Volume, Sessions & Data
What volume does and does not tell you, trading sessions, and where each data series comes from.
Data provenance: knowing where your chart's numbers come from
Data provenance means knowing how each number on a chart is produced: real exchange volume, a broker's tick volume, reference volume from another market, or an estimate.
IntermediateAURORA StandardAURORA Pro8 min readHow do trading sessions affect signals?
Trading sessions are the hours when the world's main markets are open; liquidity and volatility differ by session, so the same signal can perform differently.
BeginnerAURORA StandardAURORA Pro8 min readWhat does volume tell you, and what does it not?
Volume shows how much participation a candle had; it is useful when compared with the normal level for that hour, but it does not by itself say whether buyers or sellers won.
BeginnerAURORA StandardAURORA Pro6 min readVolume Quality: when is high volume a good sign?
Volume Quality scores 0–100 whether a candle's volume really supports the trade direction, from RVOL, Delta direction, effort versus result, and volume expansion.
IntermediateAURORA StandardAURORA Pro10 min read
In preparation
- What is VWAP?Coming soon
- OBV (On-Balance Volume)Coming soon
- Volume ProfileComing soon