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Date/Time: Wed, 05 Feb 2025 12:04:13 +0000



Post From: Cumulative Delta issue

[2020-03-09 23:01:32]
User745789 - Posts: 356
There is nothing to be done. CQG are simply including the Itayose opening auction balance before trading commences. Warrior Trader has unknowingly been trading on distorted Cumulative Delta all this time. It pays to know one's market.

Edit: See attached ror benefit of the OP. March 10th T&S at O/N session open, 1630hrs Tokyo time. Shows the opening auction match-up: 2884 lots bought at 55 comprising 830 separate orders. Then the first trade of the session was 63 sold at 55.

I'd rather not post this much. Pls excuse.
Date Time Of Last Edit: 2020-03-10 07:42:52
imageAnnotation 2020-03-10 163120.png / V - Attached On 2020-03-10 07:41:49 UTC - Size: 15.24 KB - 237 views