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Direct MessagesDate/Time: Sun, 19 May 2024 02:18:11 +0000
Post From: Denali Feed Cumulative delta data not showing correctly for ES futures
| [2020-10-26 18:09:53] |
| User351816 - Posts: 3 |
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I have bought the denali data feed but I seem to have incorrect cumulative delta numbers. I use interactive brokers as my broker so I have the trade service settings set to Interactive Brokers [Trading]. I am getting correct real time price for ES futures but the cumulative delta is incorrect by more than twice the magnitude. I have checked that my intraday data storage is set to 1 tick. Is there any other settings that I must have to ensure I get correct volume and cum-delta data from the Denali feed while using interactive brokers as my broker?
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