Tick, volume, range and delta bars
Count bars close on a threshold instead of the clock: T bars after N trades, V bars after N contracts, R bars at N grid ticks of range and D bars when the absolute delta reaches N, anchored on the CME session open.
Senzoukria · Documentation · Updated September 2026
Where to find it
- Where
- Chart toolbar → Bar type chip → Tick / Volume / Range / Delta
- Labels
- T500, V1000, R8, D300 (case-insensitive on input)
- Available on
- Rithmic (history and live), Binance Spot and Perp (live, seeded from recent trades)
- Not available on
- NinjaTrader and Quantower bridges, Databento CME
- Anchor
- CME session open, 17:00 Chicago the previous day
What it does
The four count families are selected in the Bar type popover. Each bar accumulates raw transactions and closes when its counter reaches the threshold: Tick closes with the N-th trade included; Volume closes with the trade that reaches or exceeds N contracts, and the overshoot stays in that bar because a trade is never split; Range keeps a closed bar within N grid ticks, so the trade that would exceed N closes the bar as it is and opens the next one; Delta closes with the trade that brings the absolute signed delta (aggressive buy volume minus aggressive sell volume) to N or more. A trade with an unknown aggressor counts in volume but never in delta.
Bars start from a fixed anchor, the open of the CME session (17:00 Chicago), and a new session closes the open bar as it is. From the same anchor and the same stream of trades, a one-pass build and a resumed build give identical bars, which is what keeps history and live consistent. Nothing is reconstructed from OHLC candles: the input is a list of trades, or nothing.
The Footprint type chip (Bid × Ask, Delta, Volume, profiles, heatmap cells) is independent of the bar family: a V500 bar can display any cell layout.
Settings
| Family | Allowed range | Presets and unit |
|---|---|---|
| Tick (T) | 1 to 100 000 trades per bar | 100, 200, 500, 1000, 2000, 5000 trades |
| Volume (V) | 1 to 10 000 000 contracts per bar | 100, 250, 500, 1000, 2500, 5000, 10 000 contracts |
| Range (R) | 1 to 1 000 grid ticks of range | 4, 6, 8, 10, 12, 16, 20 ticks (on MNQ at 0.25, R4–R20 is 1 to 5 points) |
| Delta (D) | 1 to 1 000 000 delta per bar | 100, 250, 500, 1000, 2500 |
| Custom field placeholder | 500 / 1000 / 8 / 300 | Example value shown per family; Enter applies the label. |
How to use it
Open the Bar type chip, pick Tick, Volume, Range or Delta, click a preset or type a threshold and press Enter. On Rithmic the chart drains ticks from the session open and the live feed continues the same accumulator. On Binance Spot and Perp the engine builds count bars live from the moment the grain is registered; to avoid an empty chart until the first close, the last minutes of recent trades are replayed through the same aggregator and their bid × ask levels are reconstructed, so seeded bars look like live bars.
Range is expressed in grid ticks rather than points because it is the only unit that keeps the same meaning from one instrument to the next. The popover reminds you that count bars cannot be summed from the 1-minute cache and that their boundaries depend on where the drain started.
Limits or pitfalls
- Bridges: “The bridge sends bars already sliced upstream (100t from the platform), not the raw ticks count bars are built from.” The families are shown greyed with this reason.
- Databento CME: trades arrive live but no tick history is drained into the count accumulator yet, so the families are unavailable there.
- Binance: no count-bar history; the chart starts at the seeded recent minutes and grows forward.
- A very low threshold such as V1 would produce one bar per trade; the bounds refuse it before it reaches the engine. A threshold no session reaches leaves one bar open forever.
- Two history windows can cut the bars at different places because boundaries are path-dependent; this is the same reservation ATAS and Sierra Chart carry.
Related pages
This page in other languages
Frequently asked questions
- Why are Tick, Volume, Range and Delta greyed on my NinjaTrader chart?
- The bridge delivers bars already sliced by NinjaTrader, not the raw transactions count bars are built from. Use the 100T pill on the bridge, or a Rithmic or Binance source for T/V/R/D grains.
- Is a range bar allowed to exceed N ticks?
- No. The trade that would push the range beyond N closes the bar as it is and becomes the open of the next bar. A trade that brings the range exactly to N stays in the bar.
- Does a bar carry over the session boundary?
- No. When a new CME session opens, the current bar closes as it is with reason “session”, and the next bar starts fresh.