acs

If you, somehow, prevent the Volume Spike Bar, we would appreciate it.

That's true. You get quote data to update a bar in a timeframe. For IB, you have to correct the data. The live data - tickPrice - misses some bar high and lows. Have you looked into RTVolume? https://www.interactivebrokers.com/en/software/api/apiguide/tables/rtvolume.htm There is "Total volume". "To implement this, you must include 233 in the genericTicklist parameter in your market data request. You will receive the RTVolume update through the tickString() event within field value 48." It's a string. Split it. It's the fourth value.

Just use what was backfilled. Suppress any data related to cumulative volume. Do not put that data into the forming bar. Use incoming information for bar updates. IB's live data is not accurate. But, the 5-sec realtimeBar information is. https://www.interactivebrokers.com/en/software/api/apiguide/java/realtimebar.htm Use this information to correct the data of the forming bar (OHLCV). This is what IB does. There is also RTVolume: https://www.interactivebrokers.com/en/software/api/apiguide/tables/rtvolume.htm

Is there a Volume Spike Filter? This is still a problem. There is no way to use any volume related indicator when the symbol is backfilled intraday. I worked with IB's API. Technically, there is no need to put the cumulative volume data into the forming bar.