GlossaryVolume delta

Volume delta

Volume Delta shows, for each candle, how much more was bought aggressively than sold, as bars around a zero line. You can see candle by candle which side applied pressure with market orders and whether the price followed that pressure.

How to read it

  • Delta follows the price: A rising candle with a large positive delta means aggressive buyers carried the price.
  • Absorption: A large delta without price movement, or a delta against the candle's direction, usually means limit orders on the opposite side are absorbing the pressure. The order book heatmap shows where those orders sit.
  • Exhaustion: An outlier delta at the end of a long move, after which the price gets no further, often marks one side's last push.

Limitations

  • Volume Delta is available for cryptocurrencies only.
  • Binance (taker volume) describes one exchange, not the whole market.
  • Shaded candles have no data.
  • If you pause live data in the bottom bar, no more trades reach the current candle.

Related indicators