Podrás visualizar de manera eficaz los datos de precio y volumen, lo que te permitirá ver la distribución de todos los contratos negociados a un precio concreto durante un período concreto. Delta Divergence. But Keep in mind, in trading & technical analysis, nothing is 100% certain. See acceleration, deceleration, absorption, bid/ask volume levels, delta and lots of other information in a single intuitive chart. 2nd bar: Max Delta is 336, Min Delta is -30, and Delta on close is 335. Cumulative Delta. By visualizing the net buying and selling pressure at different price levels, CVD assists traders in understanding market momentum and making informed trading decisions. Delta Scalper will run on normal bar, candlestick charts and renko charts. me/comunidad3c NinjaTrader Order Flow Volumetric bars provide a detailed ‘x-ray’ view into each price bar’s aggressive buying and selling activity. Apr 26, 2020 · The Delta Surge is for NinjaTrader 8 and will work on normal candlestick charts as you can see below, as well as Orderflows Trader charts. Order Flow + Barras volumétricas de Order Flow; Delta Cumulativo do Order Flow; Order Flow VWAP; Perfil de Volume de Order Flow; Detector de comércio de Order Flow; Mapa de profundidade de mercado de Order Flow; Tick Replay. Order flow scalping – Exploiting liquidity gaps found through volume profiling and order book imbalances. The Volume Delta indicator provides thorough insight into both the total volume and the percentage of ClusterDelta Orderflow for Windows/MacOS is a platform that displays order flow charts in real time: Order flow chart (combined modes of volume, delta, ask, bid, profiles) All range of timeframes (from M1 to W1) Volume / Delta Profile separated from chart. As a trader or market analyst, understanding underlying volume and trade flows is critical. . Trading Value Areas With Order Flow. Order Flow Footprint Real-time chart (also known as Cluster chart, bid/ask profile, bid/ask cluster, numbered bars) is a concept of drawing candle internal structure and showing bid and ask transactions inside the candle. Delta is an important part of order flow trading. Features: Order Flow Visualizer: Provides actionable insights with easy-to-read visualizations. Solicitar una reunión. You can only speculate if any participants were or were not stopped out in the wick. — Must match both indicators for it to work. comVideo HighlightsWhat is the delta formula?What is cumulative delta divergence?What is Delta and divergence in order flow?What The Orderflows Delta Trading Course is an unparalleled educational endeavour for traders aiming to delve deep into order flow and delta analysis. Learn more about what Cumulative Delta is in order flow trading here. Order flow trading is a powerful strategy used by traders to gain insights into market dynamics and make informed decisions. The cluster contains buy volume, sell volume and the price range of the volume. Order Flow + studies are included for all NinjaTrader lifetime license users. No need for add-ons. ly/COMUNIDAD3C Únete a nuestro canal de Telegram: https://t. Typically represented through a histogram alongside the price Feb 8, 2022 · Delta order flow is the difference between the market buys and market sells at each price (Footprint Delta) in each candle/bar (Bar Delta) or for a period of time (Cumulative Delta). understand when overall market sentiment is bullish or bearish. Jul 28, 2023 · Each bar’s size reflects the trading volume at that price level, giving important information about the supply and demand dynamics of order flow. Any infusion of funds on time and price is recorded in clusters with a breakdown of buy / sells and their difference - delta and leave a mark on the market. It offers insights into market pressure by calculating the difference between buy volume and sell volume. No indicator can give you a 100% success rate. El gráfico de order flow, muestra una información por cada movimiento del precio representandose en lo que llamamos clúster. Some commonly used order flow indicators include: 1. If Limit Orders Were Included: If you were to also include the limit orders in the Delta calculation, you would add the 100 contracts from the limit sell orders. Delta Bars and Cumulative Delta. Delta Volume. Here is a 1-minute GC chart from Friday April 24, 2020: Here is a 5-minute ES chart from Friday April 24, 2020: Order Flow Cumulative Delta Overview Display There are 2 view of the Order Flow Cumulative Delta, both of which can be calculated on a Delta type of Bid Ask or Up Down Tick . Dec 10, 2022. In this example, the ESZ20 was ranging in a braket while showing clear activity around the Mid Swing. Cumulative Delta 2. If the Cumulative Delta is positive, then we have more aggressive buyers. There are different ways to interpret the order flow delta. If you are looking at the stop run, for example, on a simple candlestick chart. Order Flow – Live Trading Examples. This shows a buying pressure of 100 contracts. Mild – Get in on a pull-back just above the zone or within the zone. It operates on the principle that price movements Software. By analyzing the flow of buy and sell orders, traders can gauge market sentiment, identify potential What Is Order Flow? •Order Flow components –INTENT •Resting/Limit Orders – Market Depth, Depth & Sales –ACTUAL •Executions – Volume, Volume Profile, Time & Sales, Reconstructed Tape, Summary Tape, Footprint, Cumulative Delta, Depth & Sales •Order Flow Perspectives –High level/Long Term – the 100,000 foot view Order Flow Cumulative Delta Overview Display There are 2 view of the Order Flow Cumulative Delta, both of which can be calculated on a Delta type of Bid Ask or Up Down Tick . El momentum del mercado, si este es 1736. The real key to an order flow imbalance is to have a big surge in volume. Cumulative Volume Delta adds up delta values to generate an indicator that helps analyze buying and selling For users of cumulative delta, a market order is considered aggressive and a limit order is considered as passive. Here is what you will learn: NinjaTrader 8 – Charting Platform. Order Flow – Software. 2% OFF. This tool simplifies order flow analysis, helping you make informed trading decisions with institutional-level insights. Feb 26, 2022 · Podemos catalogar al DELTA como una herramienta visual de volumen en forma de barra, la cual nos expresa la fuerza o debilidad de un impulso o un retroceso, su fórmula matemática es ASK – BID, lo cual no es más que compras – ventas y el resultado no lo muestra cada barra delta dependiendo la temporalidad del gráfico que estemos You can set accuarcy of 0 Delta with Delta Flip: precision parameter. I designed each course to be consumed in one evening. A good trader(or an AI algorithm in my case) can provide us information about a possible future price imbalance, and using this knowledge exploit a resistance point at which to place an order. Mar 21, 2024 · To use Max Delta and Min Delta for order flow analysis in trading, enter trades on strong Max Delta at swing lows for buy signals and strong Min Delta at swing highs for sell signals, setting stop-loss at levels where Max or Min Delta occurred to manage risk. Its primary benefit rests in its unique ability to see clearly who is in control of the market based on market generated Oct 5, 2023 · Volume Delta and Cumulative Volume Delta are two effective trading indicators that market players use to analyze order movement. Oct 11, 2022 · **Updated Version. Oct 7, 2022 · Cumulative Volume Delta EURO Trade. Key features include: Cumulative Delta Analysis - The Obsidian OrderFlow Delta Indicator delivers both Cumulative Delta and Per Bar These 11 Studies (all highlighted above) are part of the Order Flow Studies Pack, which is included in our Order Flow, Professional, and Ultimate Editions, and can help you gain an edge when analyzing order flow: Bid/Ask Volume. 10-Lesson Course: Step-by-step on-demand training to integrate order Oct 12, 2023 · Understanding order flow is a fundamental concept in forex trading. What are Delta Bars # Delta Bars is a candlestick representation of Delta. Jun 8, 2022 · Cumulative Volume Delta Bars is one of the leading indicators you can include as an order flow trader in your arsenal. All too often, I hear traders say “oh, I don’t use that” referring to one of the 3 building blocks of order flow. Mar 13, 2016 · Forget about looking at order flow footprint charts. Order Flow Combined With Technical Analysis VWAP. Delta is the difference between aggressive buyers and aggressive. This technique primarily attempts to answer the question which side was the most aggressive at each price level. Delta will either positive or negative and on rare occasions it can even be zero. 0 (15 ratings) 6489 learners enrolled. Posted by orderflows on Aug 21, 2023 in Blog In the original Delta Scalper user guide, I explained 3 ways to enter the market when the Orderflows Delta Scalper gives a signal. Imbalance indicator with Alternative settings. Up to 3 POC's. –This requires Ninja Trader Lifetime License for it to work. Jun 4, 2021 · Order Flow Analysis. Order flow analysis considers the real-time supply and demand of a traded asset by examining the transaction flow. May 21, 2023 · What is the volume delta in trading? Volume delta is the difference between the buying volume and selling volume of a particular financial asset within a specific time interval. Order flow charts are powerful tools that allow traders to gain deeper insights into market events by providing additional transparency and real-time analysis of historical and current data. Aug 18, 2023 · Tradeovate Tips, Tricks and Hacks. Y si bien las herramientas de Order Flow son algo relativamente nuevo en el mundo del trading los datos que muestran no lo son. This trade is the other variation on the Cumulative Volume Delta but opposite. Option delta exposure on-balance, can provide insight into the level of bullish or bearish pressure present in the option order flow. Volume Delta (CVD), or Cumulative Volume Delta, is an advanced order flow indicator widely used in trading. Big Trades Study. Order Flow + contains the following bar type and indicators › Order Flow Volumetric Bars › Order Flow Cumulative Delta › Order Flow VWAP › Order Flow Mar 25, 2019 · Cumulative Delta keeps a running tally which displays a comprehensive historical and real-time view of order flow delta activity. Delta is the difference between the volume bought from the offer and the volume bought from the bid. Order flow analysis helps traders identify potential support and resistance levels, understand market sentiment Order flow now has ways to organize the market generated data of delta, point of control, imbalances and volume into visual structure that allows a trader to see when there is market strength, market weakness, aggressiveness, distribution, accumulation and absorption. Jul 6, 2022 · deltariver trading - FREE order flow trading indicator (deltariver trading english)PLEASE NOTE MY FOREX FUNDS IS NO LONGER IN BUSINESS!!!!Start your funded t Delta Scalper Is One-Of-A-Kind. Trabalhando com modelos de comissão; Aplicando Modelos de Sep 1, 2023 · 1-Proper education – Get a deep understanding of order flow concepts and the impact of these orders on price moments. This Video Course is 12 hours long and consists of 39 videos. They lazily try to slap a database of Time-to-Price onto a graph meant for a database of Price-to-Time and expect it to not have UX issues. Order Flow Trading is a type of trading strategy where trading edges are defined through the analysis of advertised orders and/or executed orders. Volume Profile – Getting Started. Volume delta is derived from order flow trading in which traders track the activity of buyers and sellers in the market. Delta Flip precision was 40. One of the ways we have coded into a tool called the Delta Scalper. Language: English. Delta Flow calculates as Delta * (High - Low) and describes the impact of the aggressive orders on the market price through Delta value. Order flow traders look to profit by capitalizing on market imbalances. Esta metodología se aprende trabajando en importantes firmas financieras. orderflows. 169. Anthony Crudele joined NinjaTrader's Tom Schneid May 19, 2024 · El ‘Mapa de Órdenes’ (Order Book). Dec 28, 2023 · Volume Delta and Cumulative Delta (Cumulative Volume Delta) are common indicators used in various financial markets, including stocks, futures, commodities, and forex. Best For-All Markets-Order Flow Traders Pros-Extremely lightweight and fast-Great Order Flow Suite included already. No todos te enseñan la metodología usada por los traders profesionales, aunque usen las palabras Order Flow, Volumen, Cinta o incluso te hablen de futuros. As price approached the “Bracket High” area the market activity Nov 9, 2022 · 1on1 Session to answer any questions you might have regarding trading or our trading group!For more information visit👇https://www. The indicator can show the top 3 POC's (Point of control) for each bar. a. Hello! This indicator "Order Chain" uses live tick data (varip) to retrieve live tick volume. Bid-Ask Imbalance 4. Order flow scalping is the art of determining the immediate trend of prices. To determine the net imbalance, we subtract the total negative option delta exposure from the total positive option delta exposure traded during the day. Now the Delta Scalper not only analyzes order flow, but also price action and momentum. Posted by Mike on Aug 22, 2023 in Blog. starstarstarstarstar 5. Feb 17, 2024 · Order Flow Analysis. […] Mar 30, 2023 · Order Flow Cumulative Delta is a sentiment indicator that shows whether more bids were hit or offers lifted. Decode The Market With Order Flow Delta Analysis. Highlight region now includes all customizable features found on the Order Flow Cum Delta Now includes: Delta Type Period (Session/Bar) Size Filter Highlights region based on values from NT8 Order Flow Cumulative Delta Indicator. Cluster Charts (a. These charts can be displayed in various time frames, typically ranging from one minute (M1) to five minutes (M5), and offer valuable information for traders. It’s become a “buzz” word online by Visit http://www. It gives you an inside look at buying and selling pressure and how the market reacts. Momentum is important to traders because it reflects the strength and direction of a price movement. Aggressive – Get in ASAP and look for the market to pop. The action of a person hitting the bid or offer is considered one of more urgency. Table of Contents show. Conocerás y aprenderás a manejar las herramientas profesionales Order Flow y Volumen Profile. Apr 2, 2024 · Reading Order Flow: Step by Step. Dec 18, 2023 · Learn about how to use the Order Flow Cumulative Delta indicator in the NinjaTrader Desktop platform. Orderflow module in GoCharting comprises of the following components. In this case, we are looking at EURO, where sellers are passively absorbing large selling. LPRTradingGroup. So give your brain a rest and make your trading life easier. Using Delta River you can see and analyze the internal currents of the market. Posted by Mike on Aug 23, 2023 in Blog. But delta is a great tool for traders. Order Flow Cumulative Delta Description An indicator that accumulates the volume of orders filled at bid and ask prices or up and down ticks throughout the session and compares them to determine buy/sell pressure. htmlDelta Candles are bar delta transformed into Japanese Candlestick style bar. However, not many platforms come with advanced tools, such as footprint charts, delta, and volume profiles. Bar Type – Type of bar to display (ie OHLC, Candle, Line, Bar etc). Tendrás una visión 360º a la hora de leer los gráficos. Lo que vas a ver con esta poderosa herramienta es lo siguiente: La distribución del volumen por cada tick del precio. So instead of having to a Cumulative Delta. By gauging the speed and magnitude of price changes, Delta Scalper makes more Tu misión es sencilla: descubrir sus intenciones y sumarte a sus movimientos. May 16, 2022 · To import your 3rd party app or add-on to NinjaTrader, simply follow these 3 steps: Download the app or add-on file to your desktop. It provides insight into the market’s underlying dynamics by tracking the flow of orders and can help market participants make more informed decisions. The MP charts have numerous scaling issues (this is actually common with most software). A negative Cumulative Delta is coloured red and characterizes a negative order flow during a trading session as a result of more aggressive behaviour of sellers. Features: NinjaTrader 8 – Charting Platform. Sep 30, 2020 · Footprint charts are extremely popular amongst orderflow traders. Thats why it is so important to confirm Delta by price action and orderflow, not just Delta itself. Delta is defined as the difference between the BUY and SELL market orders in terms of volume. Jan 13, 2022 · Order flow delta is important because it helps a trader. Bar/Time Statistics — volume data per each bar in table form. Order flow indicates committed market orders driving momentum. Price, Volume & Order Flow in a single chart Unlike a traditional bar or candlestick chart, the volume ladder chart combines Price, Volume and Order Flow all in one. May 13, 2024 · Cumulative Delta is a vital indicator that accumulates the volume of orders filled at both the bid and ask prices (up and down ticks) on each bar throughout the trading session, and then compares them to determine whether there is more buying or selling pressure. I say coincidental because it is often just luck that the delta Volume delta is a key metric to understand when making trading decisions based on volume and order flow. Values on left side of a candle are bids - Transactions done by active sellers with passive buyers. sellers in a bar. Market Profile aka TPO. Depth of Market (DOM): Shows real-time order book data. A footprint chart shows various information, including volume, bid-ask spreads, cumulative volume delta and order flow imbalances, for each bar that represents a particular price level. Overview of Delta Flow indicator. Traders use various tools and indicators to analyze advertised and executed orders, such as Level II Quotes, time and sales indicators, liquidity charts, volume profiles, market profiles, and delta. With a curriculum that spans from foundational concepts to sophisticated trading strategies and risk management and practical, real-time application, this course is a treasure trove of knowledge for Jul 9, 2021 · 👉-- Únete a la comunidad https://bit. Using the Cumulative Delta Indicator The Cumulative Delta indicator plots as candlesticks in a panel below the price at time information. Use a market order. Order Flow – Trading Setups. Validity Period: 365 days. Watch on. This my own personal definition for order flow trading. What is Order Flow Trading. Analyzing order flow involves a step-by-step process to gain insights into market dynamics and make informed trading decisions: 1. Jul 29, 2023 · What are some of the most commonly used order flow indicators? Order flow indicators are tools used to analyse order flow data and identify patterns or imbalances. By Jervis Gonzales. Quick trades target filling limit orders. It calculates uptick volume as buy volume and down tick volume as sell volume and calculates the delta (shown in labels). There are three trading rules you need to follow: We use the order flow imbalance to trade in the direction of the imbalance looking for continuation patterns. Volume Profile – How to Find Strong Supports and Resistances. Identify Key Support and Resistance Levels. This indicator must be used on a live market with volume data Features Live Tick Volume Live Tick Volume Delta Orders are appended to boxes, whose width and height are scaled proportional to the size of the order. Mar 21, 2016 · How To Use Delta In Your Trading. Sep 27, 2023 · Mastering Order Flow Trading: The Ultimate Step-by-Step Guide. Delta Scalper will run on normal bar or candlestick charts. -Amazing pricing-Best documentation available (their forum and youtube) Cons Jun 18, 2024 · The article identifies five crucial tools for order flow analysis: Footprint Chart: Offers a detailed view of market activity within each price level. Sierra offers a strong order flow package including footprint charts (number bars) and volume delta with their Level 5 package and up. com------- The Orderflows Delta Candles are a trader's dream. It will either be positive or negative and in rare coincidental instances it may even be zero. Over the course of 3 days, you can become proficient in understanding order flow just by spending one evening per course. These are the 3 levels were most most volume was traded. Apr 4, 2024 · An order flow trading software is a trading or charting platform that displays order flow indicators, like Time and Sales and Level II data (Depth of Market or DOM). Indicator – Settings for the latest When a trader is new to order flow the first thing I tell them to learn is the 3 building blocks of order flow: Delta, POC and Imbalances and teach them to incorporate all three into their analysis. Forget about looking at order flow footprint charts. Feb 21, 2024 · The order flow indicator is a technical analysis tool used by traders and investors to gauge the buying and selling pressure within a market. EXAMPLE: 1st bar: Max Delta is -1, Min Delta is -163, and Delta on close is -155. If it fails to go with the trend, then we look for fill out of the imbalance. different time helps you to have a variety of insights in order flow dynamics. When using momentum, Delta Scalper assess the overall market sentiment. This powerful, easy-to-use tool provides you with the valuable data you need to make informed trading decisions and boost your market insight. By default only 1 POC will be shown (the price level with the most traded volume in the bar) , but you can turn the other 2 on/off in the settings. The ‘delta’ in the name refers to the difference between buying and selling activity at a specific price level and timeframe. Sep 27, 2023. How can I get started using the Order Flow Trading Order Flow Analysis & Advanced Market Profile Mastery. Cálculo del Delta; Gráfico de Order Flow; Indicador de Delta; Delta acumulado; Cálculo del Delta. In this video Signet discusses using a filtered time and sales widget on Tradovate to assist with identifying ceilings and Nov 17, 2022 · Email: tradershivay22@gmail. Order flow trading involves analyzing the flow of orders in the market to predict future price movements. Volume Delta: Volume Delta is an indicator that simplifies how you analyze trading volumes and the percentage of buy-sell activities effortlessly. Market Delta: Measures the difference between buying and selling pressure. com/deltacandles/index. Delta Scalper was designed around interpreting delta in the market; to understand when and where buyers or sellers are showing their strength in the market. Most traders are already familiar with Japanese Candlestick Volume Delta is a tool used in forex, stock and crypto markets to analyze order flow and spot potential reversals. Dec 10, 2023 · Delta Calculation with Market Order: When you calculate Delta, you include the 100 contracts from the market buy order. Jan 9, 2021 · Most of their order flow and Market Profile features are really sloppily slapped onto the existing platform. You’ll learn to see the way traders reveal their strength Each bar will have a delta number. They are commonly employed in order flow analysis to understand the dynamics between buying and selling activity at different price levels or over specific time periods. Volume Delta = Buying volume – Selling volume Last year I created 3 different order flow courses, with each course covering the three most important parts of order flow analysis: delta, point of control and imbalances. Indicadores de repetição de escala; Wiseman; Comissões. Del DOM al Mapa de Órdenes y de La Cinta al Gráfico de Clústeres. The tools give real-time insights into a market’s buy and sell volumes and help you to identify probable reversals. Power Trades Scanner. The Cumulative Volume Delta (CVD) indicator is a powerful tool included Bookmap that offers traders insights into market liquidity and order flow dynamics. There is not much information on trading order flow delta available on the market as most traders aren’t even aware of order flow delta, let alone thought of trading with it. These values are displayed as price bars (candles) in a separate plot. This indicator is available in several variations, each serving different A positive Cumulative Delta is coloured green and characterizes a positive order flow during a trading session as a result of more aggressive behaviour of buyers. Use a limit order. Install a 3rd Party Indicator or App. Delta Scalper was designed for those who don’t want to deal with order flow. Our experts will answer such questions as: how is the O Order flow charts mode: Volume, Delta, Ask x Bid, Volumes x Delta, Bid x Ask and others The main advantages are Graphic user-friendly interface Scaling charts for high-volatility markets Custom chart settings for current purposes The Green and Red rectangles on the left side of the candle shows the body of the candle and Open/Close prices. Delta Scalper's unique ability is that it can actually change the way you look at the market. DeltaRiver is a platform for cluster analysis and trading. They help turn the delta data numbers into a beautiful visual chart that is easy to read and understand. El ‘Order Flow Delta’ (Delta de Volumen). The script plots the order flow clusters for the last six candles in the middle right. k. The Orderflows Delta Trading Course is designed to help you improve your market understanding by learning to the order flow delta, and by improving your ability to interpret the real forces that drive markets; to trade successfully, you must understand what your competition is doing. The brain processes images at 60,000 times the speed of text. Footprint chart or OrderFlow chart) Imbalance Charts. 2-Choose a time frame – It is very important to select an appropriate time on which you want to focus on. La actividad del mercado por cada lado, comprador y vendedor. Order Flow - Software. This information is then ‘accumulated’ over time and plotted on a chart indicator. Volume Profile: Displays volume distribution across price levels. The Cumulative Delta calculation is Market Buy Orders – Market Sell Orders. By comprehending how orders are executed and filled in the market, traders gain a deeper insight into market dynamics and can make more informed trading decisions. Delta es la diferencia entre las compras y las ventas realizadas en el mercado para cada nivel del precio, en cada vela y si lo aunamos en periodo de tiempo determinado podremos hablas de Delta acumulado. The delta total is reset at the beginning of each session (RTH or ETH). From the NinjaTrader Control Center window, select the menu Tools > Import > NinjaScript Add-On…. It measures the difference between buying and selling pressure and can indicate the strength of buy or sell orders. Mar 30, 2022 · In order flow trading, Cumulative Delta is a helpful tool for analyzing buying and selling activity inside of the futures market. NinjaTrader Order Flow Volumetric bars provide a detailed ‘x-ray’ view into each price bar’s aggressive buying and selling activity. Essentially, Volume Delta = Buy Volume - Sell Volume. Default is 40. DELTA = BUY Volume – SELL Volumes # Delta = Positive => Aggressiveness on the Buy side; Delta = Negative => Aggressiveness on the Sell side; Generally you would expect Price to move ⬆ when Delta is positive and Price to move ⬇ when Delta is negative. Plots the accumulation of the delta (difference between ask and bid volume). However, on its own it can be too much information to interpret quickly when trading in a volatile market. Order flow mean reversion – Combining VWAP crossovers, volume profile, and cumulative delta to structure counter-trend trades. Order Flow – Confirmations. Fixed, Session and Composite Volume Profile. However, these NinjaTrader Order Flow + studies are powerful tools to assist in order flow, volume and market depth analysis. So if delta is greater than 0 you have more buying than selling pressure. Introducing the Obsidian OrderFlow Delta Indicator - an advanced solution for analyzing the market's real-time order flow. Select the downloaded file from your desktop. Traces left by large players will not Gain a real-time trading edge with Order Flow Advantage. The order flow is a tool that allows us to see the flow of orders in the market, with this we can see the difference between the level of supply and demand. Orderflows software runs on the NinjaTrader platform and combines order flow with charting in a dynamic, real-time way that allows the trader to view the market’s evolving and constantly changing state. They essentially offer the inside look into the candles, which show the volume traded at each price. Unfinished auction indicator. Volume Delta 3. ₹9999 88. Before diving into order flow analysis, it’s crucial to identify key support and resistance levels on the price chart. Order Flow – Take Profit and Stop Loss. Analysts track cumulative volume delta as a key metric, which tallies the volume of buy market orders against the volume of sell market orders. tc ni py tw iy zi jz nz rp tr