  We extend the recently developed real-time Diagrammatic Monte Carlo method,
in its hybridization expansion formulation, to the full Kadanoff-Baym-Keldysh
contour. This allows us to study real-time dynamics in correlated impurity
models starting from an arbitrary, even interacting, initial density matrix. As
a proof of concept we apply the algorithm to study the non equilibrium dynamics
after a local quantum quench in the Anderson Impurity Model. Being a completely
general approach to real-time dynamics in quantum impurity models it can be
used as a solver for Non Equilibrium Dynamical Mean Field Theory.
