What do the delta numbers below crypto candles mean?
MarketScanner product notes · UpdatedThe signed number below a DeepFlow candle is its reported buy volume minus sell volume. The second number is total volume. Read them together: a positive delta describes more aggressive buying in that data sample, while total volume tells you how much activity contributed. Neither number is a promise about the next candle.
Read candle delta in DeepFlowRead volume and delta without confusing them
1. Find the two values below a candle
Turn on Candles and Footprint / Δ in DeepFlow. On a higher timeframe, the signed coloured value is candle delta and the smaller value is total volume. The short split bar above the candle compares reported buy and sell volume. Read the source label: an aggregated live order book and the provider of historical candles are different datasets.
2. Work through a simple example
Illustration: suppose a completed candle contains 12 units of volume, including 8 units of taker-buy volume. The remaining 4 units are taker-sell volume. Delta is 8 − 4 = +4. Total volume is still 12. Every execution has a buyer and seller; the classification describes which side initiated the trade, not the number of people buying or selling.
3. Why can a red candle have positive delta?
Illustration only, not a recorded trade: a candle opens at 100. Buyers initiate 8 units near 100–101; later, sellers initiate 4 units into thinner bids and the last trade is at 99. The candle closes red because 99 is below 100, while delta is +4 because 8 exceeds 4. Delta sums classified volume; candle colour compares two prices. Neither preserves the full sequence of trades or changing depth. Passive sell orders absorbing aggressive buys are one possible explanation, but a red candle with positive delta alone does not prove absorption or predict a reversal. In DeepFlow, compare completed candles from the same feed and timeframe, check the source label, then investigate price-level executions and available depth history. Do not use a newly opened live order book as evidence of what happened inside an earlier candle.
4. Read CVD as a running total
Open Display and enable CVD panel to compare cumulative delta with the visible candles. Higher-timeframe CVD is built from available reported candle deltas and rebased to the visible sample. The 1m live panel uses received trades. Changing market, coverage or the visible interval changes the comparison; do not compare unmatched samples as if they were one continuous global market.
5. Treat a dash as missing information
Some candle providers return OHLC and total volume without taker-buy volume. DeepFlow keeps those candles visible and shows an unavailable delta rather than inventing it from candle colour. A forming candle changes until its interval closes. For repeatable notes, compare completed candles from the same instrument, provider and timeframe.
Put it into practice
In DeepFlow, turn on Candles and Footprint / Δ. Compare two completed 5m candles. Note their volume, delta and closing prices, and keep the source label with your observation.
Read candle delta in DeepFlowCommon questions
Does a red candle with positive delta prove absorption?
No. Candle colour compares the close with the open; delta sums classified aggressive volume over the interval. Trade sequence and available liquidity matter. Absorption is a possibility to investigate using price-level executions and context, not a conclusion from those two values alone.
Are these numbers dollars?
Read the instrument and source. Crypto spot candle volume and delta use base-asset units; contract feeds can use their own units. Values from different instruments are not directly comparable.
Why does DeepFlow show a dash for delta?
The candle source may not report aggressor volume. OHLC remains available, but delta is left unavailable.