Data Sources
Volume Delta
Volume delta OHLC candles.
data.VD exposes volume delta candles where each bar tracks buy - sell.
data.VD supports aggregated exchange strings and trade-size buckets.
const vd = subscribe(data.VD, { bucket: 1 })Functions
vd.open(offset?) -> number
vd.high(offset?) -> number
vd.low(offset?) -> number
vd.close(offset?) -> number
vd.unix(offset?) -> number
vd.bucket() -> number
vd.bucketInfo() -> { id: number, label: string, minValue: number, maxValue: number }offset?: optional bar offset on the VD subscription clock
Bucket Selection
Use options.bucket or options.bucketGroup with subscribe(...) to choose the stored VD bucket.
const vdAll = subscribe(data.VD, { bucket: 1 })
const vdWhales = subscribe(data.VD, { bucket: 10 })bucket() returns the active bucket id for the subscription.
bucketInfo() returns metadata for the selected bucket:
| Bucket | Label | Range |
|---|---|---|
1 | all | all trades |
2 | 1-1K | 1 to 1,000 |
3 | 1K-10K | 1,000 to 10,000 |
4 | 10K-25K | 10,000 to 25,000 |
5 | 25K-50K | 25,000 to 50,000 |
6 | 50K-100K | 50,000 to 100,000 |
7 | 100K-250K | 100,000 to 250,000 |
8 | 250K-500K | 250,000 to 500,000 |
9 | 500K-1M | 500,000 to 1,000,000 |
10 | 1M-5M | 1,000,000 to 5,000,000 |
11 | 5M+ | 5,000,000+ |
Example
//@version=2
indicator("Volume Delta", false)
const vd = subscribe(data.VD, {
exchange: agg("bybitf", "binancef"),
bucket: 3
})
function onBar(index) {
const value = vd.close()
plotHistogram("VD", value, {
color: value >= 0 ? color.teal : color.orange
})
}