Support Board
Date/Time: Wed, 11 Feb 2026 23:49:42 +0000
Post From: Calculate the cumulative delta from the start of trading day
| [2026-02-11 21:00:57] |
| John - SC Support - Posts: 44594 |
|
It doesn't matter what you have purchased from Interactive Brokers. Their historical data (the data that fills in from when you are not connected to their system) does not include the Bid/Ask information, so you will NOT be able to view a Cumulative Delta from those times. The solution is to use our Denali Exchange Data Feed, which does have the proper Bid/Ask information for historical and current data. There is just one item that has us a bit confused. In order to get the CME Group data at the non-professional rates, you need to have a live, funded, futures trading account. And you need to connect to that account at least once a month for verification. An Interactive Brokers account will work for this, but you are connecting to Interactive Brokers, but your "Verified Until" date is showing as "0000-00-00". When you make a proper connection to your live, funded, futures trading account, that date will change to 30 days in the future. It is this date that we use as part of the verification process the non-professional standing. Refer to the following for more on this requirement: Denali Exchange Data Feed: Understanding and Accessing Data From the CME, CBOT, NYMEX, COMEX Exchanges Our guess is that you have been connecting to a paper trading account with Interactive Brokers. If this is the case, then do you have a live account with them that you can use to qualify for the non-professional CME Group exchanges? If you do, then you can setup the Denali data, by following these instructions: Denali Exchange Data Feed: *Setup Instructions: CME/CBOT/NYMEX/COMEX Exchanges* Otherwise, you will want to setup an account first and then you can setup the 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 |