In order to track small lot and large lot participants the cumulative delta size filter should allow entries" less than "
The current size filter allows to track participants above a volume number only. So I can for example track large lot above 20 lots for futures ES and I can track volume for everyone by not entering any value for size filter. But I can not track small lot only.
When it comes to cumulative delta distinguishing between large lot and small lot can offer important clues.
Regards,
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