Support Board
Date/Time: Tue, 22 Sep 2026 00:51:55 +0000
Delta and Volume at Price Data Changed After Market Close
View Count: 14
| [2026-09-21 22:14:11] |
| User955871 - Posts: 13 |
|
Hi, I’m having an issue with my order flow data. I’m subscribed to Denali data, and I have my Sierra Chart account connected using Teton Order Routing. I also connected my Earn2Trade account to Sierra Chart. While the market was open, I was monitoring NQ and the order flow indicators and entered a trade based on my strategy. At that time, I saw specific Delta and Volume at Price Threshold values. Later, I came back to review the same period and noticed that the Delta and Volume at Price Threshold data had changed. The candles themselves have not changed; only the order flow data is different. I also have a screenshot showing the data while the market was open, and I can provide another screenshot showing the same period now, so you can see the difference clearly. I already closed and reopened Sierra Chart, but the difference is still there. Could you please explain why this happened and what the correct solution is? I need to know how I can make sure that my order flow data is reliable and consistent, especially for backtesting my strategy. Thank you. |
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