You mean cumulative Delta ?
You can use the tools of jigsaw or others in Ninja trader,7/8 MT5 now, even on MT4 you can use and/also for futures like 6E (Future Euro)
There is a lot about that online.
Hi Guys i am new at T2win but order flow tools Jigsaw are already working with MT5 Platform so you can have a very good and deep information with all that.
Cheers