Indicator — Bar Statistics

Bar Statistics is a grid under the chart with one column per candle and one row per statistic: volume, delta, cumulative delta, open-interest change and more. Each cell is shaded by its value, so unusual candles stand out before you read a single number.

Module

Bar Statistics

How to open

Chart ▸ Indicators ▸ Orderflow & Delta ▸ Bar Statistics

Data source

Tick-level volume, delta and open interest per candle

Saved in workspace

Yes

A candlestick chart with the Bar Statistics grid beneath it, one column per candle (dark theme) — Bar Statistics under a 5-minute chart, showing Volume, Delta, Delta %, CVD, RVOL, Range, Session Volume and Delta Divergence.

Note

The numbers appear once the candles are wide enough to fit them. Zoomed out, the grid shows colour only and the pane reads Zoom in on X-axis to view bar stats grid.

Opening the settings

Hover the Bar Stats pane title and click Settings. Bar Statistics has its own dialog; press Done to apply, or Reset to defaults to start over.

General Stats

Setting	Row it adds
Show Volume	Total volume of the candle.
Show Trades (Count)	Number of trades in the candle.
Show Buy Trades / Show Sell Trades	Number of buy-side and sell-side trades.
Format Volume	Formats volume numbers with K/M suffixes.
Lot Size	Lot size used when formatting volume.

Bar Statistics with trade count, buy trades and sell trades rows added (dark theme) — With Trades, Buy Trades and Sell Trades added.

Delta & Volume Stats

The Delta and Volume Stats group of the Bar Statistics settings (dark theme) — Delta & Volume Stats.

Setting	Row it adds
Show Buy Volume / Show Sell Volume	Buy-side and sell-side volume.
Show Delta (Buy - Sell)	Net of the two: positive when buyers were the aggressors.
Show Min/Max Delta (Intra-bar)	The lowest and highest delta reached inside the candle.
Show Delta %	Delta as a percentage of the candle's volume.
Show Cumulative Volume Delta (CVD)	Running total of delta.

Bar Statistics with buy volume, sell volume and min/max delta rows added (dark theme) — With Buy Volume, Sell Volume and Min/Max Delta added.

CVD Settings

CVD Reset Period (shown when CVD is on) — Session (Intraday), Daily or Weekly. The CVD row restarts from zero at the start of each period.

Open Interest (OI) Stats

The Open Interest Stats group of the Bar Statistics settings (dark theme) — Open Interest (OI) Stats.

Setting	Row it adds
Show OI Change	Change in open interest during the candle.
Show OI Change %	The same as a percentage.
Show OI Daily Change	Change in open interest since the start of the day.
Show OI Build-up	A label combining price and OI direction (see below).

Build-up	Price	OI
Long Buildup	Up	Up
Short Buildup	Down	Up
Short Covering	Up	Down
Long Unwinding	Down	Down

Bar Statistics with open interest rows added (dark theme) — With the four OI rows added.

Advanced Stats

Setting	Row it adds
Show Avg Trade Size	Average quantity per trade.
Show Buy %	Buy volume as a share of total volume.
Show Relative Volume (RVOL)	The candle's volume against the trailing average. RVOL Period sets the number of bars in that average.
Show Delta Divergence	Highlights bars where price and delta disagree.
Show Price Change / Show Price Change %	The candle's change in points and percent.
Show Bar Range	High minus low.
Show Session Volume	Cumulative volume for the session so far.

Bar Statistics with average trade size, buy percent and price change rows added (dark theme) — With Avg Trade Size, Buy %, Price Change and Price Change % added.

Display

Setting	What it does
Heatmap Normalization	The reference maximum used for cell intensity: Per Day or Visible Range.
Cell Style	Heatmap shades the whole cell; Bar draws a bar inside it.
Row Separators	Lines between rows.
Highlight Last Bar	Outlines the latest candle's column.
Session Totals in Legend	Shows the session totals in the pane legend.
Font Size	Preferred text size. It reduces automatically when bars or rows do not have enough room.

Bar Statistics with heatmap cells (dark theme) — Cell Style = Heatmap

Bar Statistics with bar cells (dark theme) — Cell Style = Bar

Bar Statistics shaded relative to the visible range (dark theme) — Heatmap Normalization = Visible Range: shading is relative to what is on screen, not to each day.

Appearance

Colours for each kind of value: Text, Volume, Trades, Buy Volume, Sell Volume, positive and negative Delta, CVD and OI, Price Up and Price Down, Range, Divergence, and the four OI build-up labels.

Tip

Each row you add makes every row shorter. Keep to the handful you actually read — Volume, Delta, CVD and RVOL cover most order-flow work — and add OI rows on derivatives when positioning matters.