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Date/Time: Mon, 15 Sep 2025 19:34:37 +0000

Post From: Cumulative Delta Bars - Up/Down Tick Volume

[2023-12-11 19:45:23] Link To Thread - Link To Post [Go To First Post]
John - SC Support - Posts: 41820
Cumulative Delta - Volume, the volume traded at the Ask is kept and the volume traded at the Bid is kept, and then the Ask Volume minus the Bid Volume is determined. Again, all of this is described in the each of the documentation pages for the particular study. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing