Support Board
Support Board
Search Board
Control Panel
View My Posts / Threads
Direct MessagesDate/Time: Fri, 03 May 2024 20:46:09 +0000
Denali Feed Cumulative delta data not showing correctly for ES futures
View Count: 586
| [2020-10-26 18:09:53] |
| User351816 - Posts: 3 |
|
I have bought the denali data feed but I seem to have incorrect cumulative delta numbers. I use interactive brokers as my broker so I have the trade service settings set to Interactive Brokers [Trading]. I am getting correct real time price for ES futures but the cumulative delta is incorrect by more than twice the magnitude. I have checked that my intraday data storage is set to 1 tick. Is there any other settings that I must have to ensure I get correct volume and cum-delta data from the Denali feed while using interactive brokers as my broker?
|
| [2020-10-26 20:30:51] |
| |
|
Re-download all the data in the chart by going to the chart and selecting "Edit >> Delete All Data and Download". You just need to do this once per symbol and not for each chart. And refer to: Cumulative Delta Bars - Volume: Resolving Cumulative Delta Bars Differences And also make sure you are actually getting data from the Denali Data Feed: Real-Time Exchange Data Feeds Available From Sierra Chart: Integration with Trading Services 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2020-10-26 20:32:02
|
To post a message in this thread, you need to log in with your Sierra Chart account: