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Date/Time: Mon, 24 Feb 2025 15:12:39 +0000



cumulative delta

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[2021-03-11 17:40:27]
User996501 - Posts: 1
Hi,

I´m writting to you because I need your help to fix an issue.
We have a little situation where on two different accounts, the data feed gets reflected differently using the Cumulative Delta. For example, on one of the accounts, around 14.45 GMT +0 the was a + 1.800. And on the other account showed +5k, 14.45 +0 GMT. Overall I think you would agree there is a huge difference between the accounts, and therefore the opinions on the days outcome dont match. This does make us unsure which account actually has the correct interpretation of data.
Perhaps there is a way to check a certain setting that might be affecting this?
If not, How can we fix this issue?
King Regards,
Vygantas
Date Time Of Last Edit: 2021-03-11 20:19:37
imageCD.jpg / V - Attached On 2021-03-11 17:39:05 UTC - Size: 42.19 KB - 198 views
[2021-03-11 17:48:31]
John - SC Support - Posts: 38116
The only thing we can do is point you to the following:
Differences With Data and Chart Bars Between Services / Connections / Chart Types

As you are not using Sierra Chart data, we cannot help any further than what is in that documentation. You will have to determine for yourselves why you are seeing a difference in the data.

We are confident that our calculations are correct.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-03-11 20:21:27]
Sierra Chart Engineering - Posts: 104368
For accurate Cumulative Delta Bars you must use the Denali Exchange Data Feed:
Denali Exchange Data Feed

You cannot reliably use CQG data.

Also refer to:
Cumulative Delta Bars - Volume: Resolving Cumulative Delta Bars Differences

This does make us unsure which account actually has the correct interpretation of data.
Neither does at this time.
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
Date Time Of Last Edit: 2021-03-11 20:22:25

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