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Date/Time: Sat, 11 Jan 2025 17:36:11 +0000



Post From: Cumulative Delta Bars - Volume - reset at start of trading day

[2015-06-03 09:40:42]
Pawel_Szpak - Posts: 48
So are you saying that - seeing this was a 5m chart, in the first 5 minutes the maximum value that cumulative delta ever got was -849 (seeing the first trade was 1131 contracts @ bid), so the open value cannot be higher than this high?