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Date/Time: Wed, 14 May 2025 07:56:57 +0000



Post From: Diagonal cumulative delta

[2016-04-24 05:39:43]
Dom7364 - Posts: 258
Good I am not the only one to ask for it. This is clearly the proper way to calculate a meaningful delta and anyone who understands how the market moves will benefit from that as opposed to current way to calculate it, at best an approximation. No other platform does it either, so so would be a real added value and SC would be the 1st, clearly leading the way for those who trade the microstructure and order flow.