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Date/Time: Tue, 25 Nov 2025 20:17:37 +0000



Post From: Historical intra-day volume data with IBKR

[2025-11-25 17:36:30]
John - SC Support - Posts: 43177
this is not because I have NBBO data only with IBKR, right?

We are not certain of what you are asking in this question. What you are seeing with the data from Interactive Brokers is normal for their historical data.

If I subscribe to the Denali "CME non-professional top-of-book" I should be able to correctly download all historical intraday data, inclusive of volume, without limitation, correct?

With the Denali data, you have access to all of our historical data. Refer to the following:
Sierra Chart Historical Data Service: What is Included
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing