OrderFlowCumulativeDelta from historical and live data is not the same

[hallex]

Hello,

Order Flow Cumulative Delta from historical and live data is not the same. This is the case with several symbols and days. This is happening for US session.

The strategy run live giving entry signal based on OrderFlowCumulativeDelta. If you reload anything your entry signal is not there anymore.

It only happens to me, right?

[MSerag]

I also see this discrepancy in the bid and ask volumes and therefore delta inside the footprint charts. Even after reloading the data, there is a discrepancy between what is on the live charts and what is on the historical charts.

[hallex]

I add a small detail to the initial message to clarify the matter.
It happens to the data updated live before the session break, when anything is reloaded after the session break

[NinjaTrader_Ray]

What version of NinjaTrader are you using? You can check via Help > About. Thanks.

[hallex]

Hi Ray, I have version 8.1.1.1 64-bit

[NinjaTrader_ChrisL]

Hi Hallex, Sorry I thought I posted here this morning, I must have exited the tab before my post went through. You are two updates behind, please first take these steps to resolve this:

First, log into your user dashboard and click "Download" at the bottom left of the page to download the latest installer, run this installer while NinjaTrader is closed.

https://account.ninjatrader.com/welcome

With NinjaTrader still closed please also sync your PC clock to internet time:
https://pureinfotech.com/sync-clock-windows-10/ (publicly available)


After these steps are complete please re-open NinjaTrader desktop and test the Cumulative Delta chart.