Support Board
Date/Time: Wed, 11 Feb 2026 23:52:40 +0000
Calculate the cumulative delta from the start of trading day
View Count: 53
| [2026-02-11 16:08:27] |
| User348159 - Posts: 6 |
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My data feed is from Interactive broker. I expect my cumulative delta is calculated from the start of the trading day but not from the time i open the sierra chart. How to adjust the setting? Everything worked well before i switched the data feed to interactive broker from SC. In study of cumulative delta bars, i set YES for rest at start of trading day already. Allow support for sierra chart data feed is enabled. Support downloading historical market depth data is Yes. Max historical market depth days to download is 5. |
| [2026-02-11 16:18:09] |
| John - SC Support - Posts: 44594 |
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Interactive Brokers data is not going to give you the required Bid/Ask information for their historical data. You can see this if you use the Numbers Bars study, where you will see all zeros for the data from when you were not directly connected to their data. The only solution is to use our Denali Exchange Data Feed. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-02-11 17:05:15] |
| User348159 - Posts: 6 |
|
I have package 11, so Denali is included. But my question is how can I make order to the interactive broker but have cumulative delta data from Denali? I have followed your instruction to connect TWS and SC, setting the data feed to interactive broker and subscribing the market data from IB. |
| [2026-02-11 19:09:00] |
| John - SC Support - Posts: 44594 |
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I have package 11, so Denali is included.
This is not a correct statement. With the "Integrated" packages, you have the ability to get data from our Denali Exchange Data Feed. But the data itself, is NOT included. You still need to setup, activate, and pay for the data you want to get from our Denali Exchange Data Feed. What are the exchanges for which you are wanting real-time data from our Denali Exchange Data Feed? For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-02-11 19:53:49] |
| User348159 - Posts: 6 |
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Thanks for clarifying. I am trading CM E MES contract. I bought the NP L2 CME data from interactive broker. And the cumulative delta do show part of cumulative delta from the time I open the SC but not from the start of the trade day. Do you think I still have to purchase data from SC Denali? |
| Attachment Deleted. |
image.jpg| [2026-02-11 21:00:57] |
| John - SC Support - Posts: 44594 |
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It doesn't matter what you have purchased from Interactive Brokers. Their historical data (the data that fills in from when you are not connected to their system) does not include the Bid/Ask information, so you will NOT be able to view a Cumulative Delta from those times. The solution is to use our Denali Exchange Data Feed, which does have the proper Bid/Ask information for historical and current data. There is just one item that has us a bit confused. In order to get the CME Group data at the non-professional rates, you need to have a live, funded, futures trading account. And you need to connect to that account at least once a month for verification. An Interactive Brokers account will work for this, but you are connecting to Interactive Brokers, but your "Verified Until" date is showing as "0000-00-00". When you make a proper connection to your live, funded, futures trading account, that date will change to 30 days in the future. It is this date that we use as part of the verification process the non-professional standing. Refer to the following for more on this requirement: Denali Exchange Data Feed: Understanding and Accessing Data From the CME, CBOT, NYMEX, COMEX Exchanges Our guess is that you have been connecting to a paper trading account with Interactive Brokers. If this is the case, then do you have a live account with them that you can use to qualify for the non-professional CME Group exchanges? If you do, then you can setup the Denali data, by following these instructions: Denali Exchange Data Feed: *Setup Instructions: CME/CBOT/NYMEX/COMEX Exchanges* Otherwise, you will want to setup an account first and then you can setup the Denali Exchange Data Feed. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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