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Date/Time: Sat, 10 May 2025 03:21:43 +0000



Post From: Sierra Data feed showing incorrect Cumulative Delta

[2014-10-01 23:57:01]
rhovega - Posts: 279
Dear Sierra,

Today using the Sierra data feed the Sierra platform plotted the incorrect Cumulative Delta. The chart showed CD moving higher while price was ripping lower. That made no sense. So I checked with a Rithmic data feed, which showed both price and CD moving lower together. Then I went to Edit / Delete all data and download. And then Sierra plotted CD differently, this time moving together with price.

This is not the first time I experience this "divergence". Thanks god I don't trade Cumulative Delta divergences. I'm attaching a second example: CL Sep2.

I would appreciate your feedback on this.

Thank you,

K
imageES oct1 3min chart mkt open - Sierra data feed INCORRECT.png / V - Attached On 2014-10-01 23:56:03 UTC - Size: 18.03 KB - 544 views
imageES oct1 3min chart mkt open - Rythmic data feed.png / V - Attached On 2014-10-01 23:56:15 UTC - Size: 10.59 KB - 520 views
imageES oct1 3min chart mkt open - Sierra data feed UPDATED.png / V - Attached On 2014-10-01 23:56:25 UTC - Size: 15.17 KB - 501 views
imageCLV14 60minute chart INCORRECT.png / V - Attached On 2014-10-01 23:56:33 UTC - Size: 93.9 KB - 555 views
imageCLV14 60minute chart UPDATED.png / V - Attached On 2014-10-01 23:56:41 UTC - Size: 104.39 KB - 530 views