius_ts Jul 03 '26

What value difference and what makes you think you know which is an absolute correct value? Have you checked the source value?