In live mode, should History(Daily) for the current trading day
be considered finalized immediately after the close?
We observed:
AAPL 2026-06-05
15:59 cumulative minute volume = 49,582,014
16:00 minute bar = 11,512,613
<=16:00 cumulative = 61,094,627
Monday Daily volume = 61,094,627
Similarly observed with AVGO (2026-06-05):
15:59 cumulative minute volume = 40,362,958
16:00 minute bar = 8,324,238
<=16:00 cumulative = 48,687,196
Daily volume = 48,687,196
However, a 16:30 ET live History(Daily) read for 2026-06-05 implied approximately 50.9M volume (via the same volume-ratio calculation later used by the entry gate), while a next-session read returned 61.09M for the same trading day.
Similarly observed with AVGO.
Question:
Is this expected behavior due to daily-bar consolidation timing in
live mode, and if so, when should History(Daily) be considered
finalized for the just-completed session?
Robert Lemois
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