Cumulative Volume Delta (CVD)
Cumulative volume delta (net flow).
What it measures
The running sum of taker buy volume minus taker sell volume — net aggressor flow. CVD tracks who is crossing the spread, and in which direction, independent of where price goes. Divergences between CVD and price (price flat while CVD trends, or vice versa) are the classic absorption / exhaustion read on the tape.
References: Net flow leading indicator.
Point-in-time, leak-free
Like every QUANT_API feature, flow.cvd is computed point-in-time: each value uses only data that had actually arrived at the timestamp you query — live or historical. No restatements, no backfills that quietly rewrite the past, no look-ahead. The value your backtest sees at a given stamp is the value the live API would have returned at that stamp. How we enforce this is documented on the methodology page.
Windows & transforms
The signal is computed over rolling windows; each window can be served raw or through a transform (z-score, percentile rank, delta…). Which windows and transforms you can query depends on your plan — the signal itself supports:
Plan & access
flow.cvd unlocks on the Signal plan ($99/mo) and every plan above it. Every new account starts with a 14-day free trial of the Signal plan — no card required.
Example call
Resolve the latest value for BTC (5m window, delta transform — both available on the Signal plan):
curl -G https://api.quant-api.dev/v1/features/live \
-H "Authorization: Bearer fk_live_<your_key>" \
--data-urlencode "asset=BTC" \
--data-urlencode "features=flow.cvd@5m:delta"Same key works on /v1/features/historical for point-in-time backtesting — see the API docs.