Support Board
Date/Time: Mon, 03 Nov 2025 10:05:07 +0000
Post From: Clarification between Cumulative Delta Bar Volume and Market by Order data
| [2025-10-20 00:20:02] |
| User112927 - Posts: 31 |
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Hello Support, I would like clarification between Cumulative Delta Bar Volume and Market by Order data. I read elsewhere that MBO data makes a difference when it comes to how Cumulative Delta Bar Volume is calculated. But based on my understanding and reading through both docs for MBO and CDV, CDV calculates based on filled volume, MBO on the other hand is all about unfilled waiting limit order. Am I missing something here? Thanks! Date Time Of Last Edit: 2025-10-20 00:22:48
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