LuxAlgo
Order Flow

Volume Bubbles

Volume Bubbles mark size at price; Delta mode splits each cluster by side.

View as Markdown

Volume Bubbles plots a dot on the price pane for each bar × price bucket, sized by the volume that traded there. It answers where size traded at a glance, without switching to a full Footprint.

Needs footprint data. Add it from Indicators → Orderflow.

NVDA chart with Volume Bubbles showing buy and sell volume at different price levels

Filters

The point of the tool is isolating the clusters that matter, so the filters do the heavy lifting:

  • Volume Min / Max: absolute volume bounds (0 = off).
  • Hide below (%) (default 50): drop bubbles smaller than this share of the largest visible one, keeping the display relative to current conditions.
  • Min delta (%): only show clusters with at least this much buy/sell imbalance, filtering for one-sided size.
  • Max visible: keep only the top N bubbles on screen (up to 500).

Display

  • Mode: Total sizes a single dot per cluster; Delta paints each cluster as a buy/sell pie, so you see the split inside every bubble.
  • Rows: Auto, or Manual with Ticks per row (default 8) to control the price bucketing.
  • Size (px): minimum and maximum bubble radius (defaults 5–25); Opacity (%) and Gradient fade smaller bubbles so the big ones dominate.
  • Hover tooltip: per-bubble readout on hover.

Style

  • Color by dominant side (Total mode) tints each bubble by whichever side traded more, with a Neutral color when disabled.
  • Highlight largest rings bubbles at or above a share of the visible maximum (≥ %, default 80). The standouts get a literal ring around them.
  • Volume labels print the volume on the bubbles.

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