The integrated volatility plays an important role in risk management and portfolio selection, the estima- tion methods regarding to the quantity have been widely investigated, either under low frequency data or high frequency data, or a combination of both. In this paper, we propose a measure for the integrated volatility via limit order books data with possible presence of multiple records. The estimator is valid under mild conditions and it is easy to be implemented. The nite sample performance of proposed estimator has been veri ed by simulation studies and we apply the method to some real high frequency data-sets as well.