Volume Delta
Normalized volume-delta dictionaries available to Python V2.
| Key | Type | Meaning |
|---|---|---|
t | integer | Unix timestamp in milliseconds. |
value | number | Current normalized cumulative value. |
o, h, l, c | number, optional | MMT period OHLC. |
n | integer, optional | Sample count. |
delta | number, optional | Latest standalone trade-batch delta. |
cumulative_delta | number, optional | Standalone running delta. |
records = history.source("btc@vd@hyperliquidf@mmt:timeframe=60,bucket=1")
current = history.source("btc@vd@hyperliquidf@mmt:timeframe=60,bucket=1", 0)MMT VD records and standalone trade-derived records share t and value; their additional keys reflect how the source was produced.
See Volume Delta Source.