Exchange data

Two data sources that Pine Script does not have. Enable them at top level; they are only loaded for scripts that ask for them.

Order flow

const flow = orderflow();

export function onBar(): void {
  plotPane("delta", flow.delta, "flow");
  plotPane("cvd", flow.cvd, "cvd");
}

Member	Value
flow.buyVolume	Aggressive buy volume in the bar, base units
flow.sellVolume	Aggressive sell volume in the bar, base units
flow.delta	buyVolume - sellVolume
flow.cvd	Cumulative volume delta since the first loaded bar

Read delta and cvd inside onBar().

Funding and open interest

const deriv = derivatives();

export function onBar(): void {
  const fundingPct = nz(deriv.fundingRate[0]) * 100;
}

Member	Value
deriv.fundingRate	Funding rate at the last snapshot in the bar
deriv.openInterest	Open interest, base units
deriv.openInterestQuote	Open interest, quote units

Coverage and na

These series are na where there is no data:

• on exchanges without coverage,
• on spot markets (funding and open interest),
• before the data feed started for that market,
• in the browser preview, which does not load this data yet.

Write scripts that still behave on na, for example with nz() in filters so a missing value passes the filter instead of blocking every trade.

On a live chart the newest bar's order flow can be incomplete until the data feed catches up. Use [1] for signals.