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Class: OrderFlow

Exchange order flow per bar, in base units. na on markets without coverage, and always na in the browser preview. On the newest live bar the values are provisional (the feed is flushed periodically); prefer [1] for signals. A strategy joining an already-running chart reads na for the history loaded before it joined. Read delta / cvd inside onBar.

Constructors​

Constructor​

new OrderFlow(): OrderFlow

Returns​

OrderFlow

Properties​

buyVolume​

readonly buyVolume: Series

sellVolume​

readonly sellVolume: Series

Accessors​

cvd​

Get Signature​

get cvd(): Series

Cumulative volume delta since the start of loaded history.

Returns​

Series

delta​

Get Signature​

get delta(): Series

buyVolume - sellVolume for the bar.

Returns​

Series