Support Board
Date/Time: Sun, 04 Oct 2026 00:41:15 +0000
Post From: Suspicious cumulative delta - Trades data
| [2026-10-03 22:03:03] |
| User944318 - Posts: 65 |
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When I pull up intra day chart on NQH26_FUT_CME, and attached cumulative delta - trades study, from 9:30 to 11 EST, every day, the study shows uniformly increasing bars where the open is equal to the low. This occurs for every day prior to 3/16 and is very odd behavior. Additionally, when comparing to the other 2 cumulative delta studies available (Up/Down ticks and Volume), they do not exhibit this behavior and show a mix of red and green bars. This is despite all 3 cumulative delta studies being correlated with each other.
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