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Date/Time: Wed, 11 Feb 2026 23:57:39 +0000



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

[2026-02-11 17:05:15]
User348159 - Posts: 6
I have package 11, so Denali is included. But my question is how can I make order to the interactive broker but have cumulative delta data from Denali?
I have followed your instruction to connect TWS and SC, setting the data feed to interactive broker and subscribing the market data from IB.