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Date/Time: Wed, 11 Feb 2026 23:49:29 +0000



Post From: Calculate the cumulative delta from the start of trading day

[2026-02-11 16:18:09]
John - SC Support - Posts: 44594
Interactive Brokers data is not going to give you the required Bid/Ask information for their historical data. You can see this if you use the Numbers Bars study, where you will see all zeros for the data from when you were not directly connected to their data.

The only solution is to use our Denali Exchange Data Feed.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing