Hello,
I'm having an issue getting the correct cumulative delta data to display on a real time chart. I'm using the NT order flow indicator but I've tried a 3rd party indicator and get the same problem. During the real time session my cumulative delta chart will not match the charts of others in my trading group with the same broker. My chart will be off by several thousand. In the evening, when I start NT to review the charts, the cumulative delta appears correct. When I shut down and restart NT during the live session the cumulative delta is correct but then slowly gets worse. If I use 'reload the historical data' during real time I'll get a different delta result which also appears incorrect.
I believe it may have something to do with real time data vs historical or my broker setup. I get my ES data from my broker, but I also connect to Kinetick for market data (but it does not have real time data). I'm not sure if having Kinetick is messing up the calculation. I've played around with the Preferred Connections for Historical and Real Time data, but I have not been able to find a combination that fixes the problem. Currently, I have Rithmic set for both Real Time and Historical future data. I do not have Kinetick set as a preferred connection in the options.
I'm including screenshots of the ES and the cumulative delta indicator from Jan 31 of my real time chart and the historical chart from later that evening (note 7:30 am is when the market opens for in my time zone). The delta which ends the day near zero is historical chart with the correct delta. The chart showing +20k delta is what I was seeing from the real time data. The setting have not been changed on the indicator.
Thank-you
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