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Date/Time: Thu, 28 Nov 2024 00:43:36 +0000



Cumulative delta volume

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[2014-10-23 01:10:58]
batman_ - Posts: 190
How to solve accurate reading for cumulative delta volume when using delta per bar chart?

Attached image indicated each bar printed from cumulative delta volume is not consistent when i set 1000 or any number for delta per bar.

Current setting:-
SC Package 3. I have also set Intraday Data Storage Time Unit to 'Tick'. CTS is Data trade service. Continuous Futures Contract is set to Volume based rollover - back adjusted.

In previous 1183 release dated on Sep 2nd, you mentioned SC Package 5 provide tick by tick historical intraday data and SC Package 3 provides at least 2 seconds minimum.

Suggestion setting:-
Would the cumulative delta volume improve accuracy if i change to 'SC Package 5' and choose 'Number Bar' chart instead of delta per bar chart?
Date Time Of Last Edit: 2014-10-23 01:45:43
Private File
[2014-10-23 02:04:34]
Sierra Chart Engineering - Posts: 104368
With Sierra Chart service package 3 and the version you are running all of the historical Intraday data comes from CTS.


Would the cumulative delta volume improve accuracy if i change to 'SC Package 5' and choose 'Number Bar' chart instead of delta per bar chart?
We do not think it would make much difference and this question does not make sense to us.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2014-10-23 03:22:19

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