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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.
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