I would be very grateful if anyone could dispute the accuracy of this data. Ask three people what cumulative volume delta is, and you may get three different answers. I have reason to believe my data is air-tight, but I am disturbed that the "At Ask" volume has been lower than "At Bid", across the board. It is my intention to update this data, and perhaps conduct some analysis when I have accumulated more of it. Note: the period of time spanned for all contracts here... From the stroke of midnight... until 11pm, London time. Of course, not all of these futures trade continuously through that timeframe but suffice it to say, I have captured the vast majority / the entirety of trading activity, each day.