SPX6900 Futures Cumulative Volume Delta
Track SPX6900 perpetual futures cumulative volume delta across 4 perp venues.
What is Cumulative Volume Delta for SPX6900?
SPX6900 cumulative volume delta (CVD) is the running total of SPX futures volume bought by takers minus volume sold by takers. It measures which side is crossing the spread aggressively.
Sharpe builds SPX CVD from Binance perpetual futures candles, the venue whose data carries taker buy volume, so the chart is one venue's order flow rather than a cross-venue total.
How to read the SPX6900 Cumulative Volume Delta chart
Rising SPX6900 CVD means aggressive buyers are in control; falling CVD means aggressive sellers are.
The useful signal is divergence: if SPX price makes a new high while CVD does not, the rally is happening on weaker buying. If CVD falls while price holds, passive buyers are absorbing the selling.
CVD is cumulative, so its absolute level depends on where the window starts. Read its slope and its turns, not the number itself.
Latest SPX6900 Cumulative Volume Delta snapshot
| Session (UTC) | Taker Buy | Taker Sell | Net Delta | Cumulative |
|---|---|---|---|---|
| 2026-10-28 | $3.50M | $3.46M | $34.00K | $34.00K |
| 2026-10-29 | $5.35M | $5.83M | −$484.75K | −$450.75K |
| 2026-10-30 | $4.36M | $4.33M | $32.93K | −$417.82K |
| 2026-10-31 | $1.65M | $1.53M | $113.16K | −$304.66K |
| 2026-11-01 | $1.47M | $1.63M | −$153.73K | −$458.39K |
| 2026-11-02 | $2.61M | $2.71M | −$94.75K | −$553.13K |
| 2026-11-03 | $2.57M | $3.12M | −$554.43K | −$1.11M |
| 2026-11-04 | $3.65M | $3.62M | $28.88K | −$1.08M |
| 2026-11-05 | $3.66M | $3.82M | −$160.41K | −$1.24M |
| 2026-11-06 | $2.44M | $2.72M | −$277.88K | −$1.52M |
| 2026-11-07 | $1.75M | $1.79M | −$35.58K | −$1.55M |
| 2026-11-08 | $1.95M | $1.91M | $38.16K | −$1.51M |
| 2026-11-09 | $3.92M | $4.14M | −$217.17K | −$1.73M |
| 2026-11-10 | $4.41M | $3.98M | $433.67K | −$1.30M |
Data last updated
SPX6900 Cumulative Volume Delta FAQ
What is a taker in SPX6900 CVD?
A taker is the trader whose order fills immediately against resting orders. SPX CVD adds taker buy volume and subtracts taker sell volume.
What does a SPX6900 CVD divergence mean?
A divergence is when SPX price and CVD move in different directions. It often shows a move running out of aggressive participation, or passive orders absorbing it.
Why does the SPX6900 CVD value look arbitrary?
Because it is a running sum from the start of the selected window. Change the window and the level shifts; the direction and divergences are what carry information.
Cumulative taker buying vs selling on Binance perpetuals