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Date/Time: Wed, 08 May 2024 15:04:37 +0000

Post From: Numbers bar study bid - ask split incorrect behaviour

[2014-03-30 09:10:08] Link To Thread - Link To Post [Go To First Post]
Futurestrader77 - Posts: 126
Is it my understanding that you cannot rely upon the cumulative delta on thin markets like the DAX. For example you find the same discrepancies in the Euro. I have attached two pictures, one showing the cumulative delta (not reset every day) going down while the Euro is going up and cumulative delta going sideways while the Euro is going down. In the other picture you see the cumulative delta (reset every day) going down while the Euro is going sideways. I personally do not use the cumulative delta but the DOM, therefore for me it is important that I can rely upon the information I get. What Pawel describes in his post should not happen with your data feed because he is not talking about trades occurring between, above or below the current bid and ask. What I want to say, you should not intend to get the same results with the cumulative delta like IQFeed but make sure that the problem Pawl describes will be resolved. Your data feed is really good and cheap and I personally am very satisfied. Date Time Of Last Edit: 2014-03-30 09:22:25


Euro 1.PNG / V - Attached On 2014-03-30 09:09:09 UTC - Size: 83.61 KB - 441 views Euro 2.PNG / V - Attached On 2014-03-30 09:09:18 UTC - Size: 84.59 KB - 453 views