Historical Data Cumulative Volume Delta

[Peppo]

Hi,

I would need some help to apply the Volume Delta to historical chart.

I receive market data through IB connection but, when I apply this indicator, I am able to see some bars only when I receive real-time data. I enabled the "Show Tick Replay" in NT options and the "Tick Replay" in the Data Series of the instrument but it doesn't seem to have any effect.

Is there any way to show the Cumulative Delta in line with the time frame of the chart instrument?

Thanks.

[NinjaTrader_Zachary]

Hello Peppo,

Thank you for your inquiry.

Tick Replay would not be available when using Interactive Brokers for data because Tick Replay requires historical tick data, which Interactive Brokers does not provide. You would not be able to plot historical Cumulative Delta on tick-based intervals because Interactive Brokers does not support this type of data. With that said, you should still be able to chart the Cumulative Delta on other types of data, such minute-based or day-based charts. So I may accurately assist you, please answer all of the following questions:

• What instrument symbol (and expiry if applicable) have you selected? For example, ES 03-22, AAPL, EURUSD, etc.
• (For a chart) what interval is selected? For example, 5 minute, 1 day, 2000 volume, 4 Renko, etc.
• Do you receive an error on screen? Are there errors on the Log tab of the Control Center? If so, what do these errors report?

Additionally, please also include a screenshot of your Cumulative Delta settings so that I may try to recreate your chart on my end.

• To send a screenshot with Windows 10 or newer I would recommend using the Windows Snipping Tool.
  • Click here for instructions
• Alternatively to send a screenshot press Alt + PRINT SCREEN to take a screenshot of the selected window. Then go to Start--> Accessories--> Paint, and press CTRL + V to paste the image. Lastly, save it as a jpeg file and send the file as an attachment.
  • Click here for detailed instruction

I look forward to further assisting you.

[Peppo]

Hi Zachary,

thank you for your answer.

• I am trying to load stocks (most from NASDAQ)
• I selected a 2min interval but it does make any difference if I select 1min or 5min, etc...
• In the log I don't see any error

I attach you the screenshot as requested.

Hope it helps. Let me know if you need more information.

Thanks & Regards.

[NinjaTrader_Zachary]

Hello Peppo,

Thank you for your reply.

My apologies, I want to correct some information that I previously provided. Even on a minute-based or day-based chart, the Cumulative Delta would still require historical tick data to show any historical values. Since this is not provided by Interactive Brokers, it would not be possible to view historical Cumulative Delta values using Interactive Brokers as a provider. It will work properly in real-time but you would need to use a different provider for data if you want to view the historical values. You may view a list of our various data providers and types of data that each supports at the link below;

https://ninjatrader.com/support/helpGuides/nt8/data_by_provider.htm

Please let us know if we may assist you any further in the future.