Bar Stats
A table of order-flow statistics under the bars, one row per statistic and one cell per bar.
Bar Stats puts a table under the chart. Each row is a statistic, each column is a bar, and each cell is shaded by magnitude. You read volume, delta, trade counts, size-band delta, liquidations, open interest, funding and depth for every bar at a glance, aligned with the bars above.
Add it from the indicator dialog, group Volume. The default footprint chart already has it.
Rows
By default Bar Stats shows Volume, Delta and Delta %. Choose and reorder rows in the study’s settings.
Trade flow
| Row | Short label | Meaning |
|---|---|---|
| Volume | Vol | Total traded volume |
| Buy volume | Buy | Volume of buy aggressors |
| Sell volume | Sell | Volume of sell aggressors |
| Delta | Δ | Buy minus sell volume |
| Delta % | Δ% | Delta as a share of volume |
| Trades | Trades | Number of trades |
| Buy trades | B trd | Number of buy trades |
| Sell trades | S trd | Number of sell trades |
| Average trade size | Avg | Volume per trade |
| Largest trade | Max | Largest single print |
| CVD | CVD | Running delta |
| Lowest delta in the bar | Min Δ | Lowest running delta inside the bar (from the tape) |
| Highest delta in the bar | Max Δ | Highest running delta inside the bar (from the tape) |
Size bands
One row per trade-size band: Delta < $1K, Delta $1K–10K, and so on up to Delta ≥ $5M. Their short labels are Δ < $1K and so on. See trade-size bands.
Derivatives and book
| Row | Short label | Meaning |
|---|---|---|
| Long liquidations (USD) | Liq L | Notional of longs liquidated in the bar |
| Short liquidations (USD) | Liq S | Notional of shorts liquidated |
| Liquidations Δ (long − short) | Liq Δ | Difference of the two |
| Open interest | OI | Open interest at the bar’s close |
| Open interest Δ | OI Δ | Change of open interest over the bar |
| Funding % | Fund % | Funding rate at the bar’s close |
| Bid depth ±1 % | Bid 1% | Resting bids within 1 % of the mid |
| Ask depth ±1 % | Ask 1% | Resting asks within 1 % of the mid |
| Depth imbalance ±1 % | Imb 1% | (bids − asks) ÷ (bids + asks), in percent |
| Net longs (est.) | NL | Estimated longs opened, see Net Positioning |
| Net shorts (est.) | NS | Estimated shorts opened |
| Depth imbalance ±0.1 % … ±10 % | Imb 0.1% … | The imbalance within one band: ±0.1, 0.25, 0.5, 2, 2.5, 5 or 10 % of the mid |
Markets
Markets in the settings lets Bar Stats read another market of the chart’s coin, or several summed, instead of the chart’s: for example Bybit’s statistics under a Binance chart. Its rows come from that market’s bars at the chart’s interval, matched to the chart’s bars by open time; a chart bar without one shows empty cells. The legend names the choice (Stats · Bybit). See Markets of an indicator.
Unit
Unit (Coin or USD) shows every row that counts the coin (volumes, delta, trade sizes, CVD, size bands, open interest, depth, net longs and shorts) in USD at each bar’s close. Liquidations are in USD either way; counts, percentages and funding stay as they are.
Colour grading
Cells are shaded by magnitude. Colour grading sets what a cell is compared with:
| Grading | Compared with |
|---|---|
| Bar | The other cells of the same bar |
| Day | Cells of the same row within the day |
| Week | Cells of the same row within the week |
| Visible range | Cells of the same row on screen (default) |
| Whole chart | Cells of the same row in every bar loaded |
Signed rows like delta use the bull colour above zero and the bear colour below. Buy rows are always bull, sell rows always bear, and the rest are grey by magnitude.
Colour from (% of the largest) leaves cells uncoloured below that share of the largest value they are compared with; their numbers stay. At 0 (default) every cell is shaded.
Cell grid outlines every cell, Grid thickness sets its width.
Row labels on the right of the pane can be turned off.
Text appears in a cell when bars are at least about 26 px wide. Zoom in to read numbers; zoomed out, the shading alone shows the pattern.
Where the numbers come from
| Rows | Source |
|---|---|
| Volume, delta, trade counts, size bands | The engine’s per-bar statistics, also from recorded history |
| Largest trade, lowest and highest delta inside a bar | Measured from the raw tape, only for bars whose prints add up to their volume |
| Liquidations, open interest, funding, depth | Per-minute context, copied onto each bar at its close |
| Net longs and shorts | The estimate from open interest and taker side |
Book depth is sampled once a second. Open interest and funding before the session are what the data hub recorded: open interest in 5-minute or hourly points, funding as the rate recorded just before each settlement.
A value that is not known is shown as missing, never as zero. Spot markets have no liquidations, open interest or funding.
Related panes
Some of these statistics also exist as their own panes in the indicator dialog:
| Study | What it draws |
|---|---|
| Open Interest | Open interest as a line |
| Funding Rate | Funding at each bar’s close, in percent |
| OB Depth | Bid and ask depth within ±0.1 to ±10 % over time, as lines or stacked areas, with an imbalance strip |
| Trade Counter | See CVD and delta |
| Net Positioning | See CVD and delta |