Support Board
Date/Time: Sun, 16 Mar 2025 00:05:12 +0000
Cumulative Delta and MBO
View Count: 697
| [2022-08-02 12:53:43] |
| User951238 - Posts: 1 |
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When setting up a CVD chart and splitting it up by order size, how is order size calculated? I am using Denali/Teton for my data feed on the ES. I know that it used to be difficult to get a feed that showed the actual order quantity and not just the orders it filled against. So how does Sierra/Denali handle this? If I set a cumulative delta to only show trades over 100 lots and I getting a true 100 reading of market orders over 100 lots regardless of how many orders they filled against or will only 100 lot orders that filled against other 100 lot orders show up the way the CME used to report it? |
| [2022-08-02 14:40:11] |
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Sounds like what you are interested in is this particular Chart Setting: Chart Settings: Combine Trades into Original Summary Trade (Data Feed and Exchange Specific) (Chart >> Chart Settings >> Chart Data >> Chart Data menu) 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: 2022-08-02 14:40:45
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