Cumulative Delta Energy Spreads

[greg25]

Hi Guys,

I was trying to look at the cumulative delta volume for the spreads, in this case energy spreads.

Unfortunately i find that the delta i can get from the market is both coming from spreads orders or outright orders and also for synthetic orders.

Does anybody find a way how to filter this stuff to get just the spreads orders cumulative delta.

I use CQG, Sierra Charts, CTS.

Thanks

Greg

 

[rt5909]

Hi Guys,

I was trying to look at the cumulative delta volume for the spreads, in this case energy spreads.

Unfortunately i find that the delta i can get from the market is both coming from spreads orders or outright orders and also for synthetic orders.

Does anybody find a way how to filter this stuff to get just the spreads orders cumulative delta.

I use CQG, Sierra Charts, CTS.

Thanks

Greg

not sure about the cum. delta, but you can configure DOM and total volume shown on DOM to show only 1) outright, 2)implied, or 3) combination, in both CQG and CTS. I would assume since it can be done on the DOM, it can be done for the profile. best bet is to call support