Templates / FT71 cumulative Delta filtered by Lot Size
What's Included

Inside this template.

Understand what different market participants are up to. This chart tracks small, large, and very large trades. Preset for E-Mini S&P.

  • cumulative Delta filtered by Lot Size: Small (1-9), Large (10-99), very Large (>=100)
  • 1 MIN Chart Full Session split into Day + Overnight Session
  • Delta reset at Start of each Trading Day
  • Day generated Levels marked: p-settlement, Open, ON High, ON Low, Full Session VWAP
  • Large Volume Trade Indicator
Good to know

FAQ.

What Sierra Chart package do I need?
We recommend Sierra Chart Package 10 for this template.
How do I install the template?
1) Download the included files. 2) Place them in your Sierra Chart Data folder. 3) Open the chartbook. Detailed Installation Guide →
Can I use the template for all products?
Yes. In its default state this template is optimized for ES (S&P 500). For any other instrument, adjust the session times, scaling and volume settings to match. See the official Sierra Chart documentation for guidance.
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