Support Board
Date/Time: Mon, 02 Feb 2026 21:41:04 +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 |
 ES oct1 3min chart mkt open - Sierra data feed INCORRECT.png / V - Attached On 2014-10-01 23:56:03 UTC - Size: 18.03 KB - 585 views ES oct1 3min chart mkt open - Rythmic data feed.png / V - Attached On 2014-10-01 23:56:15 UTC - Size: 10.59 KB - 561 views ES oct1 3min chart mkt open - Sierra data feed UPDATED.png / V - Attached On 2014-10-01 23:56:25 UTC - Size: 15.17 KB - 549 views CLV14 60minute chart INCORRECT.png / V - Attached On 2014-10-01 23:56:33 UTC - Size: 93.9 KB - 601 views CLV14 60minute chart UPDATED.png / V - Attached On 2014-10-01 23:56:41 UTC - Size: 104.39 KB - 576 views |