Reading Cumulative Delta

[edmata1109]

Please see my screen shot. The bar at 17:16 is shown on the data box. The period for the Cumulative Delta indicator is set for "Bar". Why do the delta, min delta, and max delta not match the value for the Cumulative Delta indicator? Am I misreading this indicator? I assume that these values should match. I've noticed other bars is this data don't match as well. I've only shown one at this point. As the data continues to accumulate, this indicator seems unreliable as the error compounds.

[NinjaTrader_AlanS]

Hello edmata1109,

Thanks for writing in.

I am currently investigating this behavior further on my end, I will update this thread with my findings.

I appreciate your patience while I look into this.

[edmata1109]

Thank you for your response Alan. For your further review, I've included a similar, and more severe discrepancy today on the ES contract. This time the period is set to "Session". Please note the delta values at the bars at 11:26:58 and 11:27:09. The changes in delta on the cumulative indicator are not happening on the correct bar.