Support Board
Date/Time: Tue, 26 Nov 2024 10:40:44 +0000
Post From: Cumulative Delta Bars - Up/Down Tick Volume
[2023-12-11 17:09:38] |
John - SC Support - Posts: 36286 |
UpTick Volume is the sum of the volume of trades that occur at a higher price than the previous trade. DownTick Volume is the sum of the volume of trades that occur at a lower price than the previous trade. For the Cumulative Delta Bar - Trades, the number of trades above the Ask is kept as one value and the number of trades at the Bid or below is a second value. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |