Keep Up To Date | Interactive Brokers

When using keepUpToDate=True for historical data requests, you will see several bars returned with the same timestamp. This is because data is updated approximately every 4-6 seconds. These updates compound until the end of the specified bar size.

In our example to the below, 15 second bars are requested, and we can see the 30 second bar built out incrementally until 20231204 13:30:30 is completed. At which point, we move on to the 45th second bars. This same logic extends into minute, hourly, or daily bars.

keepUpToDate is only available for whatToShow: Trades, Midpoint, Bid, Ask

Date: 20231204 13:30:30 US/Eastern, Open: 188.56, High: 188.56, Low: 188.54, Close: 188.55
Date: 20231204 13:30:30 US/Eastern, Open: 188.56, High: 188.56, Low: 188.54, Close: 188.55
Date: 20231204 13:30:30 US/Eastern, Open: 188.56, High: 188.56, Low: 188.54, Close: 188.55
Date: 20231204 13:30:30 US/Eastern, Open: 188.56, High: 188.56, Low: 188.54, Close: 188.55
Date: 20231204 13:30:30 US/Eastern, Open: 188.56, High: 188.56, Low: 188.54, Close: 188.55
Date: 20231204 13:30:30 US/Eastern, Open: 188.56, High: 188.56, Low: 188.54, Close: 188.56
Date: 20231204 13:30:30 US/Eastern, Open: 188.56, High: 188.56, Low: 188.54, Close: 188.56
Date: 20231204 13:30:30 US/Eastern, Open: 188.56, High: 188.57, Low: 188.54, Close: 188.55
Date: 20231204 13:30:45 US/Eastern, Open: 188.54, High: 188.54, Low: 188.54, Close: 188.54