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Date/Time: Mon, 16 Sep 2024 19:15:02 +0000

Post From: Delta Volume - Definition Questions

[2014-12-20 13:28:54] Link To Thread - Link To Post [Go To First Post]
djcurcio - Posts: 236
when charting Eminis - ES for example, is the Delta Volume calculated using the number of trades (orders) or the number of contracts? If the answer is contracts, is there a way to have the Volume calculated on contracts rather than trades (orders)? Thanks