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Date/Time: Sat, 03 Oct 2026 23:39:54 +0000



Suspicious cumulative delta - Trades data

View Count: 16

[2026-10-03 22:03:03]
User944318 - Posts: 65
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.
[2026-10-03 22:04:24]
Sierra_Chart Engineering - Posts: 25047
Set Sierra Chart to a Tick by Tick Data Configuration. Follow the instructions here to do this:
Tick by Tick Data Configuration
Sierra Chart Support - Engineering Level

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