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Volume and Dollar Bars

Charts / Chart Types / Special Charts

A new bar every N contracts or every N of traded value, instead of every N minutes.

What the chart shows

A time chart one bar per whether the market is busy or asleep. A lunch-hour bar and an opening-bell bar get the same even though the second may hold twenty times more trading. Volume bars close a bar each time a amount of volume has traded. Dollar bars (also called notional bars) close a bar each time a amount of , price × volume, has traded.

The result is a chart sampled by activity. Busy periods are spread over many bars and show their ; quiet periods collapse into a few bars. Each bar represents the same amount of , so bar ranges are easier to , and studies on the bars behave better than on time bars.

Chart type → Specialized → Volume / dollar bars

Engine type

volume-bars

Data

Candles with volume. Bars are built from the loaded .

Time axis

One equal slot per bar, like , so time is not linear along the

Good for

Comparing bar ranges across sessions, filtering quiet periods, activity-based backtests

Anatomy of the chart

Each bar holds the same volume. Labels below the bars show how long each one took to fill.

Part	What it is	How to read it
Bar	Open, high, low and close of the prices traded while the bar .	Ranges are comparable: a wide bar moved price far for the same volume, which means thin liquidity.
Forming bar	The last bar, still filling. Drawn semi-transparent.	It changes until the threshold is reached; do not treat its close as final.
Fill gauge	bar above the forming bar.	Shows how much of the threshold has traded, so you can see how close the next bar is.
Time-to-form label	of each completed bar (optional).	Short durations bursts of activity, long ones quiet trading.
Bar size label	"Volume per bar" or " per bar" in the top-left corner.	The threshold in use, useful in automatic .
Approximation	Reminder that bars are built from candles.	Split inside a candle are estimated; see the limitations below.

Why sample by activity

The same session as 5-minute candles (top) and as 20K volume bars (bottom, number of bars created during each candle).

Noise is reduced in quiet periods. Ten slow candles with tiny ranges become one or two bars.
is in busy periods. An opening drive that fits in one 5-minute candle is split into several bars, so its internal swings become visible.
Bars are more uniform. Returns of volume and dollar bars are closer to normally distributed than returns of time bars, which matters for indicators and backtests that assume uniform samples.

How the bars are built, step by step

1
Choose the amount per bar
In you type it in. In Automatic the chart takes the average volume (or ) of up to the last 1,000 candles that traded, multiplies it by Auto: × average candleand rounds to two significant figures, for example 25,000 instead of 24,817. To keep the chart fast, the size is raised automatically if the loaded history would produce more than 200,000 bars.
2
Walk through the candles in order
Volume of each candle is to the forming bar. In dollar the added amount is volume × price.
3
Split a candle when the threshold is crossed
Inside a candle the order of is unknown, so the candle is assumed to travel open → low → high → close (up candles) or open → high → low → close (down candles). Its volume is spread along that in proportion to distance. The on the path where the threshold is reached gives the close of the completed bar and the open of the next one.
4
Carry the remainder
Volume left over after a split starts the next bar. A very candle can complete several bars at once.
5
Keep the last bar forming
The last bar stays open and updates with every until it .

A 30K candle arrives while the open bar needs 12K more (bar size 20K). The first 12K complete it; the other 18K start the next bar.

Volume or dollar mode

	Volume bars	Dollar (notional) bars
A bar closes after	N contracts / shares	N of (price × volume)
Best for	and instruments whose price stays in a range	Stocks and crypto over long periods, where price changes a lot
Why	Contracts are the unit of	When price doubles, the same buys half the shares; dollar bars keep bar size steady in value

Colour by formation speed

With Colour by: Formation speed, bars are coloured by how long they took to fill instead of by direction. The scale is and is fitted to the visible completed bars: the fastest bar on screen gets the fast colour, the slowest gets the slow colour.

Bright bars filled in seconds; dark bars took many minutes.

Reading the chart, step by step

1
Note the bar size
Read the size label. The same pattern means more on 100K bars than on 5K bars.
2
Compare ranges
Because every bar holds the same volume, a bar with an unusually wide range shows that price moved easily: liquidity was thin. A narrow bar shows heavy two-sided trading.
3
Watch the speed
A run of fast bars (short labels or bright speed colours) is an activity : news, a breakout, stops being run.
4
Use the gauge for timing
When the gauge is almost full, the current bar is about to close; signals on that bar are about to be confirmed.
5
Apply indicators as usual
Indicators are calculated on volume bars, so a 20-bar average covers 20 equal amounts of volume, not 20 periods of time.

Setting it up, step by step

1
Load a small timeframe
Bars are built from the loaded candles. 1-minute candles give much better split than 1-hour candles.
2
Select the chart type
Chart type menu → Specialized → Volume / dollar bars.
3
Open the settings
Click the gear left of the name.
4
Pick the mode
Volume for ; dollar for stocks and crypto viewed over long periods.
5
Size the bars
Start with Automatic and a multiplier of 5 (about one bar per five average candles). Switch to once you have a size you like, so the bars do not change when more history loads.
6
Add context
Turn on time-to-form labels or speed colouring to see activity.

Common setups

Index futures intraday

Volume , size of about 1/50 of a normal 's volume, candles, labels on.

Crypto multi-week

Dollar , automatic, multiplier 10, speed colouring to spot cascades.

Systematic research

dollar bars, OHLC bar style, approximation on as a reminder that splits are estimated.

Limitations

Caution:True volume and dollar bars are built from individual . These bars are built from candles, so the price and time where a bar splits inside a candle are estimates. The coarser the loaded , the larger the error.

In automatic the size depends on the loaded history. Loading more history can change the size and therefore every bar.
Candles without volume (some indices) cannot form volume bars.
A single candle larger than several thresholds produces several bars with the same start time.

Native Quatick implementation and live demos

The charts below are the real Quatick engine (@quatick/quatick-charts), the same code the trading terminal runs, fed by a deterministic simulated market. Switch between demos, press Run market to stream ticks, to pan and use the wheel to zoom. Show code exactly the calls each makes.

Live demo

One bar per about five average candles of volume. Run live and watch the fill gauge.

Loading the Quatick chart engine…

volume-bars · 0 bars · last — · drag to pan, wheel to zoom

How the engine draws Volume / dollar bars

Inputs, computation, renderer and overlay layers of the Volume / dollar bars chart type in the native engine.

Stage	What happens
in	bars
	→ chart.update()
	( / / %)
	Split candles where N volume is reached
	Volume bar slot series (incremental cache)
Step 4	Slot → x on an index
	Canvas 2D
Layers	Forming element · Last- ·
updates	Amortised O(1): only the tail of the slot series is rebuilt

How data reaches the screen

The calls your code makes, what the engine stores, and when it draws. Redraws are coalesced into one animation frame.

Minimal implementation

The first above, as standalone code:

typescript

import { Chart } from '@quatick/quatick-charts';

const chart = new Chart({
  container: document.getElementById('chart')!,
  chartType: 'volume-bars',
  theme: 'dark',
  renderer: 'canvas',
  showVolume: true,
});
const series = chart.addSeries({ type: 'candlestick' });
chart.setData(series.id, bars); // [{ time, open, high, low, close, volume }] — time in seconds

chart.setChartTypeOptions('volume-bars', {
  mode: "volume",
  thresholdMode: "auto",
  autoMultiplier: 5,
  showDurationLabels: true
});

// Live: every tick updates the forming bar (a new time opens a new bar)
feed.onTick(bar => chart.update(series.id, bar));

Quatick settings reference

Loading the settings list…

Appearance

Volume and Dollar Bars

What the chart shows

Anatomy of the chart

Why sample by activity

How the bars are built, step by step

Volume or dollar mode

Colour by formation speed

Reading the chart, step by step

Setting it up, step by step

Common setups

Index futures intraday

Crypto multi-week

Systematic research

Limitations

Native Quatick implementation and live demos

How the engine draws Volume / dollar bars

How data reaches the screen

Minimal implementation

Quatick settings reference

See also

Related articles

Appearance

What the chart shows

Anatomy of the chart

Why sample by activity

How the bars are built, step by step

Volume or dollar mode

Colour by formation speed

Reading the chart, step by step

Setting it up, step by step

Common setups

Index futures intraday

Crypto multi-week

Systematic research

Limitations

Native Quatick implementation and live demos

How the engine draws Volume / dollar bars

How data reaches the screen

Minimal implementation

Quatick settings reference

See also

Related articles

Related to Volume and Dollar Bars