If possible, could someone give me the total bid volume and total ask volume on a one minute chart of the ES for 9:56 PST. Thank you
AMT, That new fix was designed especially to correct the incorrect huge bars in delta that you mentioned for spy and q's. Now you can fight on the globalists. ;-) JW
IRT/IQ chart attached. Upgraded to IRT 9.2.6 midway through the day so that may affect the comparisons. Squares indicate divergence areas where price was overextended beyond CD. Circle indicates divergence area where CD was overextended beyond price (which produced the big move). I've been looking for price overextensions, not sure how to play the CD overextensions yet. Once the feed/platform issues are resolved, I will start tracking the two types of divergences to see which produces the best moves, most reliable, etc Anyone have any feedback or preference of the two?
As extra confirmation, I can tell you that my Replay data based on NT/Zenfire matches your replay chart. I wish I still had my Live Data based Chart available. I will make further comparisons next week during live trading.
correct chuckt, TCP will resequence out of order packets to correct the order, so if there is any data sequence issue, it will be at the application layer - the algorithm used by the application.
Well it did it again. See CBpasQ chart http://www.elitetrader.com/vb/attachment.php?s=&postid=2356805 My live chart : Tops and bottoms are not correct My replay chart : This one is correct. I'm trying to investigate...
Exactly; as I mentioned I don't see NT using anything but a queue type data structure to achieve FIFO operations. Unless NT is multithreaded, there is pretty much 0 chance of ordering issues occurring on the NT side
610 tick IRT/IQ chart attached for comparisons. Also ran NT with the most recent version of the cumulative delta indicator from the NT support forum and there were some major differences from the IRT/IQ version.
Here's my NT/Zenfire CD for the day 1 minute chart. How is it we broke 800 without the net shorts being taken out? We neutralized the 800 level supply from 3/19 during a moment im time where prices were around 810 !!!???
Hi AMT I was a bit confused today with my trading and I hope you could shed some light. As price approached 800 today, I have a net short bias of roughly 40k contracts. However 800 did not hold and as price rose past 800 the delta reading was still lower than the last time we visited this price. Was there anything that would have gave us a clue to this? Maybe when Delta was neutralized at the end of last Friday when price and delta both returned to previous levels establish on last Tuesday? Thanks JW