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Date/Time: Thu, 16 May 2024 18:39:36 +0000

Post From: SPY - CVD Study - Miscalculation****

[2024-03-10 23:37:22] Link To Thread - Link To Post [Go To First Post]
Sierra_Chart Engineering - Posts: 14365
What does this mean: If there are more net sellers, Buyers and sellers are always balanced 100%. Cumulative Delta, is derived off of what is called Bid Volume and Ask Volume which is determined, from who the aggressor of a trade is, the buyer or the seller. And this is determined, from whether the buyer or the seller is the one who has a resting limit order already in place and that gets matched either with a market order or another limit order subsequently placed. The aggressor, is the buyer/seller hitting the resting limit order. The CFE data feed, is also an order by order data feed. The EUREX data feed is also an order by order data feed. It is a common code base in Sierra Chart processing all of these feeds. 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2024-03-10 23:37:55