Bookmap Volume Imbalance: who is actually paying up

Bookmap Volume Imbalance is an add-on that compares aggressive buy volume with aggressive sell volume and shows the ratio as a widget: positive when buyers are lifting the offer, negative when sellers are hitting the bid. It’s calculated from the trades visible on your chart, over a range you set.

Orderbook Imbalance is what people say they’ll do. Volume Imbalance is what they did. I trust the second one more, as I do with most people. In my screenshot it’s the Volume gauge at the end of the widget row, reading +4%.

Which plan: included from Global Plus (on Global it works in replay only). You can try it free on any tier in replay mode or on a delayed instrument.

Crop of Scott's Bookmap layout: the widget row at the bottom right with Chart, CVD, Orderbook Imbalance at +9% and Volume Imbalance at +4%
From my own layout: the widget row, with the Orderbook and Volume Imbalance gauges.

$147 for your first quarter or $588 for the first year (then $297 a quarter or $948 a year), 14-day money back on this offer. Prices checked 7 November 2026. All plans and prices. The free tier is a look at the software, not live futures.

Affiliate link. Bookmap pays me a commission if you subscribe; it costs you nothing extra, and I was paying full price for years before the link existed.

How is Volume Imbalance calculated?

(buy aggressor volume − sell aggressor volume) ÷ (the two added together), over the trades visible on the chart. Drag the chart and it recalculates for what’s on screen.

The calculation range sets how many time or price intervals count, a smoothing factor takes the edge off short spikes, and a sound alert can fire at a threshold.

How I read volume imbalance at a level

At a level I want to see aggression into it and no progress through it. That’s absorption, and Volume Imbalance is half the evidence: strongly negative while price holds my long level means sellers are spending and getting nothing for it.

Volume Imbalance agreeing with CVD is a nice-to-have. Disagreeing is a reason to wait. Waiting is free; I checked.

Settings worth knowing

  • Calculation range: how many time or price intervals are included.
  • Smoothing factor: a weighted average that calms short-term spikes.
  • Sound alert: at a threshold you set.

Bookmap’s own Volume Imbalance guide has the rest, with pictures.

My screen and settings

Screenshot of my own layout and the settings I run are on the way; until then, the crop from my full layout above is the honest version.

Questions people ask

Which Bookmap plan includes Volume Imbalance?

Global Plus and Global Premium. On Global it works in replay mode only.

How is it different from CVD?

CVD is a running total from a reset point. Volume Imbalance is a ratio over a recent range, so it reacts faster and forgets faster.

Can I try it for free?

Yes, in replay mode or on a delayed instrument, on any package.

Next: Cumulative Volume Delta · Back to the Bookmap Library · Which Bookmap plan?

Offer and prices as above, checked 7 November 2026. All plans and prices

Disclosure. VWAP.biz is an independent site written by Scott West, a paying member of Drysdale Trading Groupâ„¢. The VWAP Wave System™ is Chris Drysdale’s work. He doesn’t own or run this site, but he has reviewed and endorsed it. Links to his book, toolkit, and community are affiliate links: if you buy through them I may earn a commission at no extra cost to you. As an Amazon Associate I earn from qualifying purchases. Nothing here is financial advice, and trading futures carries a risk of loss. Full disclosure · Risk disclaimer