Support Board
Date/Time: Mon, 03 Nov 2025 03:57:02 +0000
Clarification between Cumulative Delta Bar Volume and Market by Order data
View Count: 116
| [2025-10-20 00:20:02] |
| User112927 - Posts: 31 |
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Hello Support, I would like clarification between Cumulative Delta Bar Volume and Market by Order data. I read elsewhere that MBO data makes a difference when it comes to how Cumulative Delta Bar Volume is calculated. But based on my understanding and reading through both docs for MBO and CDV, CDV calculates based on filled volume, MBO on the other hand is all about unfilled waiting limit order. Am I missing something here? Thanks! Date Time Of Last Edit: 2025-10-20 00:22:48
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| [2025-10-20 02:52:16] |
| Sierra_Chart Engineering - Posts: 21282 |
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Yes this is correct: CDV calculates based on filled volume, MBO on the other hand is all about unfilled waiting limit order.
You are not missing anything. Your understanding is 100% correct. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-10-20 16:34:53] |
| User112927 - Posts: 31 |
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Thanks. I assume that means they have nothing to do with each other.
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| [2025-10-20 17:15:48] |
| John - SC Support - Posts: 42699 |
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They are not related in any way. They are two disparate sets of information.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-10-20 17:22:46] |
| User112927 - Posts: 31 |
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Thanks John
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