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Date/Time: Wed, 20 May 2026 00:51:46 +0000



Post From: DELTA VOLUME AND CUMULATIVE DELTA VOLUME IN DAILY CHART

[2026-05-19 17:59:24]
John - SC Support - Posts: 46206
Daily data is very different from the Intraday data. Daily data is just the Open/High/Low/Close/Volume information for the day. There is no bid/ask information, so there is no way to generate the Delta and Cumulative Delta from daily data.

If you want to have a daily bar that has this information, then you have to force the system to use the Intraday Data for a 1 day or higher timeframe. To do this, set "Chart >> Chart Settings >> Data Limiting >> Chart Data Type" to "Intraday Chart Only". Refer to the following:
Chart Settings: Chart Data Type (Chart >> Chart Settings >> Data Limiting >> Date Range and Limiting Method)
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing