I am an order flow trader that uses 2000 tick volumetric chart from Rithmic paper trading in Chicago. The instrument was NQ 06-22
On May 6 between 7:30 to 8:00am CST my live trades show the cumulative delta value as the first image. I have since closed and reloaded the chart for strategy backtesting. It appears there is some variation in data..while the candlesticks look the same, the cumulative delta differs noticeably (I have highlighted them in orange) and I suspect level 2 data, bid/ask volumes as well (though you can't see it because the font is small)..
I have not changed the chart settings or source of data.
Why? And could you verify what you see?
thanks
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