Registered: Sep 2009
10-11-12 11:52 PM
Investor RT has the same volume profile and volume delta capabilities as Market Delta, but costs less. Its basically the same platform as market delta without the footprint charts. I believe it is probably the most popular for volume delta, and seems to be the most feature-rich in this area.
Ninjatrader has some indicators that give you what you're looking for, though for historical data, you have to record and save it yourself to get the volume delta information. Google Gomi MP and Gom Delta. There are also some commercial indicators from Rancho Dinero for Ninja that are similar.
Trading Technologies has long offered volume delta indicators, in fact they claim to own a patent on calculating volume delta, though it is a somewhat dubious patent and hasn't been tested in court afaik. They are very pricy but have a reputation for stability and being able to handle fast markets well.
If you're interested in volume profile you'll probably find FutureTrader71's tweets and videos worth checking out.
SierraCharts and Multicharts also have some types of volume delta and volume profile charts.