Support Board
Date/Time: Mon, 23 Dec 2024 02:56:11 +0000
Difference between Uptick/Downtick Delta vs Bid/Ask Volume Delta
View Count: 7002
| [2015-01-06 14:24:27] |
| User34212 - Posts: 3 |
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Two quick questionsç 1-Is Delta showing on volume profiles next to volume profile volume based on ask/bid trade volume? If so is this possible to get this delta derived from up/down tick volume rather than ask/bid trade volume since two delta calculations are awfully different than each other in some markets/ somedays? 2-does cumulative delta bars (ask/bid volume based) use ask/bid trade volume which is already stamped by my data provider(IQ Feed) as at ask/ at bid? If so is delta based on up/down tick volume calculated by using just raw (which is not yet classified as at bid/ask by data provider) trade volume and does Sierra Charts work out the up/down tick volume delta by using CPU? Best...
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| [2015-01-06 17:42:31] |
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Is Delta showing on volume profiles next to volume profile volume based on ask/bid trade volume? Yes.If so is this possible to get this delta derived from up/down tick volume rather than ask/bid trade volume since two delta calculations are awfully different than each other in some markets/ somedays? This could be programmed at a rate of 50 USD per hour. Not sure how long it would take. Might be simple but could be several hours.-does cumulative delta bars (ask/bid volume based) use ask/bid trade volume which is already stamped by my data provider(IQ Feed) as at ask/ at bid? For information about how this is determined, refer to the definitions section here:https://www.sierrachart.com/index.php?page=doc/doc_NumbersBars.php#Definitions For information about Cumulative Delta Bars Up/Down Tick Volume refer to the documentation here: http://www.sierrachart.com/index.php?page=doc/doc_TechnicalStudiesReference.html#s323 We cannot comment on this further. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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