Volume Delta

Category: Price & market data · Updated November 2026

The TAAPI.IO Volume Delta API returns the real buy and sell volume of each candle, the difference between them (the volume delta) and its running total, the cumulative volume delta (CVD). The numbers come from the exchange's own record of which side started each trade, not from the shape of the candle. It is available for Binance and Binance Futures.

Get Volume Delta with one API call

This request returns Volume Delta for BTCUSDT on 1-hour Binance candles. Add your API key to run it here.

curl -G https://v2.taapi.io/indicator/volumedelta \
  -H "Authorization: Bearer YOUR_API_KEY" \
  --data-urlencode "exchange=binance" \
  --data-urlencode "symbol=BTCUSDT" \
  --data-urlencode "timeframe=1h"

import requests

resp = requests.get(
    'https://v2.taapi.io/indicator/volumedelta',
    headers={'Authorization': 'Bearer YOUR_API_KEY'},
    params={'exchange': 'binance', 'symbol': 'BTCUSDT', 'timeframe': '1h'},
)
print(resp.json())

const params = new URLSearchParams({"exchange": "binance", "symbol": "BTCUSDT", "timeframe": "1h"});
const res = await fetch(`https://v2.taapi.io/indicator/volumedelta?${params}`, {
  headers: { Authorization: 'Bearer YOUR_API_KEY' },
});
console.log(await res.json());

Volume Delta API response

Live output for Binance BTCUSDT 1-hour candles on 13 November 2026, 19 minutes into the 09:00 UTC candle. Sellers had the upper hand in that candle so far (delta −80 BTC, −17%), but the CVD still shows about 1,300 BTC more bought than sold since the week started on Monday.

{
  "buyVolume": [190.58146],
  "sellVolume": [270.2875000000001],
  "delta": [-79.70604000000009],
  "deltaPercent": [-17.294729504022158],
  "cvd": [1316.83447],
  "anchor": "week",
  "timestamp": [1794560400]
}

Volume Delta API parameters

What is Volume Delta?

Every trade has two sides: a resting order waiting in the order book and an order that crossed the spread to fill it right away (the taker). When the taker is a buyer, the trade counts as buy volume; when the taker is a seller, as sell volume. Volume delta is buy volume minus sell volume. A positive delta means buyers were the ones in a hurry during that candle; a negative delta means sellers were.

The cumulative volume delta adds those deltas up over time. Traders compare it with price: a CVD rising with price confirms the move, while a CVD that disagrees with price shows that one side's market orders are being absorbed by resting orders on the other side.

Volume Delta formula

Example: a 1-hour candle traded 500 BTC, of which 320 BTC were bought with market orders. buyVolume = 320, sellVolume = 180, delta = 140 and deltaPercent = 28.

How the CVD anchor works

The CVD has to start counting somewhere. With an anchor it restarts at 0 at the start of every hour, day, week, month or year (UTC), so the same candle always gets the same value. The default, auto, picks an anchor that fits several periods into the roughly 300 candles the API looks at:

Candles before the first anchor in the data get cvd = null, because the start of their period isn't in the data. With anchor=none the CVD instead adds up from the first candle the API fetched. Its level then depends on that window and moves as new candles arrive, so only its changes mean anything.

Volume Delta vs Volume Split

Volume Split estimates buy and sell volume from where a candle closed inside its range. It works on every market, but it is only an estimate. Volume Delta uses the exchange's real taker volume. On the BTCUSDT 1-hour candles of 12 November 2026 (00:00–15:59 UTC), 49.4% of the 10,864 BTC traded was bought with market orders, while the close-location estimate said 44.9%. Over 12,000 Binance candles the estimate picked the right side (more buying or more selling) only 59–68% of the time. On Binance and Binance Futures, Volume Split now uses the real taker volume too: its method field says taker.

How to read Volume Delta in your code

Worked example (BTCUSDT 1h, 12 November 2026, anchor=day): from 06:00 to 10:59 UTC buyers took 59% of the volume and the day's CVD rose by 275 BTC, yet price slipped from 73,586 to 73,464. Market buying was being absorbed. From 11:00 to 14:59 the delta turned to −504 BTC and price fell 2.5% to 71,646. The divergence came first; it did not say how far price would fall, and many divergences resolve without a move.

Limitations: Volume Delta is only available where the exchange reports taker volume per candle: Binance and Binance Futures. It describes who was aggressive, not who will win: resting limit orders can absorb any amount of market buying. The candle still forming changes until it closes. Large players split orders and use limit orders, so the delta misses much of their activity. History is limited to the last 3,000 candles per timeframe, so 1m covers about two days. A candle without taker data returns null. Nothing on this page is financial advice.

Track today's CVD on closed candles

Return the last 24 closed hourly candles with the CVD restarting at 00:00 UTC. backtrack=1 skips the candle still forming.

curl -G https://v2.taapi.io/indicator/volumedelta \
  -H "Authorization: Bearer YOUR_API_KEY" \
  --data-urlencode "exchange=binance" \
  --data-urlencode "symbol=BTCUSDT" \
  --data-urlencode "timeframe=1h" \
  --data-urlencode "anchor=day" \
  --data-urlencode "results=24" \
  --data-urlencode "backtrack=1"

import requests

resp = requests.get(
    'https://v2.taapi.io/indicator/volumedelta',
    headers={'Authorization': 'Bearer YOUR_API_KEY'},
    params={'exchange': 'binance', 'symbol': 'BTCUSDT', 'timeframe': '1h', 'anchor': 'day', 'results': 24, 'backtrack': 1},
)
data = resp.json()
cvd, delta = data['cvd'], data['delta']
print(f"CVD since 00:00 UTC: {cvd[-1]:+.1f} BTC")
strongest = max(range(len(delta)), key=lambda i: abs(delta[i]))
print(f"Most one-sided closed hour: {delta[strongest]:+.1f} BTC at {data['timestamp'][strongest]}")

Get historical Volume Delta values

Add results to return a series for backtesting or charting. The last element is the most recent candle. This request returns the last 24 hours of 15-minute ETHUSDT perpetual futures candles.

curl -G https://v2.taapi.io/indicator/volumedelta \
  -H "Authorization: Bearer YOUR_API_KEY" \
  --data-urlencode "exchange=binancefutures" \
  --data-urlencode "symbol=ETHUSDT" \
  --data-urlencode "timeframe=15m" \
  --data-urlencode "results=96"

Get Volume Delta for multiple symbols

Combine Volume Delta with other indicators in one request. Each exchange, symbol and timeframe combination is one construct: Basic allows 1 per request, Pro 3 and Expert 10.

curl -X POST https://v2.taapi.io/bulk \
  -H "Authorization: Bearer YOUR_API_KEY" \
  -H "Content-Type: application/json" \
  -d '{
  "constructs": [
    {
      "id": "btc_1h",
      "exchange": "binance",
      "symbol": "BTCUSDT",
      "timeframe": "1h",
      "indicators": [
        {
          "id": "volumedelta",
          "indicator": "volumedelta",
          "anchor": "day"
        },
        {
          "id": "vwap",
          "indicator": "vwap"
        }
      ]
    }
  ]
}'

Stream Volume Delta in real time

Subscribe over WebSocket to receive new values every 5 seconds while the candle is forming. Streaming supports 1m, 5m, 15m and 1h, and uses interval where REST uses timeframe.

{
  "type": "subscribe",
  "id": "volumedelta",
  "exchange": "binancefutures",
  "symbol": "BTCUSDT",
  "interval": "1m",
  "indicator": "volumedelta"
}

Volume Delta API FAQ

Related indicators

• Volume Split
• Volume
• On Balance Volume
• VWAP

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