Intrabar delta (min/max delta)
Intrabar delta refers to the extremes the running delta reached while a bar was forming: its maximum and minimum before the close. These values depend on the order of trades and cannot be rebuilt from the bar's aggregated price levels.
Senzoukria · Glossary · Updated September 2026
What the extremes capture
While a bar builds, its delta moves tick by tick. It may reach a strongly positive value early, then be sold into and close near zero. The closing delta alone would say the bar was balanced; the maximum says buyers were in control at some point and lost it. The minimum tells the mirror story.
Max delta is the highest running delta seen during the bar, min delta the lowest. Together with the closing delta they describe the path, not just the destination.
- Closing delta near max delta: the winning side held control into the close.
- Closing delta far below max delta: the early push was sold. Watch the next bar.
- Large spread between min and max on a small-range bar: a fight, often at a level that matters.
Why they need tick order
- A footprint bar stores, per price, how much traded at the bid and at the ask. That summary loses the sequence of trades.
- Any ordering of the same trades would give the same level totals but a different path, so the extremes are undefined from levels alone.
- Only a source that delivers trades in order, or a backend that tracks the running delta live, can provide them.
- Aggregated historical frames may yield estimated extremes; the software labels the accuracy limit rather than hiding it.
In Senzoukria
Delta min/max is a pane indicator with two lines reading the optional deltaHigh and deltaLow fields that the backend attaches to a bar when the source provides them. Max Delta draws the upper extreme alone as a histogram. When a bar lacks the fields, the indicator leaves a gap: no point is drawn and no extreme is invented.
The Study guide panel lists Intrabar delta extremes as required data and notes that accuracy depends on source granularity and preserved execution order. OHLC and aggregated levels alone cannot reconstruct the sequence.
Reading them with the close
| Max delta | Min delta | Closing delta | Reading |
|---|---|---|---|
| High | Near zero | Near max | Buyers pushed and kept it |
| High | Near zero | Near zero | Buyers pushed, then were sold into |
| Near zero | Low | Near min | Sellers pushed and kept it |
| High | Low | Any | Two-sided fight inside the bar |
Related
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Frequently asked questions
- Can max delta be computed from a footprint?
- Not from the aggregated per-price cells. Those tell you how much traded at bid and ask at each price, but not in which order. Max and min delta need the sequence of trades, either from a live tick stream or from a backend that recorded the running delta as the bar formed.
- Why is there a hole in my min/max delta line?
- Because the bar carries no intrabar extremes, usually on imported or aggregated history. The indicator is designed to skip those bars rather than draw a zero that would look like a balanced bar. A gap means the data is absent, not that nothing happened.