The bid is the highest price a buyer is willing to pay, while the ask is the lowest price a seller is willing to accept.
Order Flow classifies each executed trade based on which side initiated it:
For example, if 100 shares are traded because a buyer accepts the seller's ask price, those 100 shares are classified as Buy. The same traded quantity is not classified again as Sell.
Each executed quantity is therefore classified only once as either Buy or Sell.
Although every completed trade has both a buyer and a seller, its traded quantity is classified only once in Order Flow.
For example:
Together, the classified quantities make up the total traded volume:
Total Buy + Total Sell = Total traded volume
The difference between Buy and Sell quantity is called Delta:
Delta = Buy − Sell
A positive Delta means more traded quantity was classified as Buy, while a negative Delta means more traded quantity was classified as Sell.
No. Buy and Sell represent traded quantity, not the number of individual orders.
For example, if you see Buy = 500 at a price level, it means 500 units of traded quantity were classified as Buy at that price during the candle.
This quantity could come from one trade or multiple trades adding up to 500 units.
The exchange reports the traded price and quantity but does not directly report which side initiated the trade. FYERS therefore determines the Buy/Sell classification using available market data.
The process works as follows:
Order Flow does not change the actual traded volume. It displays the same traded volume by price level and Buy/Sell classification.
If you add the quantities across all cells in a Cluster candle, the total will match the traded volume of the corresponding candle on a standard chart.
In other words:
Total Buy + Total Sell = Total traded volume
The exchange does not directly report which side initiated a trade. Different platforms may therefore use different methods to classify trades as Buy or Sell.
As a result, Buy, Sell, Delta, and Cluster values may differ across platforms even when the Open, High, Low, Close (OHLC), and total traded volume are the same.
If the total traded volume matches but the Buy, Sell, or Delta values differ, the difference may be due to the trade-classification method used by each platform.
No. Buy and Sell values show how traded quantity was classified. They do not, by themselves, indicate where the price will move next.
They should be interpreted together with price action and the broader market context.
| Scenario | Solution |
|---|---|
| Delta differs from another platform? | Platforms may use different trade-classification methods. If total traded volume matches, different Buy, Sell, or Delta values do not necessarily indicate a data error. |
| Candle closes higher but Delta is negative? | More quantity was classified as Sell even though price rose. This is Delta divergence. Resting buy orders may have absorbed the selling. |
| Candle closes lower but Delta is positive? | More quantity was classified as Buy even though price fell. This is also Delta divergence. Resting sell orders may have absorbed the buying. |
Last updated: 22 Sep 2026