Volume Delta Notional shows the signed difference between aggressive buy and sell notional in the bar, making it one of the cleanest ways to spot net pressure.

Large positive readings usually mean buyers lifted offers with size, while large negative readings point to decisive sell-side aggression.

Flow Toxicity Score combines abnormal notional imbalance with short-horizon realized volatility to highlight bars that were both one-sided and destabilizing.

The metric is designed to surface moments when liquidity providers are most likely trading against informed or urgent flow rather than routine noise.

Flow Entropy measures how evenly buy and sell volume was distributed inside the interval.

High entropy suggests a balanced tug-of-war, while low entropy points to more concentrated and decisive flow in one direction.

Buy/Sell Ratio compares aggressive buy volume to aggressive sell volume in one simple number.

It gives a fast read on whether the tape leaned meaningfully toward buyers or sellers without requiring any additional transformation.

Buy Large Order % isolates how much of total aggressive buy volume came from the largest trade-size bucket.

When this rises alongside positive delta, it often suggests participation from larger and more intentional actors rather than fragmented retail flow.